WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 424,737 COMMITMENTS 97,839 72,705 140,433 157,514 169,652 395,786 382,789 28,951 41,948 CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: -10,579) -1,793 -6,456 -5,769 -3,305 2,534 -10,866 -9,691 287 -888 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 17.1 33.1 37.1 39.9 93.2 90.1 6.8 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337) 115 74 126 92 114 266 268 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 24,041 COMMITMENTS 9,038 1,384 754 13,464 21,424 23,256 23,562 784 479 CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 1,325) -1,164 323 210 2,806 935 1,852 1,468 -528 -144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.6 5.8 3.1 56.0 89.1 96.7 98.0 3.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 3 5 9 16 17 22 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 229,649 COMMITMENTS 62,665 33,401 54,901 92,914 120,946 210,480 209,248 19,168 20,400 CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 6,339) 3,021 -396 5,771 -984 -68 7,808 5,307 -1,469 1,032 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 14.5 23.9 40.5 52.7 91.7 91.1 8.3 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 68 46 66 88 87 192 170 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,976,722 COMMITMENTS 372,443 63,959 564,437 867,464 1115187 1804344 1743584 172,379 233,139 CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: -87,001) -1,416 -6,805 -51,694 -20,902 -29,962 -74,012 -88,461 -12,989 1,460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 3.2 28.6 43.9 56.4 91.3 88.2 8.7 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 849) 201 110 199 415 461 706 695 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,885 COMMITMENTS 964 306 227 1,246 3,413 2,438 3,946 2,447 939 CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 71) 7 15 11 146 12 164 38 -93 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 6.3 4.6 25.5 69.9 49.9 80.8 50.1 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 4 3 9 8 19 13 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 885,088 COMMITMENTS 155,464 60,517 261,554 406,727 490,090 823,745 812,160 61,343 72,927 CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: -74,372) -4,989 -238 -48,057 -14,544 -23,785 -67,590 -72,080 -6,782 -2,292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 6.8 29.6 46.0 55.4 93.1 91.8 6.9 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 607) 195 95 179 246 276 510 492 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 25,013 COMMITMENTS 16,746 1,358 273 5 10,121 17,024 11,752 7,989 13,261 CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 74) 223 197 5 1 39 229 241 -155 -167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.9 5.4 1.1 0.0 40.5 68.1 47.0 31.9 53.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 5 4 2 22 9 31 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 508,178 COMMITMENTS 92,191 34,146 136,186 246,705 310,179 475,082 480,511 33,095 27,667 CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: -59,465) 4,592 1,105 -31,358 -28,238 -29,648 -55,004 -59,901 -4,461 436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 6.7 26.8 48.5 61.0 93.5 94.6 6.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 96 47 83 103 110 245 207 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,325,939 COMMITMENTS 113,206 198,156 79,392 928,879 860,257 1121477 1137805 204,462 188,133 CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: -130,712) -1,272 -23,968 -55,761 -79,911 -46,712 -136,944 -126,441 6,231 -4,271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 14.9 6.0 70.1 64.9 84.6 85.8 15.4 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 23 40 39 110 109 159 162 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,235,364 COMMITMENTS 117,812 354,050 2,870 962,628 739,208 1083310 1096129 152,053 139,235 CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 10,766) -460 9,142 -863 9,995 807 8,672 9,086 2,094 1,679 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 28.7 0.2 77.9 59.8 87.7 88.7 12.3 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 16 23 9 90 93 111 120 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 398,615 COMMITMENTS 74,057 33,569 69,574 203,251 268,285 346,881 371,428 51,734 27,187 CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: -22,186) 746 1,989 -11,297 -10,692 -11,707 -21,243 -21,015 -943 -1,171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 8.4 17.5 51.0 67.3 87.0 93.2 13.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 61 47 61 117 101 212 181 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,691 COMMITMENTS 1,188 1,445 518 4,683 4,663 6,389 6,626 1,302 1,065 CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 219) 131 -324 29 47 569 207 274 12 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 18.8 6.7 60.9 60.6 83.1 86.2 16.9 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 12 8 6 13 14 27 27 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,975,726 COMMITMENTS 373,471 427,818 46,577 1414505 1368424 1834553 1842820 141,172 132,906 CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: -40,341) -23,847 -28,158 -3,934 -9,295 -8,020 -37,076 -40,112 -3,265 -229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 21.7 2.4 71.6 69.3 92.9 93.3 7.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 46 44 22 153 154 207 212 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,660,818 COMMITMENTS 901,959 690,313 363,533 3003417 3004509 4268909 4058354 391,910 602,464 CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: -398,311) -25,668 -40,653 -195,251 -214,527 -139,650 -435,445 -375,554 37,134 -22,757 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 14.8 7.8 64.4 64.5 91.6 87.1 8.4 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 456) 61 101 81 229 241 344 369 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,488,304 COMMITMENTS 220,903 115,475 4,711 1136010 1096807 1361624 1216993 126,680 271,311 CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: -17,926) -12,213 7,173 986 -9,037 -29,828 -20,264 -21,669 2,338 3,743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 7.8 0.3 76.3 73.7 91.5 81.8 8.5 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 21 18 12 85 95 115 116 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,700,603 COMMITMENTS 495,055 487,607 190,263 2713480 2578543 3398799 3256413 301,803 444,189 CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: -62,925) 54,992 -6,134 -51,859 -72,463 13,742 -69,331 -44,252 6,406 -18,673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 13.2 5.1 73.3 69.7 91.8 88.0 8.2 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345) 56 59 55 163 188 249 272 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,085,516 COMMITMENTS 58,687 185,242 182,143 822,091 683,275 1062921 1050660 22,595 34,856 CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: -20,037) 9,336 -50,043 -23,485 -7,897 50,238 -22,046 -23,290 2,009 3,253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 17.1 16.8 75.7 62.9 97.9 96.8 2.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 12 20 24 56 62 83 93 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 51,390 COMMITMENTS 20,261 20,470 897 21,334 23,730 42,492 45,097 8,898 6,293 CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: -72) 1,363 -416 -800 -1,355 843 -792 -373 719 301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.4 39.8 1.7 41.5 46.2 82.7 87.8 17.3 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 38 16 5 30 27 68 48 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 102,780 COMMITMENTS 40,523 40,939 1,794 42,668 47,460 84,984 90,194 17,796 12,587 CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: -145) 2,726 -832 -1,600 -2,709 1,685 -1,583 -747 1,438 602 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.4 39.8 1.7 41.5 46.2 82.7 87.8 17.3 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 38 16 5 30 27 68 48 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 45,393 COMMITMENTS 8,086 440 0 34,423 44,735 42,509 45,175 2,884 218 CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: -682) 751 -214 0 -1,593 -383 -842 -597 160 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 1.0 0.0 75.8 98.6 93.6 99.5 6.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 1 0 17 12 25 13 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 36,913 COMMITMENTS 23,399 33,226 180 12,916 3,400 36,495 36,806 418 107 CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 316) -1,396 301 0 1,778 0 382 301 -66 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.4 90.0 0.5 35.0 9.2 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 38 12 1 5 1 44 13 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 124,568 COMMITMENTS 27,744 31,695 45,670 51,147 47,112 124,561 124,477 7 91 CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST: 6,062) 365 4,913 0 5,700 1,159 6,065 6,072 -3 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 25.4 36.7 41.1 37.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 9 1 4 12 11 21
Updated July 30, 2021