WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 435,316 COMMITMENTS 99,632 79,161 146,202 160,819 167,118 406,652 392,480 28,664 42,836 CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST: 18,804) 6,424 -16,730 22,010 -11,548 12,048 16,886 17,328 1,919 1,476 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 18.2 33.6 36.9 38.4 93.4 90.2 6.6 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339) 116 74 125 94 116 267 268 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 22,716 COMMITMENTS 10,202 1,061 544 10,658 20,488 21,404 22,093 1,312 623 CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST: 672) -369 -127 -183 923 721 371 411 301 260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.9 4.7 2.4 46.9 90.2 94.2 97.3 5.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 2 3 8 17 14 21 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 223,310 COMMITMENTS 59,644 33,797 49,130 93,899 121,014 202,672 203,941 20,638 19,369 CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST: 12,698) 1,645 -4,872 6,470 1,039 10,943 9,153 12,540 3,544 157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 15.1 22.0 42.0 54.2 90.8 91.3 9.2 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 65 48 61 86 89 184 172 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,063,723 COMMITMENTS 373,859 70,764 616,131 888,366 1145149 1878356 1832044 185,367 231,679 CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST: 8,449) 4,361 -3,628 6,488 -2,865 9,798 7,983 12,658 466 -4,208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 3.4 29.9 43.0 55.5 91.0 88.8 9.0 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 864) 199 125 213 424 465 728 712 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,813 COMMITMENTS 957 291 216 1,101 3,401 2,273 3,908 2,540 906 CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 6.0 4.5 22.9 70.7 47.2 81.2 52.8 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 3 3 8 7 18 11 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 959,460 COMMITMENTS 160,453 60,755 309,611 421,272 513,875 891,335 884,240 68,125 75,220 CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST: 21,961) 10,613 -1,453 5,233 1,370 19,096 17,216 22,875 4,745 -914 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 6.3 32.3 43.9 53.6 92.9 92.2 7.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 617) 194 102 184 246 276 517 498 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 24,939 COMMITMENTS 16,523 1,161 268 4 10,082 16,795 11,511 8,144 13,428 CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST: 133) -134 8 -24 -47 421 -205 405 338 -272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.3 4.7 1.1 0.0 40.4 67.3 46.2 32.7 53.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 4 4 2 22 9 30 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 567,643 COMMITMENTS 87,599 33,041 167,544 274,944 339,827 530,086 540,412 37,557 27,231 CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST: -7,444) 3,537 -3,477 -4,913 -7,528 536 -8,904 -7,854 1,460 410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 5.8 29.5 48.4 59.9 93.4 95.2 6.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 96 46 84 110 114 254 210 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,456,651 COMMITMENTS 114,478 222,125 135,153 1008789 906,969 1258421 1264246 198,230 192,405 CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST: 79,291) 64 24,286 22,591 54,769 27,660 77,425 74,537 1,866 4,753 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 15.2 9.3 69.3 62.3 86.4 86.8 13.6 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 30 43 47 115 112 172 175 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,224,598 COMMITMENTS 118,272 344,908 3,733 952,633 738,401 1074638 1087042 149,960 137,556 CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST: 15,161) 5,889 -3,108 99 5,744 17,638 11,732 14,629 3,429 532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 28.2 0.3 77.8 60.3 87.8 88.8 12.2 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 15 24 9 88 91 108 119 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 420,801 COMMITMENTS 73,310 31,580 80,871 213,943 279,992 368,124 392,443 52,677 28,358 CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST: 3,709) 3,505 -3,345 3,401 -2,770 3,456 4,136 3,512 -427 197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 7.5 19.2 50.8 66.5 87.5 93.3 12.5 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 67 46 65 122 105 222 192 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,473 COMMITMENTS 1,057 1,769 489 4,636 4,094 6,182 6,352 1,291 1,120 CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST: -318) -13 -366 -11 -295 47 -319 -330 1 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 23.7 6.5 62.0 54.8 82.7 85.0 17.3 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 14 9 6 10 11 24 26 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,016,067 COMMITMENTS 397,318 455,976 50,512 1423800 1376444 1871629 1882932 144,437 133,135 CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST: 9,211) 26,637 -45,951 -5,377 -16,592 64,854 4,669 13,526 4,541 -4,316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 22.6 2.5 70.6 68.3 92.8 93.4 7.2 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 48 43 24 150 146 204 207 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,059,129 COMMITMENTS 927,626 730,966 558,783 3217944 3144159 4704354 4433908 354,775 625,221 CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST: 93,856) 2,208 -27,019 43,087 44,674 58,380 89,969 74,448 3,887 19,408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 14.4 11.0 63.6 62.1 93.0 87.6 7.0 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 458) 67 98 87 230 246 343 385 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,506,230 COMMITMENTS 233,116 108,302 3,725 1145047 1126635 1381888 1238662 124,342 267,568 CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST: -31,721) -22,385 -4,103 275 -1,957 -36,040 -24,067 -39,868 -7,654 8,147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 7.2 0.2 76.0 74.8 91.7 82.2 8.3 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 22 17 11 87 95 118 114 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,763,527 COMMITMENTS 440,064 493,741 242,123 2785943 2564801 3468130 3300665 295,397 462,862 CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST: -37,033) 62,154 -15,680 5,772 -111,474 -25,728 -43,548 -35,636 6,515 -1,397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 13.1 6.4 74.0 68.1 92.2 87.7 7.8 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341) 49 64 55 162 186 240 276 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,105,553 COMMITMENTS 49,351 235,285 205,628 829,988 633,037 1084967 1073950 20,586 31,603 CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST: 27,872) 8,465 13,407 -5,856 29,574 23,096 32,183 30,647 -4,311 -2,775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 21.3 18.6 75.1 57.3 98.1 97.1 1.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 10 22 24 58 65 85 96 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 51,462 COMMITMENTS 18,898 20,886 1,697 22,689 22,888 43,284 45,470 8,179 5,992 CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST: -4,494) -4,439 2,152 729 416 -7,714 -3,293 -4,832 -1,201 339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.7 40.6 3.3 44.1 44.5 84.1 88.4 15.9 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 39 21 11 33 25 76 53 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 102,925 COMMITMENTS 37,797 41,771 3,394 45,377 45,775 86,567 90,940 16,358 11,985 CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST: -8,987) -8,878 4,304 1,459 833 -15,427 -6,586 -9,664 -2,401 677 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.7 40.6 3.3 44.1 44.5 84.1 88.4 15.9 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 39 21 11 33 25 76 53 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 46,075 COMMITMENTS 7,335 654 0 36,016 45,118 43,351 45,772 2,724 303 CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST: -395) 123 -26 0 -326 -258 -203 -284 -192 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 1.4 0.0 78.2 97.9 94.1 99.3 5.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 2 0 18 12 24 14 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 36,597 COMMITMENTS 24,795 32,925 180 11,138 3,400 36,113 36,505 484 92 CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST: -4,214) 6,432 -4,200 5 -10,666 0 -4,229 -4,195 15 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.8 90.0 0.5 30.4 9.3 98.7 99.7 1.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 36 12 1 5 1 42 13 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 118,506 COMMITMENTS 27,379 26,782 45,670 45,447 45,953 118,496 118,405 10 101 CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST: 6,755) 1,905 -3,238 3,208 1,691 6,765 6,804 6,735 -49 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 22.6 38.5 38.3 38.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 9 1 4 12 11 21
Updated July 23, 2021