WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 532,513 COMMITMENTS 96,655 87,338 208,620 194,246 195,321 499,521 491,279 32,992 41,235 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 7,918) -619 6,498 -3,035 12,423 3,595 8,768 7,057 -849 861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 16.4 39.2 36.5 36.7 93.8 92.3 6.2 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357) 105 88 132 104 120 286 281 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 21,306 COMMITMENTS 11,160 995 817 8,446 18,947 20,423 20,759 883 546 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 601) -86 -14 -66 1,058 507 906 427 -305 174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.4 4.7 3.8 39.6 88.9 95.9 97.4 4.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 4 4 10 17 20 23 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 222,545 COMMITMENTS 54,637 39,804 51,428 97,545 107,368 203,610 198,600 18,935 23,945 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: -5,092) -1,380 2,488 -1,237 -683 -7,790 -3,300 -6,539 -1,792 1,447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 17.9 23.1 43.8 48.2 91.5 89.2 8.5 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 62 44 62 89 86 182 171 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,538,875 COMMITMENTS 432,498 64,499 802,019 1091522 1419762 2326040 2286281 212,835 252,595 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: -20,169) -24,618 -2,850 21,704 3,191 -36,423 277 -17,569 -20,446 -2,600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 2.5 31.6 43.0 55.9 91.6 90.1 8.4 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 899) 239 101 221 437 489 763 737 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 3,924 COMMITMENTS 1,124 263 162 852 2,760 2,138 3,184 1,787 740 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: -755) 124 49 3 -616 -857 -488 -805 -267 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 6.7 4.1 21.7 70.3 54.5 81.1 45.5 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 9 2 3 8 7 18 11 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,165,967 COMMITMENTS 181,163 50,474 399,498 513,652 635,026 1094314 1084998 71,654 80,969 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: -29,894) -31,452 4,796 3,366 10,307 -37,911 -17,779 -29,749 -12,115 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 4.3 34.3 44.1 54.5 93.9 93.1 6.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 664) 230 103 197 252 282 555 520 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 26,993 COMMITMENTS 17,287 1,735 1,134 98 9,448 18,519 12,317 8,474 14,676 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 185) 268 -85 -2 15 274 281 187 -96 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.0 6.4 4.2 0.4 35.0 68.6 45.6 31.4 54.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 8 6 4 4 19 12 29 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 662,386 COMMITMENTS 103,489 35,751 206,085 309,129 392,067 618,703 633,903 43,684 28,483 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: -5,074) -10,479 6,324 -8,940 18,479 -621 -940 -3,237 -4,135 -1,837 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 5.4 31.1 46.7 59.2 93.4 95.7 6.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316) 102 52 96 121 122 274 236 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,380,774 COMMITMENTS 110,090 169,737 112,385 977,505 878,465 1199980 1160587 180,794 220,186 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 33,520) 8,079 -6,753 21,456 -1,385 25,952 28,151 40,655 5,369 -7,135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 12.3 8.1 70.8 63.6 86.9 84.1 13.1 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 29 43 43 107 110 162 170 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,216,352 COMMITMENTS 94,134 336,543 9,021 971,121 716,784 1074276 1062348 142,076 154,004 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 13,423) 2,697 11,842 -1,606 5,026 21,022 6,117 31,258 7,305 -17,835 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 27.7 0.7 79.8 58.9 88.3 87.3 11.7 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 12 27 14 84 93 105 125 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 468,746 COMMITMENTS 73,218 32,804 100,503 238,351 305,327 412,072 438,634 56,674 30,112 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 5,463) -3,637 5,894 413 9,526 -1,525 6,301 4,782 -838 681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 7.0 21.4 50.8 65.1 87.9 93.6 12.1 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 77 57 80 123 106 249 205 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,829 COMMITMENTS 1,070 2,802 847 5,360 3,974 7,277 7,623 1,552 1,206 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 516) -393 946 340 654 -1,261 600 24 -85 491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 31.7 9.6 60.7 45.0 82.4 86.3 17.6 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 12 15 8 16 16 31 36 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,126,352 COMMITMENTS 498,505 615,759 47,375 1419538 1343509 1965418 2006643 160,935 119,709 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: -7,624) 5,137 6,855 8,279 -22,600 -27,522 -9,185 -12,388 1,561 4,765 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 29.0 2.2 66.8 63.2 92.4 94.4 7.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 61 40 27 163 141 237 195 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,254,398 COMMITMENTS 949,192 795,774 538,337 3430181 3326584 4917710 4660695 336,688 593,703 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 131,402) -21,357 64,107 40,932 103,218 43,054 122,793 148,093 8,610 -16,690 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 15.1 10.2 65.3 63.3 93.6 88.7 6.4 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 476) 70 101 93 230 255 353 396 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,556,218 COMMITMENTS 300,068 105,461 20,518 1124350 1160708 1444936 1286687 111,282 269,531 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: -98,166) -5,318 -47,890 -28,536 -57,216 -20,848 -91,070 -97,274 -7,096 -892 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 6.8 1.3 72.2 74.6 92.8 82.7 7.2 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 19 20 16 81 94 109 121 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,849,633 COMMITMENTS 482,610 554,859 234,802 2816375 2665977 3533787 3455638 315,845 393,995 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 87,086) 50,221 16,481 18,089 27,031 58,676 95,341 93,246 -8,255 -6,160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 14.4 6.1 73.2 69.3 91.8 89.8 8.2 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332) 47 62 48 161 176 235 259 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,048,854 COMMITMENTS 28,685 294,364 182,970 813,941 539,751 1025596 1017085 23,258 31,769 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: -4,067) 4,770 -50,468 13,583 -25,071 31,227 -6,718 -5,658 2,651 1,591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 28.1 17.4 77.6 51.5 97.8 97.0 2.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 13 23 29 55 62 86 98 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 59,921 COMMITMENTS 15,269 20,372 4,200 28,287 28,976 47,756 53,548 12,164 6,372 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 6,578) -1,234 -586 847 4,418 5,512 4,031 5,774 2,547 804 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 34.0 7.0 47.2 48.4 79.7 89.4 20.3 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 42 18 17 40 28 88 57 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 119,841 COMMITMENTS 30,538 40,744 8,401 56,574 57,951 95,513 107,096 24,328 12,745 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 13,156) -2,469 -1,172 1,694 8,837 11,025 8,062 11,547 5,093 1,608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 34.0 7.0 47.2 48.4 79.7 89.4 20.3 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 42 18 17 40 28 88 57 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 38,752 COMMITMENTS 6,801 1,484 0 29,695 36,199 36,496 37,683 2,256 1,069 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 7,696) 111 801 0 7,771 6,386 7,882 7,187 -186 509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 3.8 0.0 76.6 93.4 94.2 97.2 5.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 2 0 22 10 28 12 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 54,346 COMMITMENTS 22,141 41,990 8,188 22,169 4,040 52,498 54,218 1,848 128 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 8,551) -1,014 384 8,147 0 0 7,133 8,531 1,418 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.7 77.3 15.1 40.8 7.4 96.6 99.8 3.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 38 14 7 4 1 47 17 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 81,688 COMMITMENTS 24,915 40,899 18,270 38,469 22,441 81,654 81,610 34 78 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: -83,555) -15,396 19,252 -69,478 1,320 -33,339 -83,554 -83,565 -1 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 50.1 22.4 47.1 27.5 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 7 1 3 11 10 18
Updated June 21, 2021