WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 472,648 COMMITMENTS 112,557 89,565 164,337 163,410 169,277 440,303 423,178 32,344 49,470 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,366) 125 -10,430 4,893 -2,786 7,103 2,232 1,566 134 801 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 18.9 34.8 34.6 35.8 93.2 89.5 6.8 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381) 116 108 117 91 130 281 292 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 23,706 COMMITMENTS 9,957 455 703 12,126 21,833 22,786 22,991 920 715 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 118) -482 155 477 -85 -389 -90 243 208 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.0 1.9 3.0 51.2 92.1 96.1 97.0 3.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 2 3 11 20 18 24 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 224,349 COMMITMENTS 72,739 17,979 42,873 87,790 143,101 203,402 203,953 20,947 20,396 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 7,543) 4,167 -3,295 -1,860 3,994 11,783 6,301 6,628 1,242 916 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.4 8.0 19.1 39.1 63.8 90.7 90.9 9.3 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 79 42 56 81 102 190 173 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,117,529 COMMITMENTS 525,177 127,782 497,397 899,635 1275775 1922209 1900954 195,320 216,575 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 27,689) -7,908 7,009 11,670 23,093 12,330 26,855 31,009 834 -3,320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 6.0 23.5 42.5 60.2 90.8 89.8 9.2 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 956) 252 149 206 396 463 742 739 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,651 COMMITMENTS 1,851 0 0 997 3,536 2,848 3,536 1,803 1,115 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.8 0.0 0.0 21.4 76.0 61.2 76.0 38.8 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 10 0 0 7 10 17 10 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,278,091 COMMITMENTS 271,595 35,193 389,336 528,782 764,356 1189713 1188885 88,378 89,206 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 23,282) 566 -5,209 21,917 -5,432 4,911 17,051 21,619 6,231 1,663 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 2.8 30.5 41.4 59.8 93.1 93.0 6.9 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 698) 233 134 231 238 283 571 564 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 578,648 COMMITMENTS 141,731 21,985 159,407 224,614 365,788 525,752 547,179 52,897 31,469 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 19,284) 7,104 -2,466 14,064 -4,766 5,390 16,402 16,987 2,882 2,296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 3.8 27.5 38.8 63.2 90.9 94.6 9.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329) 132 49 104 101 91 280 217 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,331,821 COMMITMENTS 106,493 301,212 117,452 942,346 752,762 1166291 1171426 165,530 160,395 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -5,969) 3,678 -18,287 -10,768 -6,348 26,590 -13,438 -2,465 7,469 -3,505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 22.6 8.8 70.8 56.5 87.6 88.0 12.4 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 36 30 44 99 103 158 154 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,028,088 COMMITMENTS 69,076 315,074 16,424 802,880 562,283 888,380 893,781 139,708 134,307 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -1,629) -1,244 3,904 -2,215 841 138 -2,618 1,827 989 -3,456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 30.6 1.6 78.1 54.7 86.4 86.9 13.6 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 12 18 11 78 78 94 103 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 492,444 COMMITMENTS 108,613 12,857 107,163 218,613 340,455 434,390 460,476 58,055 31,969 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 13,117) 807 -13,215 8,699 844 14,200 10,350 9,685 2,767 3,432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 2.6 21.8 44.4 69.1 88.2 93.5 11.8 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 93 37 80 119 97 252 185 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,606 COMMITMENTS 2,783 611 735 4,581 7,573 8,098 8,919 1,507 686 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 271) -87 -167 210 110 96 233 139 38 132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 6.4 7.7 47.7 78.8 84.3 92.9 15.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 12 4 5 12 18 28 26 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,893,251 COMMITMENTS 380,891 576,948 47,099 1302459 1169563 1730449 1793610 162,802 99,641 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 40,831) 50,445 -8,611 -6,775 1,015 65,316 44,685 49,930 -3,854 -9,099 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 30.5 2.5 68.8 61.8 91.4 94.7 8.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 58 36 25 137 120 206 170 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,712,495 COMMITMENTS 570,427 511,605 289,710 2472836 2506505 3332973 3307821 379,523 404,674 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -41,101) 15,391 -9,639 -23,847 -38,490 3,112 -46,947 -30,374 5,846 -10,727 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 13.8 7.8 66.6 67.5 89.8 89.1 10.2 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389) 67 84 79 199 187 310 306 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 997,012 COMMITMENTS 207,781 46,462 10,524 653,601 733,955 871,906 790,941 125,106 206,071 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 24,427) 11 7,713 -3,350 31,504 12,633 28,165 16,996 -3,738 7,431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 4.7 1.1 65.6 73.6 87.5 79.3 12.5 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 15 8 10 69 73 89 86 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,339,736 COMMITMENTS 499,099 722,634 224,136 2320835 2092140 3044070 3038910 295,666 300,826 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 67,148) 80,528 -12,808 -3,192 -14,718 69,251 62,618 53,250 4,530 13,897 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 21.6 6.7 69.5 62.6 91.1 91.0 8.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 56 38 38 147 158 218 219 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,073,738 COMMITMENTS 282,760 191,582 153,401 615,809 704,214 1051970 1049197 21,768 24,541 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 84,961) 25,925 2,238 2,072 56,294 81,255 84,291 85,565 670 -604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 17.8 14.3 57.4 65.6 98.0 97.7 2.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 26 10 28 54 55 88 85 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 53,781 COMMITMENTS 10,821 19,591 1,131 32,079 25,744 44,031 46,466 9,749 7,314 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,240) -1,763 722 515 2,493 1,473 1,245 2,710 995 -470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 36.4 2.1 59.6 47.9 81.9 86.4 18.1 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 28 20 15 32 32 66 61 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 107,562 COMMITMENTS 21,642 39,183 2,263 64,158 51,487 88,063 92,933 19,499 14,629 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 4,480) -3,526 1,444 1,030 4,985 2,947 2,490 5,421 1,991 -940 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 36.4 2.1 59.6 47.9 81.9 86.4 18.1 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 28 20 15 32 32 66 61 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 32,705 COMMITMENTS 2,684 36 384 26,745 31,248 29,813 31,668 2,892 1,037 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 5,656) -503 -395 384 5,274 4,961 5,155 4,950 501 706 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 0.1 1.2 81.8 95.5 91.2 96.8 8.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 1 2 18 12 24 14 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 33,889 COMMITMENTS 18,297 23,817 7,225 8,129 2,834 33,651 33,876 238 13 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 9,240) 414 169 7,225 1,661 1,847 9,300 9,241 -60 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.0 70.3 21.3 24.0 8.4 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 24 13 2 4 2 30 15 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 100,729 COMMITMENTS 18,968 60,115 20,275 61,471 20,187 100,714 100,577 15 152 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -58,433) 129 44,074 -64,252 5,699 -38,258 -58,424 -58,436 -9 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 59.7 20.1 61.0 20.0 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 6 1 3 10 11 16 UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,794 COMMITMENTS 975 285 120 1,665 2,194 2,760 2,599 34 195 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 50) 15 0 0 20 50 35 50 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.9 10.2 4.3 59.6 78.5 98.8 93.0 1.2 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 5 5 5 9 13 17
Updated December 18, 2020