WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 536,508 COMMITMENTS 131,154 78,606 196,779 176,390 209,089 504,323 484,474 32,185 52,034 CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 15,961) 3,461 -2,654 10,869 2,723 7,132 17,052 15,346 -1,091 615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 14.7 36.7 32.9 39.0 94.0 90.3 6.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407) 129 119 134 96 137 310 312 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 20,935 COMMITMENTS 13,104 310 691 6,629 19,156 20,424 20,157 511 778 CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -365) -1,131 119 41 811 -130 -279 30 -86 -395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.6 1.5 3.3 31.7 91.5 97.6 96.3 2.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 2 3 9 21 17 25 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 265,231 COMMITMENTS 73,127 42,013 67,483 103,433 134,343 244,043 243,840 21,188 21,391 CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 1,887) -130 -750 616 1,642 1,769 2,128 1,634 -241 253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 15.8 25.4 39.0 50.7 92.0 91.9 8.0 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 73 53 63 83 98 194 183 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,004,401 COMMITMENTS 409,119 117,570 553,769 860,641 1082921 1823529 1754260 180,872 250,141 CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 30,344) 24,016 -14,630 -2,143 10,072 44,069 31,945 27,297 -1,600 3,047 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 5.9 27.6 42.9 54.0 91.0 87.5 9.0 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 828) 209 139 191 348 407 658 648 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,703 COMMITMENTS 2,147 16 233 1,305 4,623 3,686 4,873 2,017 830 CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 20) 150 -6 -5 -35 73 110 62 -90 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.7 0.3 4.1 22.9 81.1 64.6 85.4 35.4 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 13 2 3 8 10 23 13 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,317,802 COMMITMENTS 305,003 50,259 367,474 570,006 809,874 1242483 1227607 75,319 90,196 CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 44,074) -8,207 7,984 17,242 40,413 21,350 49,448 46,575 -5,374 -2,501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 3.8 27.9 43.3 61.5 94.3 93.2 5.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 756) 247 149 236 255 300 609 599 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 29,086 COMMITMENTS 24,136 994 757 20 7,373 24,913 9,124 4,173 19,962 CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 2,119) 1,034 -771 531 -2 16 1,563 -224 556 2,343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 83.0 3.4 2.6 0.1 25.3 85.7 31.4 14.3 68.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 5 2 3 14 8 21 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 529,660 COMMITMENTS 117,486 16,910 131,028 238,086 357,339 486,600 505,278 43,060 24,382 CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 4,120) -4,124 -3,088 2,608 590 5,034 -925 4,554 5,045 -434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 3.2 24.7 45.0 67.5 91.9 95.4 8.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 117 37 88 100 92 256 189 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,348,322 COMMITMENTS 103,230 326,851 104,036 968,684 762,587 1175949 1193473 172,372 154,849 CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -926) 4,992 -5,536 -1,392 -7,805 23,032 -4,206 16,104 3,280 -17,030 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 24.2 7.7 71.8 56.6 87.2 88.5 12.8 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 36 26 41 101 105 156 153 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 990,401 COMMITMENTS 59,754 322,004 3,790 785,050 549,864 848,594 875,658 141,807 114,743 CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 10,692) 4,422 331 145 8,034 18,561 12,601 19,037 -1,909 -8,345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 32.5 0.4 79.3 55.5 85.7 88.4 14.3 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 12 21 11 79 83 96 110 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 518,135 COMMITMENTS 117,760 18,655 113,719 233,271 355,982 464,750 488,356 53,385 29,779 CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -8,152) -3,880 3,441 -8,001 4,935 -3,610 -6,947 -8,170 -1,205 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 3.6 21.9 45.0 68.7 89.7 94.3 10.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 111 38 81 108 103 256 198 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,456 COMMITMENTS 3,575 740 419 4,930 8,637 8,924 9,796 1,532 660 CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -79) -26 62 60 433 -220 467 -98 -546 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.2 7.1 4.0 47.1 82.6 85.3 93.7 14.7 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 18 5 3 15 19 35 26 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,994,431 COMMITMENTS 424,276 668,889 23,695 1381404 1212046 1829375 1904630 165,056 89,801 CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 255) -34,003 -28,997 1,567 37,531 33,892 5,095 6,462 -4,840 -6,207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 33.5 1.2 69.3 60.8 91.7 95.5 8.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 63 35 25 144 118 217 168 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,777,074 COMMITMENTS 586,459 481,463 300,472 2488203 2613973 3375134 3395908 401,940 381,166 CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -25,684) -56,146 -56,040 13,015 27,598 26,526 -15,533 -16,500 -10,151 -9,184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 12.7 8.0 65.9 69.2 89.4 89.9 10.6 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394) 79 67 82 204 196 323 305 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 902,335 COMMITMENTS 173,207 44,703 23,130 579,633 645,044 775,970 712,877 126,365 189,458 CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 3,433) 6,171 -1,925 5,086 -8,479 255 2,778 3,416 655 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 5.0 2.6 64.2 71.5 86.0 79.0 14.0 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 13 10 10 73 65 91 80 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,250,911 COMMITMENTS 367,358 770,441 142,237 2412198 2052916 2921794 2965595 329,118 285,317 CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -46,347) -19,175 -38,804 -4,094 -27,961 -2,110 -51,230 -45,008 4,882 -1,339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 23.7 4.4 74.2 63.1 89.9 91.2 10.1 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 52 39 44 146 152 215 218 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,340,587 COMMITMENTS 453,080 231,240 216,845 644,586 863,075 1314511 1311160 26,076 29,427 CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 8,950) 19,381 -47,090 -5,891 -6,184 62,475 7,306 9,494 1,644 -544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.8 17.2 16.2 48.1 64.4 98.1 97.8 1.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 22 15 26 57 60 89 91 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 45,152 COMMITMENTS 17,137 16,838 309 19,954 21,512 37,400 38,659 7,752 6,493 CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 2,111) 433 -521 -192 1,426 1,956 1,667 1,243 444 868 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.0 37.3 0.7 44.2 47.6 82.8 85.6 17.2 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 34 13 10 31 25 66 47 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 90,304 COMMITMENTS 34,275 33,675 618 39,908 43,025 74,800 77,318 15,504 12,986 CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 4,222) 866 -1,042 -385 2,853 3,913 3,334 2,486 889 1,737 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.0 37.3 0.7 44.2 47.6 82.8 85.6 17.2 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 34 13 10 31 25 66 47 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 34,918 COMMITMENTS 3,124 431 0 29,780 33,717 32,904 34,148 2,014 770 CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -969) -1,407 -1,505 0 498 804 -909 -701 -60 -268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 1.2 0.0 85.3 96.6 94.2 97.8 5.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 0 17 11 20 12 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 20,570 COMMITMENTS 15,875 19,266 24 4,438 1,248 20,337 20,538 233 32 CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -16) 84 153 -140 22 -28 -34 -15 18 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 77.2 93.7 0.1 21.6 6.1 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 19 11 2 3 2 23 14 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 131,876 COMMITMENTS 14,159 7,327 66,494 51,206 57,885 131,859 131,706 17 170 CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 633) 854 -2,524 2,684 -2,905 464 633 624 0 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 5.6 50.4 38.8 43.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 4 1 3 10 11 14
Updated October 16, 2020