WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 479,170 COMMITMENTS 111,617 92,487 169,089 165,354 169,829 446,061 431,405 33,110 47,765 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 6,523) -940 2,922 4,753 1,945 553 5,757 8,227 765 -1,705 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 19.3 35.3 34.5 35.4 93.1 90.0 6.9 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388) 113 118 117 90 131 279 300 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 22,985 COMMITMENTS 10,917 509 925 10,090 20,787 21,932 22,221 1,053 764 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -721) 960 54 222 -2,036 -1,046 -854 -770 133 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.5 2.2 4.0 43.9 90.4 95.4 96.7 4.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 3 11 19 17 23 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 227,476 COMMITMENTS 73,436 18,981 45,034 88,655 142,703 207,125 206,718 20,352 20,758 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 3,127) 697 1,002 2,161 864 -398 3,722 2,765 -595 362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.3 8.3 19.8 39.0 62.7 91.1 90.9 8.9 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 81 40 55 80 101 188 173 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,191,529 COMMITMENTS 538,939 120,652 530,033 917,420 1315029 1986392 1965714 205,137 225,815 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 74,000) 13,762 -7,130 32,635 17,785 39,254 64,182 64,759 9,818 9,241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 5.5 24.2 41.9 60.0 90.6 89.7 9.4 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 937) 234 153 207 387 465 729 732 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,722 COMMITMENTS 2,004 0 0 952 3,630 2,956 3,630 1,765 1,092 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 71) 153 0 0 -45 94 108 94 -37 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.4 0.0 0.0 20.2 76.9 62.6 76.9 37.4 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 11 0 0 8 10 19 10 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,346,329 COMMITMENTS 286,961 36,580 423,717 538,795 790,068 1249473 1250365 96,856 95,964 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 68,238) 15,367 1,387 34,380 10,013 25,713 59,760 61,480 8,478 6,758 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 2.7 31.5 40.0 58.7 92.8 92.9 7.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 698) 246 115 229 238 278 576 553 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 588,977 COMMITMENTS 147,002 24,239 160,085 229,415 374,223 536,503 558,548 52,474 30,429 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 10,328) 5,271 2,254 679 4,801 8,436 10,751 11,369 -423 -1,041 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 4.1 27.2 39.0 63.5 91.1 94.8 8.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 132 48 87 103 90 274 201 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,316,694 COMMITMENTS 111,256 267,796 112,134 929,331 772,332 1152722 1152263 163,972 164,431 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -15,127) 4,763 -33,415 -5,318 -13,015 19,570 -13,570 -19,163 -1,558 4,036 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 20.3 8.5 70.6 58.7 87.5 87.5 12.5 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 31 35 43 99 108 158 158 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,020,584 COMMITMENTS 72,774 322,563 5,554 810,152 558,317 888,480 886,433 132,105 134,151 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -7,504) 3,698 7,489 -10,870 7,272 -3,966 100 -7,348 -7,604 -156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 31.6 0.5 79.4 54.7 87.1 86.9 12.9 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 13 18 9 76 76 92 100 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 511,728 COMMITMENTS 118,255 11,371 116,371 216,617 352,313 451,244 480,055 60,485 31,673 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 19,284) 9,642 -1,486 9,208 -1,996 11,858 16,854 19,580 2,430 -296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 2.2 22.7 42.3 68.8 88.2 93.8 11.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 107 30 82 122 102 264 191 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,635 COMMITMENTS 2,830 699 1,188 4,989 8,156 9,007 10,043 1,629 592 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 1,029) 48 88 452 408 583 908 1,123 121 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 6.6 11.2 46.9 76.7 84.7 94.4 15.3 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 13 4 7 11 18 30 28 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,895,572 COMMITMENTS 401,230 561,631 42,629 1283503 1194864 1727361 1799124 168,210 96,448 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 2,321) 20,339 -15,317 -4,470 -18,957 25,301 -3,087 5,514 5,408 -3,193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 29.6 2.2 67.7 63.0 91.1 94.9 8.9 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 57 35 27 134 121 204 170 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,698,604 COMMITMENTS 568,223 484,760 288,084 2467833 2508605 3324139 3281449 374,465 417,155 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -13,891) -2,204 -26,845 -1,627 -5,003 2,100 -8,833 -26,372 -5,058 12,481 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 13.1 7.8 66.7 67.8 89.9 88.7 10.1 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392) 75 78 81 198 188 313 307 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 998,050 COMMITMENTS 202,906 58,492 6,199 673,025 723,912 882,130 788,603 115,920 209,447 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 1,038) -4,875 12,030 -4,325 19,424 -10,043 10,224 -2,338 -9,186 3,376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 5.9 0.6 67.4 72.5 88.4 79.0 11.6 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 15 10 9 72 71 92 85 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,312,676 COMMITMENTS 479,128 707,705 216,358 2330407 2094989 3025893 3019052 286,783 293,624 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -27,059) -19,971 -14,929 -7,778 9,572 2,849 -18,177 -19,858 -8,883 -7,201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 21.4 6.5 70.3 63.2 91.3 91.1 8.7 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 60 40 41 143 156 220 220 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,093,704 COMMITMENTS 279,236 185,986 151,866 641,813 732,170 1072915 1070022 20,789 23,682 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 19,966) -3,524 -5,596 -1,535 26,004 27,956 20,945 20,825 -979 -859 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 17.0 13.9 58.7 66.9 98.1 97.8 1.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 26 9 26 56 57 89 85 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 40,894 COMMITMENTS 11,719 18,217 976 20,375 14,993 33,069 34,186 7,825 6,708 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -12,887) 897 -1,374 -155 -11,704 -10,750 -10,962 -12,280 -1,924 -607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 44.5 2.4 49.8 36.7 80.9 83.6 19.1 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 30 18 7 30 25 62 48 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 81,788 COMMITMENTS 23,437 36,434 1,952 40,749 29,987 66,138 68,373 15,650 13,416 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -25,773) 1,795 -2,749 -311 -23,409 -21,501 -21,925 -24,560 -3,848 -1,213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 44.5 2.4 49.8 36.7 80.9 83.6 19.1 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 30 18 7 30 25 62 48 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 23,290 COMMITMENTS 3,249 444 0 17,719 22,590 20,968 23,034 2,322 256 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -9,415) 565 408 -384 -9,026 -8,658 -8,845 -8,634 -570 -781 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 1.9 0.0 76.1 97.0 90.0 98.9 10.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 1 0 16 12 21 13 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 24,887 COMMITMENTS 18,358 21,976 50 6,238 2,834 24,646 24,860 241 27 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -9,002) 61 -1,841 -7,175 -1,891 0 -9,005 -9,016 3 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.8 88.3 0.2 25.1 11.4 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 23 9 1 3 2 27 11 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 101,795 COMMITMENTS 18,851 60,412 21,058 61,871 20,171 101,780 101,641 15 154 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 1,066) -117 297 783 400 -16 1,066 1,064 0 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 59.3 20.7 60.8 19.8 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 6 2 3 10 11 17 UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,809 COMMITMENTS 1,020 285 120 1,635 2,239 2,775 2,644 34 165 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 15) 45 0 0 -30 45 15 45 0 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.3 10.1 4.3 58.2 79.7 98.8 94.1 1.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 5 5 5 9 13 17
Updated December 28, 2020