WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 498,801 COMMITMENTS 115,784 88,996 174,243 175,389 192,747 465,416 455,985 33,386 42,816 CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST: 4,392) -5,712 7,973 4,376 5,332 -7,192 3,996 5,156 397 -764 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 17.8 34.9 35.2 38.6 93.3 91.4 6.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384) 126 101 146 102 117 311 299 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 21,652 COMMITMENTS 6,877 1,299 1,877 12,280 17,824 21,034 21,000 618 652 CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST: -371) -682 290 -34 430 -730 -286 -474 -85 103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.8 6.0 8.7 56.7 82.3 97.1 97.0 2.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 7 3 4 7 17 16 22 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 259,263 COMMITMENTS 86,865 45,672 56,108 92,293 136,015 235,266 237,794 23,997 21,469 CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST: 2,334) 3,331 4,517 1,156 -2,587 -3,278 1,900 2,395 434 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 17.6 21.6 35.6 52.5 90.7 91.7 9.3 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 76 38 61 83 93 189 170 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,985,043 COMMITMENTS 395,974 57,060 604,202 832,390 1089892 1832565 1751154 152,477 233,889 CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST: -4,225) -10,656 3,039 20,469 -2,482 -20,624 7,331 2,884 -11,556 -7,109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 2.9 30.4 41.9 54.9 92.3 88.2 7.7 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 856) 190 117 199 430 468 719 703 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,082 COMMITMENTS 998 176 303 1,259 3,028 2,560 3,507 2,522 1,575 CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST: 180) -129 -45 10 119 -38 0 -72 180 252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 3.5 6.0 24.8 59.6 50.4 69.0 49.6 31.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 10 3 3 9 7 20 12 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 899,684 COMMITMENTS 149,176 68,652 251,085 445,202 503,073 845,463 822,810 54,221 76,874 CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST: 21,530) -9,291 5,858 2,259 31,323 8,711 24,291 16,828 -2,761 4,702 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 7.6 27.9 49.5 55.9 94.0 91.5 6.0 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 618) 187 125 182 225 261 492 499 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 25,501 COMMITMENTS 18,048 1,258 350 4 10,238 18,402 11,846 7,099 13,655 CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST: 380) 379 23 44 0 56 423 123 -43 257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.8 4.9 1.4 0.0 40.1 72.2 46.5 27.8 53.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 4 3 2 22 8 29 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 495,595 COMMITMENTS 95,506 35,655 139,555 227,960 295,102 463,021 470,312 32,574 25,283 CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST: -6,509) -2,706 -1,077 3,837 -5,261 -6,460 -4,130 -3,700 -2,378 -2,808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 7.2 28.2 46.0 59.5 93.4 94.9 6.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 102 52 93 104 114 257 224 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,435,261 COMMITMENTS 126,548 220,415 101,674 998,806 924,059 1227028 1246148 208,233 189,113 CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST: 47,033) -13,441 3,471 5,439 42,380 41,198 34,378 50,108 12,656 -3,075 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 15.4 7.1 69.6 64.4 85.5 86.8 14.5 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 32 32 40 107 107 157 161 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,329,152 COMMITMENTS 120,907 374,899 64,201 980,555 739,924 1165663 1179024 163,489 150,128 CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST: 9,348) 1,258 7,892 12,274 -16,745 -9,527 -3,213 10,639 12,562 -1,291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 28.2 4.8 73.8 55.7 87.7 88.7 12.3 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 15 26 19 95 91 124 122 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 404,589 COMMITMENTS 71,748 33,642 77,808 203,939 263,865 353,494 375,315 51,095 29,274 CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST: -3,050) -2,792 4,968 2,277 -693 -13,600 -1,208 -6,355 -1,842 3,305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 8.3 19.2 50.4 65.2 87.4 92.8 12.6 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 69 54 78 113 103 225 198 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,256 COMMITMENTS 1,117 1,430 471 5,211 5,359 6,799 7,261 1,457 996 CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST: 14) -10 16 -2 333 18 321 32 -307 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 17.3 5.7 63.1 64.9 82.4 87.9 17.6 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 10 10 5 15 15 28 28 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,058,384 COMMITMENTS 380,770 388,319 137,912 1382655 1385290 1901337 1911521 157,047 146,862 CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST: 83,181) -38,650 -83 97,177 21,303 -20,559 79,830 76,535 3,351 6,646 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 18.9 6.7 67.2 67.3 92.4 92.9 7.6 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 56 40 39 157 155 226 222 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,975,839 COMMITMENTS 915,374 722,633 508,432 3145595 3115127 4569401 4346192 406,437 629,646 CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST: 72,510) -19,434 -3,755 26,705 41,667 26,509 48,938 49,458 23,572 23,051 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 14.5 10.2 63.2 62.6 91.8 87.3 8.2 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 471) 70 101 90 239 250 361 389 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,674,889 COMMITMENTS 219,188 137,276 180,248 1137478 1066460 1536914 1383984 137,975 290,905 CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST: 174,025) 1,498 9,369 137,678 28,922 21,081 168,098 168,128 5,927 5,897 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 8.2 10.8 67.9 63.7 91.8 82.6 8.2 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 16 27 21 86 98 114 134 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,857,483 COMMITMENTS 472,460 369,921 322,874 2730802 2695743 3526135 3388537 331,348 468,946 CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST: 86,310) 34,383 -61,691 56,591 -19,165 69,386 71,810 64,287 14,500 22,023 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 9.6 8.4 70.8 69.9 91.4 87.8 8.6 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330) 47 56 60 163 186 243 270 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,044,520 COMMITMENTS 62,457 132,896 170,848 788,837 704,354 1022142 1008098 22,378 36,422 CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST: 34,827) 6,212 -6,438 -4,829 33,615 44,701 34,998 33,434 -171 1,393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 12.7 16.4 75.5 67.4 97.9 96.5 2.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 10 21 24 54 62 80 92 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 53,981 COMMITMENTS 21,834 22,546 506 22,627 25,369 44,968 48,421 9,013 5,559 CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST: -117) 720 -552 -615 -499 1,715 -394 547 277 -664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.4 41.8 0.9 41.9 47.0 83.3 89.7 16.7 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 39 19 12 32 31 73 60 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 107,961 COMMITMENTS 43,669 45,092 1,012 45,254 50,738 89,935 96,843 18,026 11,119 CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST: -233) 1,440 -1,104 -1,230 -997 3,429 -788 1,095 555 -1,328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.4 41.8 0.9 41.9 47.0 83.3 89.7 16.7 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 39 19 12 32 31 73 60 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 40,551 COMMITMENTS 8,341 1,104 0 29,563 38,921 37,904 40,025 2,647 526 CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST: -12) 115 219 0 -177 -125 -62 94 50 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 2.7 0.0 72.9 96.0 93.5 98.7 6.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 7 2 0 19 12 26 14 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 40,491 COMMITMENTS 20,839 36,726 268 18,950 3,400 40,057 40,394 434 97 CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST: 2,446) -3,311 2,443 14 5,784 0 2,487 2,457 -41 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.5 90.7 0.7 46.8 8.4 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 33 12 2 5 1 39 14 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 134,056 COMMITMENTS 26,464 39,250 45,849 61,741 48,885 134,054 133,984 2 72 CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST: 3,535) -145 2,396 0 3,680 1,134 3,535 3,530 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 29.3 34.2 46.1 36.5 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 8 1 4 13 11 21
Updated August 27, 2021