WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 561,714 COMMITMENTS 121,381 98,808 203,810 198,783 208,155 523,974 510,773 37,740 50,941 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -15,398) -15,683 3,415 2,236 -2,047 -19,100 -15,494 -13,449 96 -1,949 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 17.6 36.3 35.4 37.1 93.3 90.9 6.7 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410) 119 128 143 101 134 313 324 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 23,263 COMMITMENTS 11,553 420 0 10,715 22,046 22,268 22,466 995 797 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 317) -1,465 0 -458 1,800 600 -123 142 440 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.7 1.8 0.0 46.1 94.8 95.7 96.6 4.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 1 0 11 23 16 24 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 261,286 COMMITMENTS 75,445 28,519 65,556 99,157 146,020 240,159 240,094 21,127 21,192 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -5,543) -1,720 -3,292 -139 -2,688 -2,028 -4,547 -5,459 -997 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 10.9 25.1 37.9 55.9 91.9 91.9 8.1 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 76 53 68 87 105 204 193 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,343,213 COMMITMENTS 513,988 104,943 606,279 1016879 1399598 2137146 2110820 206,067 232,393 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 18,194) -2,286 4,657 2,489 18,066 23,245 18,269 30,391 -75 -12,196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 4.5 25.9 43.4 59.7 91.2 90.1 8.8 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 923) 238 139 210 413 459 750 725 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,298 COMMITMENTS 2,100 88 215 2,017 5,043 4,332 5,346 1,966 951 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 16) -91 48 -72 100 -61 -64 -85 80 101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.3 1.4 3.4 32.0 80.1 68.8 84.9 31.2 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 12 1 2 10 11 23 13 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,249,960 COMMITMENTS 296,540 42,437 358,848 508,415 766,190 1163803 1167475 86,157 82,485 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 37,289) -1,015 3,939 21,213 10,614 8,694 30,812 33,846 6,477 3,444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 3.4 28.7 40.7 61.3 93.1 93.4 6.9 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 733) 246 127 202 241 308 561 576 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 576,395 COMMITMENTS 143,764 17,206 144,747 238,076 385,371 526,587 547,324 49,808 29,071 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 22,663) 7,155 -1,894 11,285 939 10,915 19,379 20,306 3,284 2,357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 3.0 25.1 41.3 66.9 91.4 95.0 8.6 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311) 137 40 86 102 96 272 198 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,412,926 COMMITMENTS 116,011 341,148 147,374 998,083 773,929 1261468 1262450 151,458 150,476 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 8,426) -15,871 -17,497 24,979 8,427 11,383 17,536 18,866 -9,110 -10,440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 24.1 10.4 70.6 54.8 89.3 89.4 10.7 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 36 30 44 111 104 168 157 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,023,417 COMMITMENTS 76,606 313,881 9,774 794,986 574,363 881,366 898,018 142,051 125,399 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 11,196) 710 -7,825 5,632 1,472 19,416 7,814 17,223 3,382 -6,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 30.7 1.0 77.7 56.1 86.1 87.7 13.9 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 13 18 11 73 75 91 99 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 557,002 COMMITMENTS 117,328 14,762 129,150 250,404 381,910 496,882 525,822 60,121 31,180 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 9,279) -8,777 -3,997 9,605 6,636 2,339 7,464 7,947 1,814 1,332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 2.7 23.2 45.0 68.6 89.2 94.4 10.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 109 44 87 111 108 258 210 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,132 COMMITMENTS 3,208 746 278 4,349 7,463 7,835 8,487 1,297 644 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -59) -43 -7 95 -66 -165 -14 -76 -46 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.1 8.2 3.0 47.6 81.7 85.8 92.9 14.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 14 6 2 10 16 26 22 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,034,723 COMMITMENTS 377,989 747,947 43,958 1452020 1138176 1873967 1930081 160,756 104,642 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 10,868) 3,110 30,006 -10,441 12,913 -4,856 5,582 14,709 5,286 -3,841 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 36.8 2.2 71.4 55.9 92.1 94.9 7.9 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 60 38 33 145 117 219 174 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,954,135 COMMITMENTS 565,125 427,234 384,450 2601946 2695347 3551520 3507031 402,614 447,103 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -260,813) 31,836 -42,810 -118,696 -176,706 -100,019 -263,566 -261,525 2,754 712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 10.8 9.7 65.8 68.2 89.8 88.7 10.2 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386) 73 68 76 203 191 311 300 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 973,592 COMMITMENTS 236,867 63,534 8,116 610,172 712,848 855,155 784,498 118,437 189,094 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 27,024) 3,269 6,194 423 17,595 21,001 21,287 27,618 5,737 -594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 6.5 0.8 62.7 73.2 87.8 80.6 12.2 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 15 10 9 67 76 87 90 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,344,950 COMMITMENTS 408,788 783,864 200,169 2435076 2059211 3044033 3043244 300,917 301,705 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 17,417) 20,699 -19,606 -1,050 2,043 31,540 21,693 10,884 -4,276 6,533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 23.4 6.0 72.8 61.6 91.0 91.0 9.0 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 53 51 48 146 150 222 226 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,100,949 COMMITMENTS 308,439 212,625 170,614 600,588 690,237 1079641 1073476 21,308 27,473 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -2,378) -10,739 -6,572 4,895 7,526 -1,200 1,682 -2,877 -4,060 499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 19.3 15.5 54.6 62.7 98.1 97.5 1.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 23 12 25 55 57 86 86 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 48,252 COMMITMENTS 14,985 17,308 288 24,452 24,096 39,724 41,691 8,528 6,561 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,162) -1,682 207 -57 2,343 178 604 328 558 834 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 35.9 0.6 50.7 49.9 82.3 86.4 17.7 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 28 14 6 32 25 62 43 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 96,503 COMMITMENTS 29,969 34,615 576 48,903 48,191 79,448 83,382 17,055 13,121 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 2,324) -3,364 414 -114 4,687 357 1,208 656 1,116 1,668 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 35.9 0.6 50.7 49.9 82.3 86.4 17.7 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 28 14 6 32 25 62 43 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 32,593 COMMITMENTS 3,238 431 0 26,749 31,729 29,987 32,160 2,606 433 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -201) 265 -299 0 -1,105 171 -840 -128 639 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 1.3 0.0 82.1 97.3 92.0 98.7 8.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 0 18 11 21 12 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 22,908 COMMITMENTS 17,469 21,791 79 5,192 1,006 22,740 22,876 168 32 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,925) 1,374 1,945 -18 646 0 2,002 1,927 -77 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 76.3 95.1 0.3 22.7 4.4 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 20 12 1 3 2 24 14 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 151,649 COMMITMENTS 17,937 16,735 79,131 54,559 55,618 151,627 151,484 22 165 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 6,529) 2,783 3,613 3,288 450 -224 6,521 6,677 8 -148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 11.0 52.2 36.0 36.7 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 8 6 1 3 11 12 17 UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,890 COMMITMENTS 1,065 345 90 1,630 2,260 2,785 2,695 105 195 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 200) 160 -120 45 -5 230 200 155 0 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.9 11.9 3.1 56.4 78.2 96.4 93.3 3.6 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 6 4 7 9 15 16
Updated November 20, 2020