WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 593,222 COMMITMENTS 142,632 88,179 203,285 210,361 247,076 556,277 538,540 36,945 54,683 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 10,341) -6,854 -3,009 4,446 13,779 8,546 11,371 9,983 -1,031 357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 14.9 34.3 35.5 41.6 93.8 90.8 6.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416) 135 111 129 110 140 322 313 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 24,109 COMMITMENTS 14,110 810 1,052 8,441 21,643 23,603 23,505 506 604 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 1,037) 592 257 -86 548 1,025 1,054 1,196 -17 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.5 3.4 4.4 35.0 89.8 97.9 97.5 2.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 3 2 11 23 18 28 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 277,511 COMMITMENTS 77,594 33,706 73,189 105,541 148,449 256,323 255,344 21,188 22,167 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 3,275) 1,583 -3,436 3,308 -2,424 2,813 2,468 2,686 807 588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 12.1 26.4 38.0 53.5 92.4 92.0 7.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 80 50 68 86 99 203 187 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,188,941 COMMITMENTS 500,863 81,162 574,147 926,718 1289941 2001728 1945249 187,213 243,692 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 31,454) -9,836 -5,564 12,204 34,703 28,371 37,070 35,011 -5,616 -3,557 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 3.7 26.2 42.3 58.9 91.4 88.9 8.6 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 895) 232 138 202 381 444 711 704 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,061 COMMITMENTS 2,181 43 217 1,743 4,875 4,140 5,135 1,921 927 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -34) -256 -34 -52 400 66 91 -20 -125 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.0 0.7 3.6 28.8 80.4 68.3 84.7 31.7 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 12 1 2 10 11 23 13 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,126,533 COMMITMENTS 279,310 39,536 279,252 499,081 732,225 1057643 1051013 68,891 75,520 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -41,384) -23,637 -2,728 -16,529 2,050 -15,809 -38,116 -35,065 -3,268 -6,318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 3.5 24.8 44.3 65.0 93.9 93.3 6.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 719) 229 135 198 249 302 559 566 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 535,163 COMMITMENTS 133,244 16,848 123,462 234,368 367,786 491,074 508,096 44,089 27,067 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 2,484) -682 -995 1,962 1,491 -542 2,771 425 -287 2,059 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 3.1 23.1 43.8 68.7 91.8 94.9 8.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 125 38 80 103 93 258 188 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,421,031 COMMITMENTS 126,465 359,424 117,505 1008863 778,194 1252833 1255122 168,198 165,908 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 43,523) 9,425 1,381 23,591 16,987 10,767 50,003 35,740 -6,480 7,783 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 25.3 8.3 71.0 54.8 88.2 88.3 11.8 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 34 30 44 109 105 166 156 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 983,391 COMMITMENTS 72,723 314,057 3,855 773,861 551,338 850,439 869,250 132,952 114,141 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -18,057) 5,604 -726 -686 -16,412 -15,311 -11,494 -16,722 -6,563 -1,335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 31.9 0.4 78.7 56.1 86.5 88.4 13.5 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 15 17 14 76 81 97 106 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 531,000 COMMITMENTS 125,745 19,224 110,643 239,806 371,167 476,193 501,035 54,806 29,965 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -1,716) -3,836 138 73 2,291 -3,824 -1,473 -3,613 -243 1,897 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 3.6 20.8 45.2 69.9 89.7 94.4 10.3 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 112 44 77 115 108 262 200 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,374 COMMITMENTS 3,222 802 273 4,546 7,792 8,041 8,867 1,333 507 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -430) -316 44 138 -154 -528 -332 -346 -98 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.4 8.6 2.9 48.5 83.1 85.8 94.6 14.2 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 14 6 3 10 17 26 24 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,978,202 COMMITMENTS 358,049 671,932 36,886 1421234 1172324 1816168 1881141 162,034 97,061 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -24,526) -56,444 18,338 4,172 29,482 -46,096 -22,789 -23,585 -1,736 -940 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 34.0 1.9 71.8 59.3 91.8 95.1 8.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 63 34 28 146 117 219 169 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,951,004 COMMITMENTS 512,285 464,905 415,017 2624411 2649812 3551713 3529734 399,291 421,269 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 219,883) -26,618 -8,217 109,800 123,796 116,242 206,978 217,825 12,905 2,057 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 11.8 10.5 66.4 67.1 89.9 89.3 10.1 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395) 79 65 79 207 195 323 302 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 923,000 COMMITMENTS 214,624 44,358 15,395 578,281 674,875 808,300 734,628 114,700 188,372 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -24,513) -560 2,663 -819 -8,324 -27,485 -9,703 -25,641 -14,810 1,128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 4.8 1.7 62.7 73.1 87.6 79.6 12.4 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 16 9 10 70 70 90 85 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,262,188 COMMITMENTS 359,140 808,050 146,758 2446975 2025359 2952872 2980166 309,316 282,022 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 63,613) -51,078 44,412 22,508 108,564 2,721 79,994 69,641 -16,380 -6,028 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 24.8 4.5 75.0 62.1 90.5 91.4 9.5 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 49 44 44 146 152 212 223 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,064,199 COMMITMENTS 304,398 167,643 155,785 581,271 712,261 1041454 1035689 22,745 28,510 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -273,218) -162,658 -74,886 -29,972 -78,016 -167,729 -270,646 -272,587 -2,572 -631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 15.8 14.6 54.6 66.9 97.9 97.3 2.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 21 14 24 56 57 86 86 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 44,795 COMMITMENTS 14,328 16,069 527 22,057 22,636 36,912 39,231 7,883 5,563 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -3,990) -4,489 -1,429 -56 1,951 -2,409 -2,593 -3,893 -1,397 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.0 35.9 1.2 49.2 50.5 82.4 87.6 17.6 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 27 13 8 32 25 63 42 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 89,590 COMMITMENTS 28,656 32,138 1,053 44,114 45,272 73,823 78,463 15,766 11,127 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -7,981) -8,978 -2,857 -112 3,903 -4,818 -5,187 -7,787 -2,794 -194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.0 35.9 1.2 49.2 50.5 82.4 87.6 17.6 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 27 13 8 32 25 63 42 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 33,568 COMMITMENTS 3,386 431 0 28,094 32,000 31,480 32,431 2,088 1,137 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -1,172) -474 0 0 -432 -1,880 -906 -1,880 -266 708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 1.3 0.0 83.7 95.3 93.8 96.6 6.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 0 17 10 19 11 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 20,937 COMMITMENTS 16,185 19,445 148 4,325 1,285 20,658 20,878 279 59 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 387) 212 220 125 -15 37 322 382 65 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 77.3 92.9 0.7 20.7 6.1 98.7 99.7 1.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 18 10 2 3 2 22 13 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 142,151 COMMITMENTS 15,357 11,531 74,837 51,944 55,618 142,138 141,986 13 165 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 3,349) 1,078 3,174 938 1,330 -767 3,346 3,345 3 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 8.1 52.6 36.5 39.1 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 4 1 3 11 11 15 UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,300 COMMITMENTS 890 465 30 1,275 1,595 2,195 2,090 105 210 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.7 20.2 1.3 55.4 69.3 95.4 90.9 4.6 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 6 2 5 8 11 14
Updated November 06, 2020