WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 446,666 COMMITMENTS 106,940 83,701 142,094 167,338 181,249 416,372 407,044 30,294 39,622 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -52,135) -8,844 -5,294 -32,149 -8,051 -11,498 -49,044 -48,941 -3,092 -3,195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 18.7 31.8 37.5 40.6 93.2 91.1 6.8 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381) 122 103 139 95 120 297 296 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 19,563 COMMITMENTS 7,730 1,369 1,897 9,352 15,546 18,979 18,812 584 751 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -2,089) 853 70 20 -2,928 -2,278 -2,055 -2,188 -34 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.5 7.0 9.7 47.8 79.5 97.0 96.2 3.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 3 4 6 16 15 21 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 250,744 COMMITMENTS 89,907 49,011 52,653 87,117 129,262 229,677 230,925 21,067 19,818 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -8,519) 3,042 3,340 -3,455 -5,176 -6,753 -5,589 -6,869 -2,930 -1,651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.9 19.5 21.0 34.7 51.6 91.6 92.1 8.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 79 45 61 79 89 188 171 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,806,045 COMMITMENTS 382,963 65,285 482,303 796,315 1032939 1661581 1580527 144,464 225,518 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -178,997) -13,011 8,225 -121,899 -36,074 -56,953 -170,984 -170,627 -8,013 -8,371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 3.6 26.7 44.1 57.2 92.0 87.5 8.0 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 852) 189 121 186 399 455 674 691 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,048 COMMITMENTS 1,008 167 279 1,319 3,062 2,606 3,508 2,442 1,540 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -34) 10 -9 -24 60 34 46 1 -80 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 3.3 5.5 26.1 60.7 51.6 69.5 48.4 30.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 9 4 3 10 8 21 13 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 853,399 COMMITMENTS 137,663 70,715 224,669 438,381 479,494 800,713 774,878 52,686 78,521 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -46,285) -11,513 2,063 -26,416 -6,821 -23,579 -44,750 -47,932 -1,535 1,647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 8.3 26.3 51.4 56.2 93.8 90.8 6.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 586) 169 118 173 220 253 468 475 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 24,529 COMMITMENTS 18,264 1,210 92 5 9,949 18,361 11,251 6,168 13,278 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -972) 216 -48 -258 1 -289 -41 -595 -931 -377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.5 4.9 0.4 0.0 40.6 74.9 45.9 25.1 54.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 4 3 2 21 8 28 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 470,377 COMMITMENTS 90,058 37,797 126,737 224,974 282,017 441,769 446,551 28,607 23,825 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -25,218) -5,448 2,142 -12,818 -2,986 -13,085 -21,252 -23,760 -3,967 -1,458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 8.0 26.9 47.8 60.0 93.9 94.9 6.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 90 60 92 115 115 259 227 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,334,335 COMMITMENTS 114,792 216,428 75,871 952,045 844,300 1142708 1136599 191,627 197,736 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -100,926) -11,756 -3,986 -25,803 -46,761 -79,759 -84,320 -109,549 -16,606 8,623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 16.2 5.7 71.3 63.3 85.6 85.2 14.4 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 23 31 31 100 98 138 145 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,263,623 COMMITMENTS 88,813 371,188 44,590 978,444 696,739 1111847 1112517 151,776 151,106 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -65,529) -32,094 -3,711 -19,611 -2,111 -43,185 -53,815 -66,507 -11,713 978 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 29.4 3.5 77.4 55.1 88.0 88.0 12.0 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 15 24 17 91 86 116 118 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 384,278 COMMITMENTS 72,309 43,966 64,341 200,101 247,752 336,750 356,059 47,528 28,219 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -20,311) 561 10,324 -13,467 -3,838 -16,113 -16,744 -19,256 -3,567 -1,055 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 11.4 16.7 52.1 64.5 87.6 92.7 12.4 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 69 58 70 121 95 229 190 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,114 COMMITMENTS 1,056 1,811 209 5,550 4,973 6,816 6,993 1,299 1,121 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -142) -61 380 -262 339 -386 16 -268 -158 126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 22.3 2.6 68.4 61.3 84.0 86.2 16.0 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 9 12 4 14 16 26 30 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,955,096 COMMITMENTS 376,428 395,280 63,554 1372338 1361457 1812320 1820291 142,776 134,805 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -103,288) -4,342 6,961 -74,358 -10,317 -23,833 -89,016 -91,230 -14,272 -12,058 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 20.2 3.3 70.2 69.6 92.7 93.1 7.3 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 50 40 31 152 157 213 217 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,450,750 COMMITMENTS 716,890 712,016 405,944 2969650 2748544 4092484 3866504 358,266 584,246 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -525,088) -198,484 -10,617 -102,488 -175,945 -366,583 -476,917 -479,688 -48,171 -45,400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 16.0 9.1 66.7 61.8 92.0 86.9 8.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 462) 68 103 84 221 238 340 374 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,453,090 COMMITMENTS 225,405 123,526 3,066 1101694 1032282 1330165 1158874 122,925 294,216 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -221,799) 6,217 -13,750 -177,182 -35,784 -34,178 -206,749 -225,110 -15,050 3,311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 8.5 0.2 75.8 71.0 91.5 79.8 8.5 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 14 22 12 79 99 103 123 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,598,054 COMMITMENTS 377,315 396,450 203,828 2723241 2566033 3304383 3166311 293,670 431,743 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -259,429) -95,145 26,530 -119,046 -7,561 -129,710 -221,752 -222,226 -37,677 -37,204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 11.0 5.7 75.7 71.3 91.8 88.0 8.2 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329) 45 56 50 158 182 229 262 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,065,041 COMMITMENTS 51,535 151,820 175,986 812,652 699,176 1040173 1026982 24,868 38,059 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 20,521) -10,922 18,924 5,138 23,815 -5,178 18,031 18,884 2,490 1,637 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 14.3 16.5 76.3 65.6 97.7 96.4 2.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 9 22 24 51 61 77 91 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 54,775 COMMITMENTS 21,908 23,197 441 23,208 25,557 45,557 49,194 9,218 5,581 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 794) 74 651 -65 581 187 589 773 205 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.0 42.3 0.8 42.4 46.7 83.2 89.8 16.8 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 43 19 9 30 30 73 58 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 109,550 COMMITMENTS 43,816 46,393 882 46,415 51,113 91,114 98,388 18,436 11,162 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 1,588) 147 1,301 -130 1,161 375 1,178 1,545 410 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.0 42.3 0.8 42.4 46.7 83.2 89.8 16.8 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 43 19 9 30 30 73 58 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 42,197 COMMITMENTS 9,760 1,274 0 29,848 40,437 39,608 41,711 2,589 486 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 1,646) 1,419 170 0 285 1,516 1,704 1,686 -58 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 3.0 0.0 70.7 95.8 93.9 98.8 6.1 1.2 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 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 41,554 COMMITMENTS 21,702 37,614 452 18,950 3,400 41,104 41,466 450 88 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 1,063) 863 888 184 0 0 1,047 1,072 16 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.2 90.5 1.1 45.6 8.2 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 32 13 3 5 1 39 15 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 141,839 COMMITMENTS 26,597 43,554 45,805 69,436 52,411 141,838 141,770 1 69 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 7,783) 133 4,304 -44 7,695 3,526 7,784 7,786 -1 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 30.7 32.3 49.0 37.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 8 1 4 13 11 21
Updated September 03, 2021