WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 592,895 COMMITMENTS 143,131 83,763 221,868 192,589 231,933 557,588 537,564 35,306 55,331 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 56,386) 11,976 5,156 25,089 16,199 22,844 53,265 53,090 3,122 3,297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 14.1 37.4 32.5 39.1 94.0 90.7 6.0 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413) 135 114 135 103 136 317 317 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 21,902 COMMITMENTS 14,084 235 1,017 6,320 19,858 21,421 21,110 481 792 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 967) 980 -75 326 -309 702 997 953 -30 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.3 1.1 4.6 28.9 90.7 97.8 96.4 2.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 2 2 10 25 17 28 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 279,840 COMMITMENTS 74,191 37,942 75,317 108,432 145,593 257,940 258,852 21,900 20,989 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 14,610) 1,064 -4,071 7,834 4,999 11,250 13,897 15,012 713 -403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 13.6 26.9 38.7 52.0 92.2 92.5 7.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 74 57 70 82 102 197 194 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,150,651 COMMITMENTS 459,208 102,881 592,601 909,331 1204858 1961140 1900339 189,511 250,311 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 146,249) 50,088 -14,688 38,831 48,691 121,937 137,610 146,080 8,639 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 4.8 27.6 42.3 56.0 91.2 88.4 8.8 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 867) 223 139 199 367 424 690 675 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,794 COMMITMENTS 2,246 159 235 1,213 4,520 3,694 4,913 2,100 880 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 91) 99 142 1 -92 -103 8 41 83 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.8 2.7 4.1 20.9 78.0 63.8 84.8 36.2 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 13 3 2 8 9 23 12 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,326,365 COMMITMENTS 303,057 43,960 364,860 578,702 829,439 1246619 1238259 79,746 88,105 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 8,562) -1,946 -6,298 -2,614 8,696 19,565 4,136 10,653 4,426 -2,091 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 3.3 27.5 43.6 62.5 94.0 93.4 6.0 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 738) 241 137 226 263 308 600 590 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 30,260 COMMITMENTS 24,823 1,086 1,017 287 6,274 26,127 8,377 4,133 21,883 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 1,174) 687 92 260 267 -1,099 1,214 -747 -40 1,921 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 82.0 3.6 3.4 0.9 20.7 86.3 27.7 13.7 72.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 5 4 2 12 8 20 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 526,968 COMMITMENTS 120,342 19,160 124,083 240,651 357,729 485,076 500,972 41,892 25,996 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -2,692) 2,856 2,250 -6,946 2,565 389 -1,524 -4,306 -1,168 1,614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 3.6 23.5 45.7 67.9 92.1 95.1 7.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 119 45 81 100 89 259 184 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,396,058 COMMITMENTS 103,380 335,476 130,073 986,067 763,005 1219520 1228554 176,538 167,505 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 47,736) 150 8,626 26,037 17,383 418 43,570 35,081 4,166 12,656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 24.0 9.3 70.6 54.7 87.4 88.0 12.6 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 32 29 43 104 103 159 152 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 983,424 COMMITMENTS 55,417 311,163 4,631 781,615 549,904 841,663 865,698 141,761 117,726 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -6,976) -4,337 -10,841 841 -3,435 40 -6,931 -9,960 -45 2,984 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 31.6 0.5 79.5 55.9 85.6 88.0 14.4 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 13 20 13 81 83 100 110 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 522,739 COMMITMENTS 125,172 21,204 106,438 235,356 365,475 466,967 493,117 55,772 29,621 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 4,604) 7,413 2,549 -7,281 2,085 9,493 2,217 4,761 2,387 -158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 4.1 20.4 45.0 69.9 89.3 94.3 10.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 116 39 81 104 101 253 195 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,559 COMMITMENTS 3,481 729 518 5,008 8,659 9,006 9,906 1,553 653 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 103) -94 -11 98 78 22 83 109 20 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.0 6.9 4.9 47.4 82.0 85.3 93.8 14.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 17 5 4 14 19 33 27 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,972,884 COMMITMENTS 406,933 647,967 19,608 1385556 1205811 1812097 1873386 160,786 99,498 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -21,547) -17,343 -20,922 -4,087 4,152 -6,235 -17,278 -31,244 -4,270 9,697 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 32.8 1.0 70.2 61.1 91.9 95.0 8.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 59 34 23 146 116 214 164 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,919,887 COMMITMENTS 575,649 497,537 363,957 2577746 2678957 3517352 3540451 402,535 379,436 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 142,813) -10,810 16,074 63,486 89,543 64,984 142,219 144,543 595 -1,730 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 12.7 9.3 65.8 68.3 89.7 90.3 10.3 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399) 79 73 86 201 191 324 306 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 914,253 COMMITMENTS 199,680 43,660 18,630 568,415 673,525 786,725 735,815 127,528 178,438 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 11,918) 26,473 -1,043 -4,500 -11,218 28,481 10,755 22,938 1,163 -11,020 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 4.8 2.0 62.2 73.7 86.1 80.5 13.9 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 15 9 9 70 69 89 83 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,235,446 COMMITMENTS 392,528 755,832 136,052 2372798 2055239 2901379 2947124 334,067 288,322 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -15,465) 25,170 -14,609 -6,185 -39,400 2,323 -20,415 -18,471 4,950 3,005 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 23.4 4.2 73.3 63.5 89.7 91.1 10.3 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 55 32 44 145 153 214 215 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,344,863 COMMITMENTS 458,691 240,412 199,833 662,446 877,262 1320970 1317507 23,893 27,356 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 4,276) 5,611 9,172 -17,012 17,860 14,187 6,459 6,347 -2,183 -2,071 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.1 17.9 14.9 49.3 65.2 98.2 98.0 1.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 22 16 27 59 61 92 93 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 47,695 COMMITMENTS 20,734 17,535 302 18,513 24,517 39,549 42,354 8,146 5,341 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 2,543) 3,596 697 -7 -1,441 3,005 2,149 3,695 394 -1,152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.5 36.8 0.6 38.8 51.4 82.9 88.8 17.1 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 32 14 9 30 26 63 48 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 95,389 COMMITMENTS 41,468 35,069 604 37,026 49,034 79,098 84,707 16,292 10,682 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 5,085) 7,193 1,394 -14 -2,881 6,010 4,298 7,390 788 -2,304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.5 36.8 0.6 38.8 51.4 82.9 88.8 17.1 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 32 14 9 30 26 63 48 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 35,046 COMMITMENTS 3,881 431 0 29,070 33,756 32,951 34,187 2,095 859 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 128) 757 0 0 -710 39 47 39 81 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 1.2 0.0 82.9 96.3 94.0 97.5 6.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 0 17 10 20 11 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 20,541 COMMITMENTS 15,943 19,216 24 4,343 1,248 20,310 20,488 231 53 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -29) 68 -50 0 -95 0 -27 -50 -2 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 77.6 93.5 0.1 21.1 6.1 98.9 99.7 1.1 0.3 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 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 135,323 COMMITMENTS 14,078 10,230 69,714 51,514 55,219 135,306 135,163 17 160 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 3,447) -81 2,903 3,220 308 -2,666 3,447 3,457 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 7.6 51.5 38.1 40.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 5 1 3 10 10 15
Updated October 23, 2020