WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 510,434 COMMITMENTS 107,381 90,094 201,893 171,941 176,203 481,216 468,191 29,219 42,243 CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST: -25,989) -10,903 36 -7,955 -4,401 -17,982 -23,259 -25,901 -2,729 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 17.7 39.6 33.7 34.5 94.3 91.7 5.7 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355) 104 99 120 90 120 268 276 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 23,751 COMMITMENTS 16,078 1,170 659 6,027 21,421 22,764 23,250 987 501 CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST: 252) 850 -46 -945 328 1,293 233 302 19 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.7 4.9 2.8 25.4 90.2 95.8 97.9 4.2 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 4 4 11 19 20 25 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 244,330 COMMITMENTS 62,093 39,538 62,164 102,442 118,850 226,700 220,553 17,631 23,778 CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST: 556) -5,775 -1,748 3,624 3,737 -2,761 1,587 -885 -1,031 1,441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 16.2 25.4 41.9 48.6 92.8 90.3 7.2 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 66 47 70 83 82 182 173 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,433,267 COMMITMENTS 457,985 70,014 707,764 1066095 1411506 2231844 2189284 201,423 243,983 CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST: -59,989) -24,424 3,412 -33,246 10,738 -32,179 -46,932 -62,013 -13,056 2,024 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 2.9 29.1 43.8 58.0 91.7 90.0 8.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 898) 243 103 204 433 481 748 726 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,239 COMMITMENTS 936 195 63 1,474 3,227 2,472 3,485 1,766 754 CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST: -278) -434 22 3 -8 -269 -439 -244 161 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 4.6 1.5 34.8 76.1 58.3 82.2 41.7 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 2 2 10 8 18 11 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,142,076 COMMITMENTS 204,557 45,972 361,863 508,447 652,540 1074867 1060375 67,208 81,701 CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST: -33,339) -15,143 -1,429 -22,142 11,051 -9,600 -26,234 -33,171 -7,105 -168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 4.0 31.7 44.5 57.1 94.1 92.8 5.9 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 654) 239 94 190 234 279 538 509 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 25,792 COMMITMENTS 16,249 1,694 1,026 87 8,400 17,362 11,120 8,430 14,672 CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST: 751) 1,290 61 -68 -4 159 1,218 152 -467 599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.0 6.6 4.0 0.3 32.6 67.3 43.1 32.7 56.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 7 3 4 16 11 26 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 619,928 COMMITMENTS 121,220 32,631 177,693 276,598 380,832 575,512 591,156 44,416 28,772 CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST: -3,326) 3,899 990 -9,369 2,121 4,152 -3,349 -4,226 23 901 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 5.3 28.7 44.6 61.4 92.8 95.4 7.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326) 123 45 101 112 111 285 223 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,379,707 COMMITMENTS 67,119 185,064 99,110 1025764 848,094 1191993 1132268 187,714 247,439 CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST: 15,349) -1,693 2,500 -21,496 15,289 13,410 -7,900 -5,586 23,249 20,934 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 13.4 7.2 74.3 61.5 86.4 82.1 13.6 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 17 46 42 110 108 161 163 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,234,988 COMMITMENTS 63,181 312,815 38,277 980,362 692,628 1081820 1043720 153,168 191,268 CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST: 82,841) 7,391 17,168 27,653 29,251 14,244 64,295 59,065 18,546 23,776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 25.3 3.1 79.4 56.1 87.6 84.5 12.4 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 12 23 17 96 93 120 121 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 456,909 COMMITMENTS 81,409 30,433 94,508 222,168 304,453 398,085 429,394 58,824 27,514 CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST: -10,408) -10,108 15,824 -3,779 4,870 -25,754 -9,017 -13,709 -1,391 3,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 6.7 20.7 48.6 66.6 87.1 94.0 12.9 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 77 45 72 118 103 235 189 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,503 COMMITMENTS 1,774 1,600 557 5,430 6,565 7,760 8,722 1,743 781 CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST: -812) -852 81 38 242 -1,056 -573 -937 -240 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 16.8 5.9 57.1 69.1 81.7 91.8 18.3 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 14 9 6 13 17 30 29 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,319,806 COMMITMENTS 442,449 584,327 84,564 1610151 1522684 2137164 2191575 182,642 128,231 CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST: 7,633) 29,570 -44,239 -2,459 -49,941 36,603 -22,831 -10,094 30,464 17,727 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 25.2 3.6 69.4 65.6 92.1 94.5 7.9 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 59 40 31 161 145 236 201 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,038,014 COMMITMENTS 823,678 657,979 512,094 3297001 3174526 4632773 4344600 405,241 693,414 CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST: 51,415) 129 -67,900 -13,992 2,366 47,341 -11,496 -34,551 62,912 85,967 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 13.1 10.2 65.4 63.0 92.0 86.2 8.0 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429) 60 90 85 211 230 324 355 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,641,596 COMMITMENTS 320,528 149,206 33,154 1143178 1158988 1496860 1341348 144,736 300,248 CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST: 50,645) -6,955 -16,771 9,810 32,706 29,453 35,561 22,492 15,084 28,153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 9.1 2.0 69.6 70.6 91.2 81.7 8.8 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 19 20 16 84 98 110 127 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,904,725 COMMITMENTS 431,778 513,931 342,414 2791934 2598769 3566126 3455114 338,599 449,611 CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST: 27,162) 99,758 39,559 -15,146 -85,432 -39,260 -820 -14,847 27,983 42,009 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 13.2 8.8 71.5 66.6 91.3 88.5 8.7 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320) 43 62 53 156 175 232 257 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,121,387 COMMITMENTS 48,298 296,257 191,924 861,103 603,338 1101325 1091519 20,062 29,868 CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST: 31,475) 11,246 -35,539 2,113 23,058 65,826 36,417 32,400 -4,942 -925 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 26.4 17.1 76.8 53.8 98.2 97.3 1.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 9 25 27 61 61 90 95 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 49,619 COMMITMENTS 15,647 22,226 1,142 23,869 20,723 40,658 44,091 8,961 5,528 CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST: 1,534) 731 2,751 -241 1,239 -603 1,729 1,906 -194 -372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 44.8 2.3 48.1 41.8 81.9 88.9 18.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 37 16 12 38 28 80 51 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 99,237 COMMITMENTS 31,294 44,453 2,283 47,739 41,446 81,315 88,182 17,922 11,056 CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST: 3,069) 1,462 5,502 -483 2,478 -1,207 3,457 3,812 -389 -743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 44.8 2.3 48.1 41.8 81.9 88.9 18.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 37 16 12 38 28 80 51 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 31,818 COMMITMENTS 7,498 894 0 21,320 30,273 28,818 31,167 3,000 651 CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST: -558) 146 -667 0 -736 145 -590 -522 32 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 2.8 0.0 67.0 95.1 90.6 98.0 9.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 2 0 16 10 22 12 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 45,941 COMMITMENTS 23,375 41,751 41 22,053 4,040 45,469 45,832 472 109 CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST: 10,788) 5,248 10,726 35 5,479 0 10,762 10,761 26 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.9 90.9 0.1 48.0 8.8 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 34 13 2 4 1 39 15 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 172,625 COMMITMENTS 44,470 21,556 92,488 35,656 58,466 172,614 172,510 11 115 CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST: -2,197) 100 -1,164 -1,480 -824 463 -2,204 -2,181 7 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 12.5 53.6 20.7 33.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 8 1 3 12 10 20
Updated May 28, 2021