WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 417,177 COMMITMENTS 95,551 78,139 129,696 165,188 170,382 390,436 378,216 26,741 38,960 CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST: -79,855) -4,923 -765 -62,810 -8,690 -13,948 -76,423 -77,523 -3,432 -2,331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 18.7 31.1 39.6 40.8 93.6 90.7 6.4 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 99 75 102 82 114 234 244 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 24,391 COMMITMENTS 12,194 1,044 1,360 10,020 21,367 23,574 23,771 817 620 CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST: 1,143) 306 -15 -27 848 1,098 1,127 1,056 16 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.0 4.3 5.6 41.1 87.6 96.7 97.5 3.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 4 3 10 18 18 23 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 194,370 COMMITMENTS 52,905 32,030 38,049 86,550 104,037 177,504 174,115 16,866 20,254 CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST: -24,206) 1,012 -6,125 -13,961 -9,302 -837 -22,252 -20,923 -1,954 -3,283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 16.5 19.6 44.5 53.5 91.3 89.6 8.7 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 62 44 50 81 86 167 160 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,063,095 COMMITMENTS 401,075 59,285 578,600 898,237 1185111 1877912 1822996 185,183 240,098 CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST: -351,199) -7,083 1,287 -198,647 -131,201 -140,485 -336,932 -337,845 -14,267 -13,354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 2.9 28.0 43.5 57.4 91.0 88.4 9.0 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 826) 211 98 183 391 459 675 673 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 926,661 COMMITMENTS 147,425 53,435 282,472 434,921 513,258 864,818 849,165 61,843 77,496 CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST: -218,348) 1,820 889 -124,269 -92,397 -91,771 -214,846 -215,151 -3,502 -3,196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 5.8 30.5 46.9 55.4 93.3 91.6 6.7 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 590) 184 98 172 236 269 494 474 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 24,170 COMMITMENTS 15,830 1,111 299 100 9,429 16,229 10,839 7,941 13,331 CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST: -2,907) -2,407 -624 -680 -9 239 -3,096 -1,065 189 -1,842 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.5 4.6 1.2 0.4 39.0 67.1 44.8 32.9 55.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 4 6 4 20 11 30 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 577,346 COMMITMENTS 82,899 34,203 172,372 286,544 343,328 541,815 549,904 35,531 27,443 CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST: -54,474) -5,182 -947 -30,941 -15,847 -18,919 -51,970 -50,807 -2,504 -3,667 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 5.9 29.9 49.6 59.5 93.8 95.2 6.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 92 43 82 107 114 244 210 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,303,000 COMMITMENTS 97,396 176,470 90,928 938,124 836,267 1126448 1103664 176,552 199,336 CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST: -99,306) -3,518 12,737 -39,835 -50,143 -69,463 -93,496 -96,561 -5,810 -2,745 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 13.5 7.0 72.0 64.2 86.5 84.7 13.5 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 27 38 34 107 112 154 164 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,192,190 COMMITMENTS 115,318 331,707 4,709 930,743 711,303 1050771 1047719 141,419 144,470 CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST: -6,655) 12,392 -168 128 -17,117 -4,283 -4,597 -4,323 -2,058 -2,332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 27.8 0.4 78.1 59.7 88.1 87.9 11.9 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 17 22 10 88 92 109 120 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 431,181 COMMITMENTS 72,355 37,739 86,289 219,666 278,533 378,310 402,561 52,871 28,620 CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST: -33,550) -1,378 4,324 -13,628 -17,192 -23,938 -32,198 -33,243 -1,352 -307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 8.8 20.0 50.9 64.6 87.7 93.4 12.3 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 60 58 72 114 95 223 185 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,930 COMMITMENTS 1,345 1,861 673 4,628 4,272 6,646 6,806 1,284 1,124 CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST: -497) 219 -907 46 -595 469 -330 -392 -167 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 23.5 8.5 58.4 53.9 83.8 85.8 16.2 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 12 11 10 14 15 31 31 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,052,077 COMMITMENTS 332,933 524,061 70,015 1509980 1323694 1912929 1917769 139,148 134,307 CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST: -4,517) -48,624 -10,285 8,050 37,222 -9,099 -3,353 -11,335 -1,164 6,818 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 25.5 3.4 73.6 64.5 93.2 93.5 6.8 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 44 45 30 160 149 215 213 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,945,446 COMMITMENTS 898,379 872,993 415,892 3292175 3066742 4606445 4355626 339,001 589,820 CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST: -131,844) 20,143 101,019 -63,681 -106,325 -167,589 -149,863 -130,251 18,018 -1,594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 17.7 8.4 66.6 62.0 93.1 88.1 6.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 451) 67 97 85 220 236 336 369 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,542,219 COMMITMENTS 287,070 90,087 5,192 1137481 1175508 1429743 1270787 112,476 271,432 CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST: 24,172) -17,989 -511 392 44,803 22,719 27,206 22,600 -3,034 1,572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 5.8 0.3 73.8 76.2 92.7 82.4 7.3 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 18 19 11 86 95 113 116 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,818,761 COMMITMENTS 382,090 576,591 193,795 2954550 2602478 3530434 3372863 288,327 445,897 CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST: -24,920) -24,140 6,420 -75,581 62,620 21,108 -37,100 -48,054 12,181 23,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 15.1 5.1 77.4 68.1 92.4 88.3 7.6 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330) 47 56 44 164 178 230 259 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,080,858 COMMITMENTS 35,137 235,167 178,759 841,077 636,969 1054973 1050895 25,885 29,963 CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST: 8,657) 10,137 -46,141 16,979 -15,128 40,145 11,988 10,983 -3,331 -2,326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 21.8 16.5 77.8 58.9 97.6 97.2 2.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 11 21 25 58 66 85 98 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 52,926 COMMITMENTS 19,317 19,757 1,117 23,468 26,873 43,903 47,747 9,023 5,179 CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST: 1,517) 5,424 -1,748 -1,273 -2,714 4,807 1,437 1,787 80 -269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.5 37.3 2.1 44.3 50.8 83.0 90.2 17.0 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 39 21 9 31 27 73 54 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 105,852 COMMITMENTS 38,635 39,513 2,235 46,936 53,747 87,806 95,494 18,046 10,357 CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST: 3,034) 10,849 -3,495 -2,546 -5,428 9,614 2,874 3,573 160 -539 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.5 37.3 2.1 44.3 50.8 83.0 90.2 17.0 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 39 21 9 31 27 73 54 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 40,871 COMMITMENTS 7,516 1,769 0 30,469 38,734 37,985 40,503 2,886 368 CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST: 3,023) 670 1,003 0 2,093 2,179 2,763 3,182 260 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 4.3 0.0 74.5 94.8 92.9 99.1 7.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 3 0 16 12 22 15 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 49,534 COMMITMENTS 24,384 45,905 118 24,633 3,400 49,135 49,423 399 111 CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST: 3,361) 2,221 3,260 93 1,377 0 3,691 3,353 -330 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.2 92.7 0.2 49.7 6.9 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 32 14 1 4 1 37 15 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 97,017 COMMITMENTS 23,466 38,086 27,644 45,868 31,206 96,978 96,936 39 81 CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST: 6,246) -1,270 -3,300 5,231 2,299 4,314 6,260 6,245 -14 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 39.3 28.5 47.3 32.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 7 1 4 11 10 18
Updated July 02, 2021