WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 547,075 COMMITMENTS 117,744 89,581 215,344 180,420 200,125 513,508 505,050 33,567 42,025 CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 2,835) -9,835 -5,428 5,512 5,979 1,654 1,656 1,738 1,179 1,097 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 16.4 39.4 33.0 36.6 93.9 92.3 6.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372) 122 97 121 98 127 285 285 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 20,103 COMMITMENTS 11,735 514 1,875 5,434 17,393 19,044 19,782 1,059 321 CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 401) -1,345 -374 111 1,255 776 21 513 380 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.4 2.6 9.3 27.0 86.5 94.7 98.4 5.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 3 5 14 19 24 24 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 245,939 COMMITMENTS 75,681 42,334 51,309 99,556 129,276 226,546 222,919 19,393 23,020 CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 4,177) 2,711 3,286 -868 3,486 1,297 5,329 3,715 -1,152 462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.8 17.2 20.9 40.5 52.6 92.1 90.6 7.9 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 75 45 61 81 86 184 172 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,557,937 COMMITMENTS 516,034 62,583 763,127 1044214 1483050 2323375 2308761 234,562 249,176 CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 119,594) -48,741 3,424 75,105 81,225 36,948 107,588 115,477 12,006 4,117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 2.4 29.8 40.8 58.0 90.8 90.3 9.2 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 924) 261 109 204 432 487 774 728 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,232 COMMITMENTS 1,923 152 90 1,314 4,308 3,327 4,550 1,905 683 CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 228) 59 42 33 42 167 134 241 94 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.8 2.9 1.7 25.1 82.3 63.6 87.0 36.4 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 12 2 2 9 9 22 12 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,173,327 COMMITMENTS 250,200 45,145 367,392 472,221 679,957 1089813 1092494 83,514 80,832 CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 33,339) -827 -2,299 11,900 17,708 24,006 28,781 33,606 4,558 -267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 3.8 31.3 40.2 58.0 92.9 93.1 7.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 664) 250 97 199 228 271 552 502 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 24,189 COMMITMENTS 13,711 1,231 969 95 7,814 14,775 10,014 9,414 14,175 CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 1,738) 1,268 438 152 -2 436 1,418 1,026 320 712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.7 5.1 4.0 0.4 32.3 61.1 41.4 38.9 58.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 5 3 4 15 10 23 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 602,999 COMMITMENTS 121,110 36,696 169,791 268,582 370,558 559,483 577,045 43,516 25,954 CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 17,503) -2,818 -2,200 20,676 74 -2,077 17,932 16,400 -429 1,103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 6.1 28.2 44.5 61.5 92.8 95.7 7.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323) 116 51 97 116 112 286 221 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,342,542 COMMITMENTS 72,980 189,240 112,608 992,217 807,717 1177805 1109566 164,737 232,976 CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 706) 5,979 -18,327 3,443 -8,851 1,286 571 -13,599 135 14,305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 14.1 8.4 73.9 60.2 87.7 82.6 12.3 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 26 40 39 109 114 155 173 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,136,803 COMMITMENTS 62,906 287,367 9,460 928,876 665,098 1001242 961,924 135,561 174,878 CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 635) 2,435 -24,621 3,322 -3,596 12,441 2,161 -8,859 -1,526 9,494 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 25.3 0.8 81.7 58.5 88.1 84.6 11.9 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 14 22 12 94 93 114 121 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 489,758 COMMITMENTS 108,870 9,472 101,477 218,011 354,048 428,357 464,997 61,400 24,760 CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 32,523) 12,701 -5,959 10,445 3,104 29,278 26,250 33,765 6,273 -1,241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 1.9 20.7 44.5 72.3 87.5 94.9 12.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 105 24 72 119 110 253 191 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,130 COMMITMENTS 2,928 1,426 588 5,119 8,383 8,634 10,397 2,496 733 CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 821) 612 -73 92 -193 702 511 721 310 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 12.8 5.3 46.0 75.3 77.6 93.4 22.4 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 14 7 6 15 17 33 27 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,313,574 COMMITMENTS 428,045 614,473 64,138 1666042 1522643 2158225 2201255 155,348 112,319 CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -65,221) 20,539 -57,195 5,141 -96,203 -12,153 -70,523 -64,207 5,302 -1,014 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 26.6 2.8 72.0 65.8 93.3 95.1 6.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 59 41 31 157 147 230 205 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,109,876 COMMITMENTS 887,604 782,253 554,886 3308853 3146768 4751343 4483907 358,533 625,969 CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 43,958) 64,970 47,992 6,940 -30,136 -32,357 41,773 22,574 2,185 21,384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 15.3 10.9 64.8 61.6 93.0 87.7 7.0 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 441) 59 95 89 214 242 328 371 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,571,953 COMMITMENTS 318,770 190,096 12,283 1124869 1098177 1455922 1300556 116,031 271,397 CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 40,150) 17,155 16,103 5,722 20,921 15,437 43,798 37,262 -3,648 2,888 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 12.1 0.8 71.6 69.9 92.6 82.7 7.4 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 19 20 17 89 98 115 128 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,765,194 COMMITMENTS 329,115 529,370 274,438 2855119 2553715 3458672 3357523 306,522 407,671 CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 73,589) -12,996 100,796 11,836 66,990 -49,177 65,830 63,455 7,759 10,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 14.1 7.3 75.8 67.8 91.9 89.2 8.1 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 45 65 56 162 174 238 264 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,045,336 COMMITMENTS 34,706 311,336 184,871 799,011 515,487 1018588 1011694 26,748 33,642 CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 56,438) 4,423 -7,499 11,703 32,958 47,447 49,084 51,651 7,354 4,787 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 29.8 17.7 76.4 49.3 97.4 96.8 2.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 9 20 22 58 58 82 86 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 49,508 COMMITMENTS 15,451 19,171 1,562 23,002 22,443 40,015 43,176 9,493 6,332 CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 3,364) 1,495 2,549 278 1,759 752 3,531 3,579 -167 -214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 38.7 3.2 46.5 45.3 80.8 87.2 19.2 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 37 16 13 41 33 81 59 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 99,016 COMMITMENTS 30,903 38,342 3,125 46,003 44,885 80,031 86,352 18,985 12,664 CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 6,729) 2,989 5,099 555 3,518 1,504 7,062 7,158 -333 -429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 38.7 3.2 46.5 45.3 80.8 87.2 19.2 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 37 16 13 41 33 81 59 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 31,729 COMMITMENTS 7,420 1,532 0 18,513 29,601 25,933 31,133 5,796 596 CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 3,649) 512 422 0 350 3,137 862 3,559 2,787 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 4.8 0.0 58.3 93.3 81.7 98.1 18.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 3 0 16 10 22 13 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 34,313 COMMITMENTS 20,085 30,073 31 13,807 4,040 33,923 34,144 390 169 CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 1,541) 1,528 1,457 -17 0 0 1,511 1,440 30 101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.5 87.6 0.1 40.2 11.8 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 41 10 2 4 1 46 12 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 180,997 COMMITMENTS 41,813 25,466 97,744 41,430 57,656 180,987 180,866 10 131 CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 1,419) 2,376 3,197 -1,453 496 -327 1,419 1,417 0 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 14.1 54.0 22.9 31.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 9 1 3 11 10 20
Updated May 14, 2021