WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 491,512 COMMITMENTS 124,916 93,544 156,040 175,031 190,600 455,987 440,184 35,526 51,329 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -70,202) 3,535 -5,264 -47,771 -23,752 -17,555 -67,987 -70,590 -2,214 388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 19.0 31.7 35.6 38.8 92.8 89.6 7.2 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395) 130 109 128 91 129 300 297 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 22,773 COMMITMENTS 11,208 390 0 10,765 21,526 21,973 21,916 800 857 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -490) -345 -30 0 50 -520 -295 -550 -195 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.2 1.7 0.0 47.3 94.5 96.5 96.2 3.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 1 0 11 22 17 23 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 231,979 COMMITMENTS 73,555 25,550 48,709 88,702 137,733 210,967 211,992 21,012 19,987 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -29,307) -1,890 -2,968 -16,847 -10,455 -8,287 -29,192 -28,102 -115 -1,205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 11.0 21.0 38.2 59.4 90.9 91.4 9.1 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 76 47 60 78 99 188 180 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,136,443 COMMITMENTS 537,543 108,165 505,890 892,516 1300221 1935949 1914275 200,493 222,167 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -206,771) 23,555 3,222 -100,389 -124,363 -99,377 -201,197 -196,545 -5,574 -10,225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 5.1 23.7 41.8 60.9 90.6 89.6 9.4 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 925) 226 146 209 405 460 738 727 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,631 COMMITMENTS 2,099 6 177 1,670 4,623 3,945 4,806 1,686 825 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -666) -1 -81 -39 -347 -420 -387 -540 -280 -126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.3 0.1 3.1 29.6 82.1 70.1 85.3 29.9 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 11 1 1 9 10 21 11 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,262,347 COMMITMENTS 290,440 39,682 370,867 514,417 767,963 1175723 1178512 86,624 83,836 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 12,387) -6,101 -2,755 12,019 6,002 1,773 11,920 11,037 467 1,351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 3.1 29.4 40.8 60.8 93.1 93.4 6.9 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 727) 245 126 212 245 301 579 567 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 536,745 COMMITMENTS 144,534 15,212 124,151 220,181 368,648 488,866 508,012 47,879 28,733 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -39,650) 769 -1,994 -20,595 -17,895 -16,723 -37,721 -39,312 -1,929 -338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 2.8 23.1 41.0 68.7 91.1 94.6 8.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314) 135 39 89 101 95 269 201 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,480,759 COMMITMENTS 123,375 316,519 219,923 966,514 765,025 1309812 1301467 170,946 179,292 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 67,832) 7,364 -24,629 72,549 -31,569 -8,904 48,344 39,016 19,488 28,816 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 21.4 14.9 65.3 51.7 88.5 87.9 11.5 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 32 34 48 95 95 157 147 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,120,470 COMMITMENTS 85,970 322,013 51,155 820,537 614,192 957,662 987,360 162,808 133,110 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 97,053) 9,364 8,132 41,381 25,551 39,829 76,296 89,342 20,757 7,711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 28.7 4.6 73.2 54.8 85.5 88.1 14.5 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 14 17 14 78 77 100 101 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 485,195 COMMITMENTS 114,465 19,458 91,462 220,755 343,014 426,682 453,934 58,513 31,261 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -71,807) -2,863 4,696 -37,688 -29,649 -38,896 -70,200 -71,888 -1,607 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 4.0 18.9 45.5 70.7 87.9 93.6 12.1 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 99 43 81 112 98 254 190 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,127 COMMITMENTS 3,214 772 127 4,448 7,623 7,789 8,522 1,338 605 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -4) 6 26 -151 99 160 -46 34 42 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.2 8.5 1.4 48.7 83.5 85.3 93.4 14.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 13 5 2 11 16 25 22 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,998,387 COMMITMENTS 402,616 703,874 69,079 1355067 1097242 1826762 1870196 171,625 128,191 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -36,336) 24,627 -44,073 25,121 -96,953 -40,933 -47,204 -59,885 10,868 23,549 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 35.2 3.5 67.8 54.9 91.4 93.6 8.6 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 58 36 34 145 117 219 172 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,938,447 COMMITMENTS 599,525 490,501 333,773 2570027 2638990 3503325 3463264 435,122 475,183 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -15,687) 34,400 63,267 -50,677 -31,919 -56,357 -48,195 -43,767 32,508 28,080 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 12.5 8.5 65.3 67.0 89.0 87.9 11.0 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367) 71 66 73 185 179 293 282 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,021,091 COMMITMENTS 227,083 36,403 17,896 626,486 753,673 871,465 807,972 149,626 213,119 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 47,499) -9,784 -27,131 9,780 16,314 40,825 16,310 23,474 31,189 24,025 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 3.6 1.8 61.4 73.8 85.3 79.1 14.7 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 15 10 12 66 73 87 89 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,443,218 COMMITMENTS 447,729 686,404 284,681 2347401 2150014 3079812 3121099 363,406 322,118 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 98,268) 38,942 -97,459 84,512 -87,675 90,802 35,779 77,855 62,489 20,413 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 19.9 8.3 68.2 62.4 89.4 90.6 10.6 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 60 35 50 141 152 222 219 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,071,327 COMMITMENTS 316,802 213,470 145,746 586,744 683,493 1049292 1042709 22,035 28,618 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -29,622) 8,363 845 -24,868 -13,844 -6,744 -30,349 -30,767 727 1,145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 19.9 13.6 54.8 63.8 97.9 97.3 2.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 26 12 27 55 58 89 89 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 49,537 COMMITMENTS 13,092 17,884 1,431 26,225 23,950 40,748 43,266 8,789 6,271 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 1,285) -1,892 577 1,143 1,773 -146 1,024 1,575 261 -289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 36.1 2.9 52.9 48.3 82.3 87.3 17.7 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 37 18 8 36 29 76 52 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 99,074 COMMITMENTS 26,185 35,769 2,863 52,449 47,900 81,497 86,532 17,577 12,543 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 2,571) -3,785 1,154 2,287 3,546 -292 2,049 3,149 522 -578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 36.1 2.9 52.9 48.3 82.3 87.3 17.7 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 37 18 8 36 29 76 52 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 28,272 COMMITMENTS 3,394 431 0 22,110 27,481 25,504 27,912 2,768 360 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -4,321) 156 0 0 -4,639 -4,248 -4,483 -4,248 162 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 1.5 0.0 78.2 97.2 90.2 98.7 9.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 0 18 11 22 12 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 23,330 COMMITMENTS 17,560 22,203 89 5,474 1,006 23,123 23,298 207 32 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 422) 91 412 10 282 0 383 422 39 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 75.3 95.2 0.4 23.5 4.3 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 20 13 1 3 2 24 15 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 154,902 COMMITMENTS 18,011 17,015 80,782 56,088 56,941 154,881 154,738 21 164 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 3,253) 74 280 1,651 1,529 1,323 3,254 3,254 -1 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 11.0 52.2 36.2 36.8 100.0 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 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,025 COMMITMENTS 990 345 90 1,840 2,395 2,920 2,830 105 195 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 135) -75 0 0 210 135 135 135 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.7 11.4 3.0 60.8 79.2 96.5 93.6 3.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 6 4 6 9 13 16
Updated November 30, 2020