WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 494,409 COMMITMENTS 121,496 81,023 169,867 170,056 199,939 461,420 450,829 32,989 43,580 CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST: 18,049) 10,754 8,764 11,176 -3,542 18 18,389 19,958 -340 -1,909 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 16.4 34.4 34.4 40.4 93.3 91.2 6.7 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382) 131 97 144 100 120 307 298 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 22,023 COMMITMENTS 7,560 1,009 1,911 11,850 18,554 21,321 21,474 702 549 CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST: -704) -2,112 136 254 1,174 -860 -684 -470 -20 -234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.3 4.6 8.7 53.8 84.2 96.8 97.5 3.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 3 3 6 17 14 21 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 256,929 COMMITMENTS 83,535 41,155 54,952 94,880 139,292 233,366 235,399 23,563 21,530 CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST: 3,301) 5,272 3,758 -5,315 2,017 5,905 1,974 4,348 1,327 -1,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.5 16.0 21.4 36.9 54.2 90.8 91.6 9.2 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 77 40 62 81 96 187 177 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,989,268 COMMITMENTS 406,629 54,021 583,733 834,872 1110516 1825235 1748270 164,033 240,998 CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST: 15,611) 18,095 -6,900 11,778 -8,777 12,429 21,096 17,307 -5,485 -1,696 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 2.7 29.3 42.0 55.8 91.8 87.9 8.2 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 863) 206 113 202 425 468 725 705 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,902 COMMITMENTS 1,128 221 292 1,140 3,066 2,560 3,579 2,342 1,323 CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST: 203) 224 32 15 42 5 281 53 -78 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 4.5 6.0 23.3 62.5 52.2 73.0 47.8 27.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 12 3 3 10 7 23 12 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 878,154 COMMITMENTS 158,466 62,794 248,826 413,880 494,362 821,172 805,982 56,981 72,171 CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST: 4,306) 4,652 3,901 -5,886 5,981 7,166 4,747 5,182 -441 -876 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 7.2 28.3 47.1 56.3 93.5 91.8 6.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 612) 185 114 177 231 267 496 490 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 25,121 COMMITMENTS 17,669 1,235 306 4 10,182 17,979 11,723 7,142 13,398 CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST: -177) -120 38 -54 0 373 -174 357 -3 -534 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.3 4.9 1.2 0.0 40.5 71.6 46.7 28.4 53.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 4 3 2 21 9 28 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 502,103 COMMITMENTS 98,211 36,732 135,718 233,221 301,562 467,151 474,012 34,952 28,091 CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST: 179) 1,263 -2,336 829 -3,504 622 -1,412 -885 1,591 1,064 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 7.3 27.0 46.4 60.1 93.0 94.4 7.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 94 54 87 105 112 248 216 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,388,228 COMMITMENTS 139,989 216,943 96,236 956,426 882,861 1192651 1196040 195,577 192,188 CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST: 10,782) 3,587 -16,538 6,317 3,270 19,353 13,175 9,132 -2,392 1,650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 15.6 6.9 68.9 63.6 85.9 86.2 14.1 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 29 37 43 106 107 160 162 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,319,804 COMMITMENTS 119,649 367,007 51,927 997,300 749,451 1168876 1168385 150,927 151,419 CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST: 45,784) 6,482 5,913 20,894 18,441 13,827 45,817 40,635 -33 5,149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 27.8 3.9 75.6 56.8 88.6 88.5 11.4 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 16 27 19 92 89 121 122 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 407,639 COMMITMENTS 74,539 28,674 75,531 204,632 277,465 354,702 381,670 52,937 25,969 CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST: 5,279) -2,457 -5,650 4,935 -359 5,676 2,119 4,962 3,160 318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 7.0 18.5 50.2 68.1 87.0 93.6 13.0 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 70 53 79 116 106 230 201 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,242 COMMITMENTS 1,127 1,414 473 4,878 5,342 6,478 7,229 1,764 1,013 CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST: 86) 59 -83 -17 43 176 85 76 1 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 17.2 5.7 59.2 64.8 78.6 87.7 21.4 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 10 9 5 13 14 25 27 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,975,203 COMMITMENTS 419,420 388,402 40,735 1361352 1405850 1821506 1834986 153,696 140,216 CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST: 10,407) -5,592 -1,969 3,205 8,123 6,726 5,735 7,962 4,672 2,445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 19.7 2.1 68.9 71.2 92.2 92.9 7.8 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 52 38 28 151 152 209 212 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,903,329 COMMITMENTS 934,808 726,389 481,727 3103928 3088618 4520464 4296734 382,865 606,595 CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST: -58,473) 35,625 13,710 -40,686 -36,088 -13,267 -41,150 -40,244 -17,323 -18,230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 14.8 9.8 63.3 63.0 92.2 87.6 7.8 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 465) 57 108 88 234 250 350 387 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,500,864 COMMITMENTS 217,690 127,907 42,570 1108556 1045379 1368816 1215856 132,048 285,008 CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST: 49,356) 2,304 16,966 28,364 9,871 -7,126 40,539 38,204 8,817 11,152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 8.5 2.8 73.9 69.7 91.2 81.0 8.8 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 17 25 17 79 97 106 129 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,771,174 COMMITMENTS 438,076 431,611 266,282 2749967 2626357 3454325 3324250 316,848 446,923 CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST: 47,819) 16,454 -12,994 15,439 9,076 47,827 40,969 50,272 6,850 -2,453 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 11.4 7.1 72.9 69.6 91.6 88.1 8.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 48 60 57 159 183 242 265 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,009,693 COMMITMENTS 56,245 139,334 175,677 755,222 659,653 987,144 974,664 22,549 35,029 CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST: 20,165) -898 476 5,955 18,207 14,778 23,264 21,209 -3,099 -1,044 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 13.8 17.4 74.8 65.3 97.8 96.5 2.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 11 22 24 53 60 79 92 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 54,097 COMMITMENTS 21,114 23,098 1,121 23,126 23,655 45,362 47,874 8,736 6,223 CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST: -3,402) -2,320 1,096 -332 -631 -3,745 -3,283 -2,982 -119 -421 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.0 42.7 2.1 42.7 43.7 83.9 88.5 16.1 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 34 21 12 34 30 70 61 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 108,194 COMMITMENTS 42,229 46,196 2,242 46,252 47,309 90,723 95,748 17,471 12,446 CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST: -6,805) -4,640 2,191 -664 -1,261 -7,490 -6,566 -5,963 -239 -841 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.0 42.7 2.1 42.7 43.7 83.9 88.5 16.1 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 34 21 12 34 30 70 61 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 40,563 COMMITMENTS 8,226 885 0 29,740 39,046 37,966 39,931 2,597 632 CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST: -528) -19 37 0 -391 -448 -410 -411 -118 -117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 2.2 0.0 73.3 96.3 93.6 98.4 6.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 8 2 0 19 12 27 14 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 38,045 COMMITMENTS 24,150 34,283 254 13,166 3,400 37,570 37,937 475 108 CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST: -1,704) 3,667 -1,750 29 -5,382 0 -1,686 -1,721 -18 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.5 90.1 0.7 34.6 8.9 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 36 13 2 5 1 42 15 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 130,521 COMMITMENTS 26,609 36,854 45,849 58,061 47,751 130,519 130,454 2 67 CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST: 6,711) -52 7,298 149 6,618 -732 6,715 6,715 -4 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 28.2 35.1 44.5 36.6 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 8 1 4 13 11 21
Updated August 20, 2021