WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 385,204 COMMITMENTS 94,728 99,262 100,049 159,131 146,162 353,908 345,473 31,296 39,731 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 11,884) -1,475 10,371 7,084 5,189 -4,085 10,798 13,370 1,086 -1,486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 25.8 26.0 41.3 37.9 91.9 89.7 8.1 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353) 116 88 116 86 109 264 268 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F FUTURES ONLY POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 12,050 COMMITMENTS 1,683 389 2,121 7,723 9,339 11,527 11,849 523 201 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 205) -50 -2,058 913 -813 1,610 50 465 155 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 3.2 17.6 64.1 77.5 95.7 98.3 4.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 2 3 5 14 12 17 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 234,627 COMMITMENTS 91,163 46,861 42,902 79,111 124,094 213,176 213,857 21,451 20,770 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 4,214) -763 627 1,595 2,955 1,404 3,787 3,626 427 588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 20.0 18.3 33.7 52.9 90.9 91.1 9.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 89 45 69 71 89 188 180 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,400,377 COMMITMENTS 402,726 123,438 181,601 685,667 909,003 1269994 1214042 130,383 186,335 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 2,919) -8,073 9,644 -8,366 15,364 1,107 -1,075 2,385 3,994 534 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 8.8 13.0 49.0 64.9 90.7 86.7 9.3 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 771) 165 102 139 317 377 558 563 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,228 COMMITMENTS 868 242 117 1,633 2,602 2,618 2,961 2,610 2,267 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 214) -102 19 104 62 -77 64 46 150 168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 4.6 2.2 31.2 49.8 50.1 56.6 49.9 43.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 2 3 10 10 21 14 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 759,101 COMMITMENTS 134,258 92,268 134,052 441,827 451,492 710,137 677,812 48,964 81,289 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 43,266) -3,289 6,122 6,404 39,451 26,524 42,566 39,050 700 4,216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 12.2 17.7 58.2 59.5 93.5 89.3 6.5 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 565) 118 130 158 204 241 421 460 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 401,384 COMMITMENTS 106,304 31,006 67,692 198,172 282,974 372,168 381,672 29,216 19,712 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 13,256) 279 2,817 1,524 10,895 8,472 12,698 12,813 558 443 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 7.7 16.9 49.4 70.5 92.7 95.1 7.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 100 51 81 92 97 237 199 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,222,493 COMMITMENTS 120,942 187,493 25,456 908,174 821,926 1054572 1034875 167,921 187,618 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -9,705) 13,753 -18,345 -1,147 -18,858 4,881 -6,252 -14,611 -3,453 4,906 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 15.3 2.1 74.3 67.2 86.3 84.7 13.7 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 28 35 17 87 106 124 149 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,216,808 COMMITMENTS 54,907 368,321 11,688 998,802 681,393 1065397 1061402 151,411 155,406 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -5,736) -788 -1,008 143 -9,883 -3,135 -10,528 -4,000 4,792 -1,736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 30.3 1.0 82.1 56.0 87.6 87.2 12.4 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 13 25 15 93 84 114 116 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 423,431 COMMITMENTS 83,287 85,874 80,781 207,667 225,723 371,735 392,378 51,696 31,053 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 23,500) 2,833 7,882 4,987 11,640 7,543 19,460 20,412 4,040 3,088 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 20.3 19.1 49.0 53.3 87.8 92.7 12.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 85 71 76 116 92 248 206 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,925 COMMITMENTS 2,091 1,579 189 5,114 6,115 7,394 7,883 1,531 1,042 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -142) 28 66 71 -301 -167 -202 -30 60 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 17.7 2.1 57.3 68.5 82.8 88.3 17.2 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 12 10 5 13 18 29 31 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,845,270 COMMITMENTS 328,329 369,275 65,823 1322378 1261523 1716530 1696621 128,740 148,649 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 71,796) 17,598 16,017 16,359 45,160 38,045 79,117 70,421 -7,321 1,375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 20.0 3.6 71.7 68.4 93.0 91.9 7.0 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 47 41 30 157 165 216 224 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,102,714 COMMITMENTS 883,621 727,579 123,251 2795156 2631998 3802028 3482828 300,686 619,886 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 38,762) 35,365 20,656 6,027 -13,619 15,933 27,773 42,616 10,989 -3,854 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 17.7 3.0 68.1 64.2 92.7 84.9 7.3 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 435) 54 90 43 192 222 271 330 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,478,239 COMMITMENTS 262,156 168,051 9,632 1099485 1013170 1371273 1190853 106,966 287,386 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 27,281) 13,898 672 4,041 12,463 20,848 30,402 25,561 -3,121 1,720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 11.4 0.7 74.4 68.5 92.8 80.6 7.2 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 15 24 13 80 103 104 131 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,604,864 COMMITMENTS 360,916 682,335 129,213 2855878 2306165 3346007 3117713 258,857 487,151 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 33,745) 15,856 22,451 -5,917 13,411 11,683 23,350 28,217 10,395 5,528 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 18.9 3.6 79.2 64.0 92.8 86.5 7.2 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339) 40 66 33 147 178 203 261 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,190,212 COMMITMENTS 68,061 137,146 182,557 918,640 838,641 1169258 1158344 20,954 31,868 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 77,568) 8,220 -1,043 10,827 61,703 71,682 80,750 81,466 -3,182 -3,898 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 11.5 15.3 77.2 70.5 98.2 97.3 1.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 8 23 25 54 67 80 99 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 51,020 COMMITMENTS 16,092 18,233 949 24,771 26,331 41,812 45,513 9,209 5,508 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 2,900) 1,447 501 65 883 2,964 2,395 3,529 506 -629 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 35.7 1.9 48.6 51.6 82.0 89.2 18.0 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 34 12 4 35 21 70 36 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 102,040 COMMITMENTS 32,183 36,466 1,898 49,542 52,661 83,623 91,025 18,417 11,015 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 5,800) 2,893 1,001 130 1,766 5,927 4,789 7,058 1,011 -1,258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 35.7 1.9 48.6 51.6 82.0 89.2 18.0 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 34 12 4 35 21 70 36 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 43,174 COMMITMENTS 9,025 431 0 31,460 42,399 40,485 42,830 2,689 344 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -376) -323 -411 0 176 30 -147 -381 -229 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 1.0 0.0 72.9 98.2 93.8 99.2 6.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 8 1 0 20 13 28 14 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 41,361 COMMITMENTS 21,178 37,295 1,953 17,609 2,016 40,740 41,264 621 97 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 3,624) 240 3,683 -61 3,360 0 3,539 3,622 85 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.2 90.2 4.7 42.6 4.9 98.5 99.8 1.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 29 13 2 5 1 36 14 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 FUTURES ONLY POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 170,702 COMMITMENTS 29,775 47,343 63,680 77,235 59,639 170,690 170,662 12 40 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 7,332) 1,079 -721 5,041 1,200 3,024 7,320 7,344 12 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 27.7 37.3 45.2 34.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 9 1 4 14 11 23
Updated October 15, 2021