WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 443,677 COMMITMENTS 102,310 84,978 145,304 166,488 174,515 414,101 404,797 29,576 38,879 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -2,989) -4,631 1,277 3,210 -850 -6,734 -2,271 -2,247 -718 -742 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 19.2 32.7 37.5 39.3 93.3 91.2 6.7 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382) 131 97 141 96 120 303 296 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 14,386 COMMITMENTS 4,176 2,167 220 9,364 11,548 13,760 13,935 626 451 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -5,177) -3,554 798 -1,677 12 -3,998 -5,219 -4,877 42 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 15.1 1.5 65.1 80.3 95.7 96.9 4.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 3 2 8 15 15 19 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 256,768 COMMITMENTS 85,254 50,892 58,119 92,127 128,417 235,499 237,428 21,269 19,340 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 6,024) -4,654 1,881 5,466 5,010 -844 5,822 6,503 203 -478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.2 19.8 22.6 35.9 50.0 91.7 92.5 8.3 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 80 54 65 77 90 188 184 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,824,181 COMMITMENTS 367,097 81,832 487,781 821,274 1023168 1676152 1592781 148,029 231,400 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 18,135) -15,866 16,547 5,478 24,959 -9,771 14,571 12,254 3,564 5,881 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 4.5 26.7 45.0 56.1 91.9 87.3 8.1 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 847) 191 122 194 398 451 677 690 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,010 COMMITMENTS 1,094 134 278 1,211 3,029 2,583 3,441 2,428 1,569 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -37) 86 -33 -1 -108 -32 -23 -66 -14 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 2.7 5.5 24.2 60.5 51.5 68.7 48.5 31.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 11 2 3 10 8 22 12 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 852,228 COMMITMENTS 131,670 71,850 233,148 432,718 464,303 797,536 769,302 54,692 82,926 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -1,171) -5,993 1,135 8,479 -5,663 -15,191 -3,178 -5,577 2,007 4,406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 8.4 27.4 50.8 54.5 93.6 90.3 6.4 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 589) 154 134 175 220 256 470 478 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 23,263 COMMITMENTS 18,254 710 81 10 9,641 18,345 10,432 4,918 12,831 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -1,266) -10 -500 -11 5 -308 -16 -819 -1,250 -447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.5 3.1 0.3 0.0 41.4 78.9 44.8 21.1 55.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 2 3 3 19 9 24 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 460,098 COMMITMENTS 85,899 38,996 122,419 221,838 276,392 430,156 437,807 29,942 22,291 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -10,278) -4,159 1,199 -4,318 -3,136 -5,625 -11,613 -8,744 1,335 -1,534 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 8.5 26.6 48.2 60.1 93.5 95.2 6.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 93 57 86 115 119 254 227 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,355,467 COMMITMENTS 131,099 214,394 88,978 942,407 852,007 1162485 1155379 192,982 200,088 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 21,132) 16,307 -2,034 13,108 -9,638 7,707 19,777 18,780 1,356 2,352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 15.8 6.6 69.5 62.9 85.8 85.2 14.2 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 28 33 36 101 107 146 159 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,255,525 COMMITMENTS 91,722 380,363 33,755 975,814 695,108 1101291 1109227 154,234 146,298 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -8,098) 2,909 9,175 -10,835 -2,631 -1,631 -10,556 -3,290 2,458 -4,808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 30.3 2.7 77.7 55.4 87.7 88.3 12.3 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 14 25 18 92 88 118 119 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 398,937 COMMITMENTS 70,728 64,086 73,694 203,569 229,993 347,991 367,774 50,945 31,163 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 14,658) -1,581 20,120 9,354 3,469 -17,759 11,241 11,715 3,417 2,944 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 16.1 18.5 51.0 57.7 87.2 92.2 12.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 66 67 80 120 94 237 201 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,366 COMMITMENTS 1,100 2,217 261 5,815 4,873 7,176 7,351 1,190 1,015 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 252) 44 406 52 265 -101 361 358 -109 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 26.5 3.1 69.5 58.2 85.8 87.9 14.2 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 12 15 6 15 18 30 37 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,955,057 COMMITMENTS 378,712 442,277 59,091 1373512 1317728 1811315 1819096 143,742 135,961 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -39) 2,284 46,997 -4,463 1,174 -43,729 -1,005 -1,195 967 1,156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 22.6 3.0 70.3 67.4 92.6 93.0 7.4 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 54 38 34 153 151 219 211 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,489,456 COMMITMENTS 753,389 708,922 411,439 2958179 2766899 4123008 3887260 366,448 602,195 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 38,705) 36,499 -3,094 5,495 -11,471 18,355 30,524 20,756 8,182 17,950 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 15.8 9.2 65.9 61.6 91.8 86.6 8.2 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 460) 68 96 85 224 243 341 375 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,446,999 COMMITMENTS 220,804 129,229 15,746 1090484 1007362 1327034 1152337 119,965 294,662 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -6,091) -4,601 5,703 12,680 -11,210 -24,920 -3,131 -6,537 -2,960 446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 8.9 1.1 75.4 69.6 91.7 79.6 8.3 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 16 22 12 80 101 105 126 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,564,070 COMMITMENTS 349,105 400,343 209,586 2717404 2524566 3276095 3134495 287,976 429,575 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -33,984) -28,210 3,892 5,758 -5,837 -41,466 -28,289 -31,816 -5,695 -2,168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 11.2 5.9 76.2 70.8 91.9 87.9 8.1 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326) 44 52 48 161 183 228 260 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 995,151 COMMITMENTS 52,327 140,266 164,527 752,315 657,102 969,169 961,895 25,982 33,256 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -69,890) 792 -11,554 -11,459 -60,337 -42,074 -71,004 -65,087 1,114 -4,803 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 14.1 16.5 75.6 66.0 97.4 96.7 2.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 8 23 24 52 62 78 92 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 53,545 COMMITMENTS 17,237 22,348 1,617 24,785 23,887 43,639 47,852 9,906 5,692 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -1,230) -4,671 -849 1,176 1,577 -1,669 -1,918 -1,341 688 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.2 41.7 3.0 46.3 44.6 81.5 89.4 18.5 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 38 21 15 34 26 75 59 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 107,090 COMMITMENTS 34,474 44,696 3,234 49,570 47,775 87,278 95,705 19,812 11,385 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -2,460) -9,342 -1,697 2,352 3,154 -3,338 -3,836 -2,683 1,376 223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.2 41.7 3.0 46.3 44.6 81.5 89.4 18.5 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 38 21 15 34 26 75 59 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 39,814 COMMITMENTS 9,621 440 78 27,156 38,903 36,855 39,421 2,959 393 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -2,383) -139 -834 78 -2,692 -1,534 -2,753 -2,290 370 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 1.1 0.2 68.2 97.7 92.6 99.0 7.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 10 1 1 20 12 30 14 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 38,570 COMMITMENTS 22,560 34,938 146 15,360 3,400 38,066 38,484 504 86 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -2,984) 858 -2,676 -306 -3,590 0 -3,038 -2,982 54 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.5 90.6 0.4 39.8 8.8 98.7 99.8 1.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 32 12 2 5 1 39 13 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 147,643 COMMITMENTS 26,904 42,183 46,121 74,607 59,260 147,632 147,564 11 79 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 5,804) 307 -1,371 316 5,171 6,849 5,794 5,794 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 28.6 31.2 50.5 40.1 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 8 1 4 13 11 21
Updated September 10, 2021