WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 582,882 COMMITMENTS 149,487 91,189 198,838 196,582 238,530 544,906 528,556 37,975 54,325 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -10,013) 6,356 7,426 -23,030 3,992 6,596 -12,682 -9,008 2,669 -1,005 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 15.6 34.1 33.7 40.9 93.5 90.7 6.5 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423) 142 118 129 102 137 318 318 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 23,072 COMMITMENTS 13,518 553 1,138 7,893 20,618 22,549 22,309 523 763 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,170) -566 318 121 1,573 760 1,128 1,199 42 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.6 2.4 4.9 34.2 89.4 97.7 96.7 2.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 2 3 11 24 19 27 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 274,237 COMMITMENTS 76,010 37,142 69,880 107,965 145,636 253,856 252,658 20,381 21,579 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -5,604) 1,819 -800 -5,437 -467 43 -4,084 -6,194 -1,519 590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 13.5 25.5 39.4 53.1 92.6 92.1 7.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 85 51 70 84 99 206 190 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,157,487 COMMITMENTS 510,699 86,726 561,943 892,016 1261569 1964658 1910238 192,829 247,249 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 6,837) 51,492 -16,155 -30,658 -17,316 56,712 3,518 9,899 3,318 -3,062 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 4.0 26.0 41.3 58.5 91.1 88.5 8.9 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 887) 234 133 206 367 441 696 699 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,095 COMMITMENTS 2,437 76 269 1,343 4,809 4,049 5,155 2,046 940 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 301) 191 -82 35 130 289 355 241 -54 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.0 1.3 4.4 22.0 78.9 66.4 84.6 33.6 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 14 2 2 11 12 27 14 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,167,917 COMMITMENTS 302,947 42,264 295,781 497,031 748,034 1095758 1086079 72,159 81,838 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -158,448) -110 -1,697 -69,079 -81,671 -81,405 -150,861 -152,181 -7,587 -6,267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 3.6 25.3 42.6 64.0 93.8 93.0 6.2 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 713) 236 128 210 250 291 571 563 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 532,679 COMMITMENTS 133,926 17,843 121,500 232,877 368,328 488,302 507,671 44,376 25,008 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 5,711) 13,583 -1,317 -2,583 -7,774 10,599 3,227 6,699 2,484 -988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 3.3 22.8 43.7 69.1 91.7 95.3 8.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 134 41 86 99 91 263 195 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,377,508 COMMITMENTS 117,040 358,043 93,913 991,877 767,426 1202830 1219382 174,678 158,125 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -18,551) 13,660 22,566 -36,159 5,809 4,422 -16,690 -9,171 -1,861 -9,379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 26.0 6.8 72.0 55.7 87.3 88.5 12.7 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 31 28 39 105 104 155 152 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,001,448 COMMITMENTS 67,119 314,783 4,540 790,273 566,649 861,932 885,972 139,515 115,475 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 18,023) 11,702 3,620 -91 8,658 16,745 20,269 20,274 -2,246 -2,251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 31.4 0.5 78.9 56.6 86.1 88.5 13.9 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 14 18 14 82 82 102 108 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 532,715 COMMITMENTS 129,581 19,086 110,570 237,515 374,991 477,666 504,648 55,049 28,068 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 9,977) 4,409 -2,118 4,132 2,158 9,516 10,699 11,531 -723 -1,554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 3.6 20.8 44.6 70.4 89.7 94.7 10.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 121 36 78 107 105 256 197 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,804 COMMITMENTS 3,537 758 135 4,700 8,320 8,373 9,213 1,431 591 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -755) 57 29 -382 -308 -340 -634 -693 -121 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.1 7.7 1.4 47.9 84.9 85.4 94.0 14.6 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 17 4 3 13 19 30 26 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,002,728 COMMITMENTS 414,493 653,594 32,713 1391751 1218419 1838958 1904727 163,770 98,001 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 29,844) 7,560 5,627 13,105 6,195 12,608 26,860 31,341 2,984 -1,497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 32.6 1.6 69.5 60.8 91.8 95.1 8.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 66 30 24 143 117 216 164 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,731,121 COMMITMENTS 538,904 473,123 305,217 2500615 2533570 3344735 3311909 386,386 419,212 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -188,766) -36,746 -24,414 -58,741 -77,131 -145,387 -172,618 -228,542 -16,149 39,776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 12.7 8.2 67.0 67.9 89.6 88.8 10.4 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391) 76 70 76 200 187 313 296 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 947,513 COMMITMENTS 215,184 41,695 16,214 586,605 702,360 818,003 760,269 129,510 187,244 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 33,260) 15,504 -1,965 -2,416 18,190 28,835 31,278 24,454 1,982 8,806 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 4.4 1.7 61.9 74.1 86.3 80.2 13.7 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 16 8 9 71 71 90 85 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,198,575 COMMITMENTS 410,218 763,638 124,250 2338411 2022638 2872879 2910525 325,697 288,050 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -36,871) 17,689 7,805 -11,803 -34,387 -32,601 -28,500 -36,599 -8,371 -272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 23.9 3.9 73.1 63.2 89.8 91.0 10.2 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 49 39 39 143 152 209 213 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,337,417 COMMITMENTS 467,056 242,529 185,757 659,287 879,990 1312100 1308276 25,317 29,141 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -7,445) 8,365 2,116 -14,075 -3,159 2,728 -8,869 -9,231 1,424 1,786 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.9 18.1 13.9 49.3 65.8 98.1 97.8 1.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 23 15 27 59 61 92 93 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 48,785 COMMITMENTS 18,817 17,498 583 20,106 25,045 39,505 43,125 9,280 5,660 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,091) -1,917 -37 281 1,592 527 -44 771 1,134 319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.6 35.9 1.2 41.2 51.3 81.0 88.4 19.0 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 28 16 10 31 27 62 50 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 97,570 COMMITMENTS 37,634 34,995 1,165 40,211 50,089 79,010 86,249 18,560 11,321 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 2,181) -3,833 -74 561 3,185 1,055 -88 1,542 2,269 639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.6 35.9 1.2 41.2 51.3 81.0 88.4 19.0 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 28 16 10 31 27 62 50 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 34,740 COMMITMENTS 3,860 431 0 28,526 33,880 32,386 34,311 2,354 429 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -306) -21 0 0 -544 124 -565 124 259 -430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 1.2 0.0 82.1 97.5 93.2 98.8 6.8 1.2 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 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 20,550 COMMITMENTS 15,973 19,225 23 4,340 1,248 20,336 20,496 214 54 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 9) 30 9 -1 -3 0 26 8 -17 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 77.7 93.6 0.1 21.1 6.1 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 20 10 1 3 2 23 13 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 138,802 COMMITMENTS 14,279 8,357 73,899 50,614 56,385 138,792 138,641 10 161 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 3,479) 201 -1,873 4,185 -900 1,166 3,486 3,478 -7 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 6.0 53.2 36.5 40.6 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 4 1 3 10 12 14
Updated October 30, 2020