WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 577,112 COMMITMENTS 137,064 95,393 201,575 200,830 227,255 539,468 524,222 37,644 52,890 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -16,110) -5,569 7,214 -1,710 -9,531 -19,821 -16,809 -14,317 699 -1,793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 16.5 34.9 34.8 39.4 93.5 90.8 6.5 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410) 130 111 133 109 139 320 313 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 22,946 COMMITMENTS 13,018 420 458 8,915 21,446 22,391 22,324 555 622 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,163) -1,092 -390 -594 474 -197 -1,212 -1,181 49 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.7 1.8 2.0 38.9 93.5 97.6 97.3 2.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 1 1 11 22 17 24 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 266,829 COMMITMENTS 77,165 31,810 65,694 101,846 148,048 244,705 245,553 22,124 21,276 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -10,682) -429 -1,896 -7,494 -3,695 -401 -11,618 -9,792 936 -891 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 11.9 24.6 38.2 55.5 91.7 92.0 8.3 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 77 53 70 83 105 202 196 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,325,019 COMMITMENTS 516,274 100,286 603,790 998,813 1376354 2118878 2080430 206,142 244,589 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 136,078) 15,411 19,124 29,643 72,095 86,413 117,149 135,180 18,929 898 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 4.3 26.0 43.0 59.2 91.1 89.5 8.9 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 913) 233 142 204 397 455 733 715 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,282 COMMITMENTS 2,191 39 288 1,917 5,105 4,396 5,432 1,886 850 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 220) 10 -4 71 174 230 255 297 -35 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.9 0.6 4.6 30.5 81.3 70.0 86.5 30.0 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 12 2 2 11 11 25 13 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,212,671 COMMITMENTS 297,555 38,498 337,635 497,801 757,497 1132990 1133629 79,681 79,041 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 86,138) 18,245 -1,038 58,383 -1,281 25,271 75,348 82,616 10,790 3,522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 3.2 27.8 41.0 62.5 93.4 93.5 6.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 742) 236 138 211 248 316 566 596 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 553,732 COMMITMENTS 136,609 19,100 133,462 237,136 374,456 507,208 527,018 46,524 26,714 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 18,570) 3,365 2,252 10,001 2,768 6,670 16,134 18,922 2,436 -353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 3.4 24.1 42.8 67.6 91.6 95.2 8.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 132 44 93 106 92 275 202 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,404,501 COMMITMENTS 131,882 358,644 122,395 989,656 762,546 1243933 1243585 160,568 160,916 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -16,530) 5,417 -780 4,890 -19,207 -15,648 -8,900 -11,537 -7,630 -4,992 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 25.5 8.7 70.5 54.3 88.6 88.5 11.4 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 36 32 45 106 103 163 159 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,012,221 COMMITMENTS 75,896 321,706 4,142 793,514 554,947 873,552 880,795 138,669 131,426 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 28,830) 3,173 7,649 287 19,653 3,609 23,113 11,545 5,717 17,285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 31.8 0.4 78.4 54.8 86.3 87.0 13.7 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 14 19 10 73 72 91 97 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 547,724 COMMITMENTS 126,105 18,759 119,545 243,767 379,571 489,418 517,875 58,306 29,849 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 16,724) 360 -465 8,902 3,962 8,403 13,224 16,840 3,500 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 3.4 21.8 44.5 69.3 89.4 94.6 10.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 112 41 84 113 107 261 204 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,191 COMMITMENTS 3,251 753 183 4,415 7,627 7,849 8,564 1,342 627 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -183) 29 -49 -90 -131 -164 -192 -304 9 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.4 8.2 2.0 48.0 83.0 85.4 93.2 14.6 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 16 4 3 10 15 26 22 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,023,855 COMMITMENTS 374,879 717,941 54,399 1439106 1143031 1868385 1915371 155,470 108,484 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 45,653) 16,830 46,009 17,513 17,873 -29,292 52,216 34,230 -6,564 11,423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 35.5 2.7 71.1 56.5 92.3 94.6 7.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 57 35 27 145 112 215 161 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,214,947 COMMITMENTS 533,289 470,044 503,146 2778652 2795366 3815087 3768556 399,860 446,391 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 263,944) 21,004 5,139 88,129 154,241 145,554 263,374 238,822 569 25,122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 11.2 11.9 65.9 66.3 90.5 89.4 9.5 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384) 78 62 77 201 192 313 297 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 946,568 COMMITMENTS 233,598 57,340 7,693 592,577 691,847 833,868 756,880 112,700 189,688 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 23,568) 18,974 12,982 -7,702 14,296 16,972 25,568 22,252 -2,000 1,316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 6.1 0.8 62.6 73.1 88.1 80.0 11.9 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 14 11 8 66 72 85 86 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,327,532 COMMITMENTS 388,088 803,470 201,219 2433033 2027671 3022340 3032360 305,193 295,172 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 65,344) 28,949 -4,579 54,461 -13,942 2,312 69,467 52,194 -4,123 13,150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 24.1 6.0 73.1 60.9 90.8 91.1 9.2 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 53 47 49 146 151 218 228 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,103,327 COMMITMENTS 319,178 219,197 165,719 593,062 691,437 1077959 1076353 25,368 26,974 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 39,128) 14,780 51,554 9,934 11,791 -20,824 36,505 40,664 2,623 -1,536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 19.9 15.0 53.8 62.7 97.7 97.6 2.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 23 12 25 54 58 85 87 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 47,090 COMMITMENTS 16,667 17,101 345 22,108 23,917 39,120 41,363 7,970 5,727 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 2,295) 2,339 1,032 -181 51 1,282 2,209 2,132 87 163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.4 36.3 0.7 46.9 50.8 83.1 87.8 16.9 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 29 13 10 37 23 71 41 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 94,180 COMMITMENTS 33,333 34,201 690 44,217 47,835 78,240 82,726 15,939 11,454 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 4,590) 4,677 2,063 -363 103 2,563 4,417 4,263 173 327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.4 36.3 0.7 46.9 50.8 83.1 87.8 16.9 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 29 13 10 37 23 71 41 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 32,794 COMMITMENTS 2,973 730 0 27,854 31,558 30,827 32,288 1,967 506 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -774) -413 299 0 -240 -442 -653 -143 -121 -631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 2.2 0.0 84.9 96.2 94.0 98.5 6.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 0 18 10 20 12 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 20,983 COMMITMENTS 16,095 19,846 97 4,546 1,006 20,738 20,949 245 34 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 46) -90 401 -51 221 -279 80 71 -34 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 76.7 94.6 0.5 21.7 4.8 98.8 99.8 1.2 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 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 145,120 COMMITMENTS 15,154 13,122 75,843 54,109 55,842 145,106 144,807 14 313 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 2,969) -203 1,591 1,006 2,165 224 2,968 2,821 1 148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 9.0 52.3 37.3 38.5 100.0 99.8 0.0 0.2 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 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,690 COMMITMENTS 905 465 45 1,635 2,030 2,585 2,540 105 150 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 390) 15 0 15 360 435 390 450 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.6 17.3 1.7 60.8 75.5 96.1 94.4 3.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 7 3 7 9 13 17
Updated November 16, 2020