WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 524,595 COMMITMENTS 97,275 80,840 211,655 181,823 191,727 490,753 484,221 33,842 40,373 CHANGES FROM 06/01/21 (CHANGE IN OPEN INTEREST: 14,429) -4,091 -2,909 8,901 6,422 9,573 11,231 15,565 3,198 -1,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 15.4 40.3 34.7 36.5 93.5 92.3 6.5 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356) 104 95 128 93 121 275 280 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 20,704 COMMITMENTS 11,245 1,009 883 7,388 18,440 19,516 20,332 1,188 372 CHANGES FROM 06/01/21 (CHANGE IN OPEN INTEREST: -2,775) -2,701 156 -413 383 -2,440 -2,731 -2,697 -44 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.3 4.9 4.3 35.7 89.1 94.3 98.2 5.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 3 3 10 19 19 24 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 227,637 COMMITMENTS 56,017 37,316 52,664 98,229 115,158 206,910 205,138 20,726 22,498 CHANGES FROM 06/01/21 (CHANGE IN OPEN INTEREST: -13,332) -2,127 -2,926 -6,486 -6,926 -4,479 -15,539 -13,891 2,207 559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 16.4 23.1 43.2 50.6 90.9 90.1 9.1 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 62 45 69 87 87 184 174 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,559,044 COMMITMENTS 457,116 67,349 780,316 1088332 1456185 2325763 2303850 233,281 255,195 CHANGES FROM 06/01/21 (CHANGE IN OPEN INTEREST: 31,373) -9,316 9,014 11,324 17,452 1,982 19,460 22,320 11,912 9,052 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 2.6 30.5 42.5 56.9 90.9 90.0 9.1 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 893) 235 111 209 434 482 754 727 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,679 COMMITMENTS 1,000 213 159 1,467 3,617 2,626 3,989 2,053 690 CHANGES FROM 06/01/21 (CHANGE IN OPEN INTEREST: 354) 182 4 6 26 302 214 312 140 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 4.6 3.4 31.4 77.3 56.1 85.3 43.9 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 3 2 9 8 17 11 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,195,861 COMMITMENTS 212,615 45,678 396,132 503,346 672,937 1112092 1114746 83,769 81,115 CHANGES FROM 06/01/21 (CHANGE IN OPEN INTEREST: 30,125) 6,098 1,526 13,313 2,798 15,301 22,208 30,140 7,917 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 3.8 33.1 42.1 56.3 93.0 93.2 7.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 651) 227 97 191 244 282 543 511 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 26,808 COMMITMENTS 17,019 1,820 1,136 83 9,174 18,238 12,130 8,570 14,678 CHANGES FROM 06/01/21 (CHANGE IN OPEN INTEREST: 979) 1,095 7 95 2 274 1,192 376 -213 603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.5 6.8 4.2 0.3 34.2 68.0 45.2 32.0 54.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 8 7 5 4 18 12 30 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 667,461 COMMITMENTS 113,968 29,427 215,025 290,650 392,689 619,642 637,141 47,818 30,320 CHANGES FROM 06/01/21 (CHANGE IN OPEN INTEREST: 17,150) -10,448 -3,461 22,619 4,639 -2,554 16,810 16,604 340 546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 4.4 32.2 43.5 58.8 92.8 95.5 7.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315) 117 41 100 115 119 276 230 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,347,254 COMMITMENTS 102,011 176,491 90,928 978,890 852,514 1171829 1119933 175,425 227,321 CHANGES FROM 06/01/21 (CHANGE IN OPEN INTEREST: 55,148) 3,413 -14,401 8,465 32,679 55,513 44,557 49,577 10,591 5,571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 13.1 6.7 72.7 63.3 87.0 83.1 13.0 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 20 46 36 110 113 156 169 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,202,929 COMMITMENTS 91,437 324,701 10,627 966,095 695,762 1068159 1031090 134,771 171,839 CHANGES FROM 06/01/21 (CHANGE IN OPEN INTEREST: 13,975) 18,009 -6,958 -5,716 -2,917 22,018 9,376 9,344 4,599 4,631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 27.0 0.9 80.3 57.8 88.8 85.7 11.2 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 12 27 14 90 90 111 122 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 463,283 COMMITMENTS 76,855 26,910 100,091 228,825 306,851 405,771 433,852 57,512 29,431 CHANGES FROM 06/01/21 (CHANGE IN OPEN INTEREST: 6,083) 1,125 -2,934 1,935 4,016 5,437 7,076 4,438 -993 1,645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 5.8 21.6 49.4 66.2 87.6 93.6 12.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 85 49 83 117 104 248 202 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,314 COMMITMENTS 1,463 1,856 508 4,706 5,235 6,677 7,599 1,637 715 CHANGES FROM 06/01/21 (CHANGE IN OPEN INTEREST: -923) -94 143 -19 -646 -1,082 -759 -958 -164 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 22.3 6.1 56.6 63.0 80.3 91.4 19.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 13 10 6 12 17 28 30 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,133,976 COMMITMENTS 493,368 608,904 39,096 1442138 1371031 1974602 2019031 159,374 114,945 CHANGES FROM 06/01/21 (CHANGE IN OPEN INTEREST: -121,816) -36,643 -4,168 -7,753 -80,082 -107,041 -124,478 -118,962 2,663 -2,853 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 28.5 1.8 67.6 64.2 92.5 94.6 7.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 64 39 23 158 142 231 195 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,122,996 COMMITMENTS 970,549 731,667 497,405 3326963 3283530 4794917 4512603 328,079 610,393 CHANGES FROM 06/01/21 (CHANGE IN OPEN INTEREST: 107,708) 37,353 -65,878 27,362 51,891 149,206 116,606 110,690 -8,898 -2,983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 14.3 9.7 64.9 64.1 93.6 88.1 6.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 469) 67 96 91 231 254 349 390 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,654,384 COMMITMENTS 305,386 153,351 49,054 1181566 1181556 1536006 1383961 118,378 270,423 CHANGES FROM 06/01/21 (CHANGE IN OPEN INTEREST: -4,821) -30,683 -10,097 -13,857 41,285 23,271 -3,255 -683 -1,566 -4,138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 9.3 3.0 71.4 71.4 92.8 83.7 7.2 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 17 21 16 84 101 110 129 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,762,547 COMMITMENTS 432,389 538,378 216,713 2789344 2607301 3438446 3362392 324,100 400,155 CHANGES FROM 06/01/21 (CHANGE IN OPEN INTEREST: 18,573) 7,643 26,845 2,744 -7,652 -10,462 2,735 19,128 15,838 -554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 14.3 5.8 74.1 69.3 91.4 89.4 8.6 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334) 44 64 48 160 182 232 266 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,052,921 COMMITMENTS 23,915 344,832 169,387 839,012 508,524 1032314 1022743 20,607 30,178 CHANGES FROM 06/01/21 (CHANGE IN OPEN INTEREST: 45,125) 2,414 26,153 -2,157 42,469 21,315 42,726 45,311 2,399 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 32.8 16.1 79.7 48.3 98.0 97.1 2.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 10 26 29 58 62 89 98 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 53,343 COMMITMENTS 16,503 20,958 3,353 23,869 23,463 43,725 47,775 9,617 5,568 CHANGES FROM 06/01/21 (CHANGE IN OPEN INTEREST: 1,516) -586 -1,064 2,036 -336 859 1,113 1,831 402 -315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.9 39.3 6.3 44.7 44.0 82.0 89.6 18.0 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 40 17 14 37 30 82 56 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 106,685 COMMITMENTS 33,007 41,916 6,706 47,738 46,927 87,451 95,549 19,235 11,136 CHANGES FROM 06/01/21 (CHANGE IN OPEN INTEREST: 3,032) -1,172 -2,129 4,072 -673 1,719 2,227 3,662 805 -630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.9 39.3 6.3 44.7 44.0 82.0 89.6 18.0 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 40 17 14 37 30 82 56 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 31,056 COMMITMENTS 6,690 683 0 21,924 29,813 28,614 30,496 2,442 560 CHANGES FROM 06/01/21 (CHANGE IN OPEN INTEREST: -971) -747 -167 0 258 -790 -489 -957 -482 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 2.2 0.0 70.6 96.0 92.1 98.2 7.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 2 0 17 10 23 12 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 45,795 COMMITMENTS 23,155 41,606 41 22,169 4,040 45,365 45,687 430 108 CHANGES FROM 06/01/21 (CHANGE IN OPEN INTEREST: -8) -21 -28 0 13 0 -8 -28 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.6 90.9 0.1 48.4 8.8 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 37 15 2 4 1 42 17 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 165,243 COMMITMENTS 40,311 21,647 87,748 37,149 55,780 165,208 165,175 35 68 CHANGES FROM 06/01/21 (CHANGE IN OPEN INTEREST: -1,721) -168 80 -1,370 -207 -373 -1,745 -1,663 24 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 13.1 53.1 22.5 33.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 8 9 2 3 11 13 20
Updated June 11, 2021