WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 497,031 COMMITMENTS 100,474 78,904 192,505 173,879 184,330 466,859 455,739 30,173 41,292 CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST: -35,482) 3,819 -8,433 -16,114 -20,367 -10,992 -32,662 -35,539 -2,820 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 15.9 38.7 35.0 37.1 93.9 91.7 6.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338) 107 80 126 94 117 270 268 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 23,248 COMMITMENTS 11,888 1,059 1,387 9,172 20,269 22,447 22,715 801 533 CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST: 1,942) 728 64 570 726 1,322 2,024 1,956 -82 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.1 4.6 6.0 39.5 87.2 96.6 97.7 3.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 3 4 10 18 19 24 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 218,576 COMMITMENTS 51,893 38,155 52,010 95,853 104,874 199,756 195,039 18,820 23,537 CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST: -3,969) -2,744 -1,649 582 -1,693 -2,494 -3,855 -3,561 -115 -408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 17.5 23.8 43.9 48.0 91.4 89.2 8.6 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 55 47 61 85 83 174 165 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,414,293 COMMITMENTS 408,158 57,999 777,247 1029438 1325596 2214844 2160842 199,450 253,452 CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST: -124,582) -24,340 -6,501 -24,772 -62,084 -94,166 -111,196 -125,439 -13,386 857 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 2.4 32.2 42.6 54.9 91.7 89.5 8.3 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 866) 225 101 208 432 469 737 707 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 3,670 COMMITMENTS 860 324 108 882 2,607 1,850 3,039 1,820 631 CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST: -254) -264 61 -53 30 -153 -287 -145 33 -109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 8.8 2.9 24.0 71.0 50.4 82.8 49.6 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 2 2 9 7 18 10 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,145,008 COMMITMENTS 145,604 52,545 406,741 527,319 605,030 1079663 1064316 65,345 80,693 CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST: -20,959) -35,559 2,071 7,243 13,666 -29,996 -14,650 -20,682 -6,309 -277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 4.6 35.5 46.1 52.8 94.3 93.0 5.7 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 635) 201 110 193 259 278 543 508 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 27,077 COMMITMENTS 18,237 1,735 979 109 9,190 19,325 11,904 7,752 15,173 CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST: 84) 950 0 -155 11 -258 806 -413 -722 497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.4 6.4 3.6 0.4 33.9 71.4 44.0 28.6 56.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 6 3 5 19 12 28 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 631,820 COMMITMENTS 88,080 35,150 203,313 302,391 362,247 593,785 600,711 38,035 31,110 CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST: -30,566) -15,409 -601 -2,771 -6,738 -29,820 -24,918 -33,193 -5,648 2,627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 5.6 32.2 47.9 57.3 94.0 95.1 6.0 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 95 52 94 113 107 262 214 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,402,306 COMMITMENTS 100,914 163,733 130,763 988,267 905,729 1219944 1200225 182,362 202,081 CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST: 21,533) -9,176 -6,005 18,378 10,762 27,264 19,964 39,638 1,568 -18,105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 11.7 9.3 70.5 64.6 87.0 85.6 13.0 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 26 47 41 110 114 163 175 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,198,844 COMMITMENTS 102,926 331,875 4,581 947,861 715,586 1055368 1052042 143,477 146,803 CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST: -17,507) 8,792 -4,668 -4,440 -23,260 -1,198 -18,908 -10,306 1,401 -7,201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 27.7 0.4 79.1 59.7 88.0 87.8 12.0 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 15 23 8 87 92 105 120 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 464,731 COMMITMENTS 73,733 33,415 99,917 236,858 302,471 410,508 435,804 54,223 28,928 CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST: -4,015) 515 611 -586 -1,493 -2,856 -1,564 -2,831 -2,451 -1,184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 7.2 21.5 51.0 65.1 88.3 93.8 11.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 73 55 73 119 104 235 200 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,427 COMMITMENTS 1,126 2,768 627 5,223 3,803 6,976 7,198 1,451 1,229 CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST: -402) 56 -34 -221 -137 -170 -301 -425 -101 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 32.8 7.4 62.0 45.1 82.8 85.4 17.2 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 12 14 7 16 16 29 36 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,056,594 COMMITMENTS 381,558 534,346 61,965 1472759 1332793 1916282 1929105 140,313 127,490 CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST: -69,758) -116,947 -81,412 14,590 53,221 -10,716 -49,136 -77,538 -20,622 7,780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 26.0 3.0 71.6 64.8 93.2 93.8 6.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 49 47 30 160 142 221 207 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,077,291 COMMITMENTS 878,235 771,974 479,572 3398500 3234331 4756308 4485877 320,983 591,414 CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST: -177,108) -70,957 -23,800 -58,765 -31,681 -92,253 -161,402 -174,818 -15,706 -2,290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 15.2 9.4 66.9 63.7 93.7 88.4 6.3 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 468) 64 102 87 231 255 346 393 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,518,047 COMMITMENTS 305,059 90,598 4,800 1092678 1152789 1402537 1248187 115,510 269,860 CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST: -38,171) 4,991 -14,863 -15,718 -31,672 -7,919 -42,399 -38,500 4,228 329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 6.0 0.3 72.0 75.9 92.4 82.2 7.6 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 20 18 11 81 94 110 114 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,843,681 COMMITMENTS 406,230 570,172 269,376 2891929 2581370 3567535 3420917 276,146 422,764 CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST: -5,952) -76,381 15,313 34,574 75,554 -84,607 33,747 -34,721 -39,699 28,768 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 14.8 7.0 75.2 67.2 92.8 89.0 7.2 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328) 47 59 51 161 179 235 262 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,072,201 COMMITMENTS 25,000 281,308 161,780 856,205 596,824 1042985 1039912 29,216 32,289 CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST: 23,347) -3,685 -13,056 -21,190 42,264 57,073 17,389 22,827 5,958 520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 26.2 15.1 79.9 55.7 97.3 97.0 2.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 15 17 25 59 67 86 99 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 51,409 COMMITMENTS 13,893 21,504 2,390 26,182 22,066 42,466 45,961 8,943 5,448 CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST: -8,512) -1,376 1,132 -1,810 -2,105 -6,909 -5,291 -7,588 -3,221 -924 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 41.8 4.6 50.9 42.9 82.6 89.4 17.4 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 39 19 13 33 25 75 54 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 102,817 COMMITMENTS 27,786 43,008 4,780 52,365 44,133 84,931 91,921 17,886 10,896 CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST: -17,024) -2,752 2,264 -3,620 -4,210 -13,819 -10,582 -15,175 -6,442 -1,849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 41.8 4.6 50.9 42.9 82.6 89.4 17.4 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 39 19 13 33 25 75 54 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 37,848 COMMITMENTS 6,846 766 0 28,376 36,555 35,222 37,321 2,626 527 CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST: -904) 45 -718 0 -1,319 356 -1,274 -362 370 -542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 2.0 0.0 75.0 96.6 93.1 98.6 6.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 2 0 16 11 22 13 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 46,173 COMMITMENTS 22,163 42,645 25 23,256 3,400 45,444 46,070 729 103 CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST: -8,173) 22 655 -8,163 1,087 -640 -7,054 -8,148 -1,119 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.0 92.4 0.1 50.4 7.4 98.4 99.8 1.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 29 15 1 4 1 34 16 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 90,771 COMMITMENTS 24,736 41,386 22,413 43,569 26,892 90,718 90,691 53 80 CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST: 9,083) -179 487 4,143 5,100 4,451 9,064 9,081 19 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 45.6 24.7 48.0 29.6 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 7 1 3 11 9 18
Updated June 25, 2021