WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 434,267 COMMITMENTS 85,219 83,031 144,106 175,812 166,194 405,137 393,331 29,130 40,935 CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST: -9,410) -17,091 -1,947 -1,197 9,324 -8,321 -8,964 -11,466 -446 2,056 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 19.1 33.2 40.5 38.3 93.3 90.6 6.7 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366) 126 93 145 95 113 295 291 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 15,290 COMMITMENTS 3,172 3,117 545 10,718 11,134 14,435 14,796 855 494 CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST: 904) -1,004 950 325 1,354 -414 675 861 230 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 20.4 3.6 70.1 72.8 94.4 96.8 5.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 3 3 8 14 15 19 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 243,759 COMMITMENTS 79,037 48,911 55,425 88,577 119,758 223,039 224,094 20,720 19,665 CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST: -13,009) -6,217 -1,981 -2,694 -3,550 -8,659 -12,460 -13,334 -549 325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.4 20.1 22.7 36.3 49.1 91.5 91.9 8.5 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 74 53 70 79 89 188 185 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,819,484 COMMITMENTS 353,233 75,679 496,409 818,371 1020753 1668013 1592841 151,470 226,643 CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST: -4,697) -13,864 -6,153 8,628 -2,903 -2,415 -8,139 60 3,442 -4,757 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 4.2 27.3 45.0 56.1 91.7 87.5 8.3 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 846) 181 125 195 396 455 669 699 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,691 COMMITMENTS 1,013 176 264 1,266 2,709 2,543 3,148 2,148 1,543 CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST: -320) -81 41 -14 55 -321 -40 -293 -280 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 3.7 5.6 27.0 57.7 54.2 67.1 45.8 32.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 3 3 9 8 20 12 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 845,260 COMMITMENTS 125,664 68,803 232,628 432,071 465,334 790,363 766,765 54,896 78,494 CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST: -6,968) -6,006 -3,047 -520 -646 1,031 -7,172 -2,536 204 -4,432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 8.1 27.5 51.1 55.1 93.5 90.7 6.5 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 601) 165 127 185 229 262 489 489 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 21,390 COMMITMENTS 18,303 651 55 10 8,650 18,368 9,356 3,022 12,034 CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST: -1,873) 49 -59 -26 0 -991 23 -1,076 -1,896 -797 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 85.6 3.0 0.3 0.0 40.4 85.9 43.7 14.1 56.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 2 3 3 18 9 23 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 445,998 COMMITMENTS 83,541 40,393 106,362 228,035 276,444 417,938 423,199 28,060 22,799 CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST: -14,100) -2,358 1,396 -16,057 6,197 53 -12,218 -14,608 -1,882 508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 9.1 23.8 51.1 62.0 93.7 94.9 6.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 91 63 90 112 114 256 223 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,387,478 COMMITMENTS 139,054 209,972 89,720 950,567 890,555 1179341 1190247 208,137 197,231 CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST: 32,011) 7,955 -4,422 742 8,160 38,549 16,857 34,868 15,155 -2,857 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 15.1 6.5 68.5 64.2 85.0 85.8 15.0 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 26 37 37 106 110 153 163 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,246,708 COMMITMENTS 75,040 376,828 18,870 986,030 709,194 1079940 1104892 166,768 141,816 CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST: -8,817) -16,682 -3,535 -14,885 10,217 14,086 -21,351 -4,335 12,533 -4,483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 30.2 1.5 79.1 56.9 86.6 88.6 13.4 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 13 22 15 93 90 115 118 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 401,560 COMMITMENTS 67,548 67,531 79,534 204,894 224,878 351,976 371,942 49,584 29,618 CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST: 2,624) -3,180 3,445 5,839 1,325 -5,115 3,985 4,169 -1,361 -1,545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 16.8 19.8 51.0 56.0 87.7 92.6 12.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 69 67 79 125 106 241 215 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,375 COMMITMENTS 1,028 2,112 207 5,708 5,023 6,943 7,341 1,432 1,034 CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST: 9) -72 -105 -55 -107 150 -233 -9 242 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 25.2 2.5 68.2 60.0 82.9 87.7 17.1 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 10 12 5 15 17 28 32 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,931,808 COMMITMENTS 379,296 402,436 48,663 1355859 1349169 1783817 1800268 147,991 131,541 CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST: -23,248) 584 -39,841 -10,428 -17,653 31,441 -27,497 -18,828 4,249 -4,420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 20.8 2.5 70.2 69.8 92.3 93.2 7.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311) 56 43 33 147 154 215 218 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,521,853 COMMITMENTS 843,631 654,629 414,817 2889728 2846165 4148176 3915610 373,678 606,243 CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST: 32,398) 90,242 -54,293 3,377 -68,452 79,266 25,168 28,350 7,230 4,047 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 14.5 9.2 63.9 62.9 91.7 86.6 8.3 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 473) 75 93 90 226 253 350 387 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,456,391 COMMITMENTS 218,434 125,476 4,278 1105815 1032301 1328527 1162055 127,864 294,336 CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST: 9,392) -2,370 -3,753 -11,468 15,331 24,939 1,493 9,718 7,899 -326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 8.6 0.3 75.9 70.9 91.2 79.8 8.8 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 16 23 10 81 102 106 126 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,690,788 COMMITMENTS 449,795 444,242 220,816 2715307 2584358 3385918 3249417 304,870 441,371 CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST: 126,718) 100,690 43,900 11,230 -2,097 59,792 109,823 114,922 16,894 11,796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 12.0 6.0 73.6 70.0 91.7 88.0 8.3 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337) 52 56 51 159 182 236 264 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,061,119 COMMITMENTS 53,854 132,182 180,584 801,957 717,534 1036395 1030300 24,724 30,819 CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST: 65,968) 1,527 -8,084 16,057 49,642 60,432 67,226 68,405 -1,258 -2,437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 12.5 17.0 75.6 67.6 97.7 97.1 2.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 8 23 25 54 66 81 97 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 60,733 COMMITMENTS 16,069 22,057 2,673 31,089 30,140 49,831 54,869 10,902 5,864 CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST: 7,188) -1,168 -292 1,056 6,305 6,253 6,192 7,017 996 172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 36.3 4.4 51.2 49.6 82.0 90.3 18.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 44 23 19 39 29 89 65 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 121,467 COMMITMENTS 32,138 44,113 5,346 62,179 60,280 99,662 109,739 21,804 11,728 CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST: 14,377) -2,336 -583 2,111 12,609 12,505 12,384 14,034 1,993 343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 36.3 4.4 51.2 49.6 82.0 90.3 18.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 44 23 19 39 29 89 65 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 44,996 COMMITMENTS 8,868 675 146 32,902 43,359 41,916 44,180 3,080 816 CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST: 5,182) -753 235 68 5,746 4,456 5,061 4,759 121 423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 1.5 0.3 73.1 96.4 93.2 98.2 6.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 9 2 2 24 13 34 16 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 39,139 COMMITMENTS 28,432 33,210 1,020 7,831 3,400 37,283 37,630 1,856 1,509 CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST: 569) 5,872 -1,728 874 -7,529 0 -783 -854 1,352 1,423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.6 84.9 2.6 20.0 8.7 95.3 96.1 4.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 35 12 3 4 1 41 14 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 150,496 COMMITMENTS 28,013 54,080 46,125 76,356 50,223 150,494 150,428 2 68 CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST: 2,853) 1,109 11,897 4 1,749 -9,037 2,862 2,864 -9 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 35.9 30.6 50.7 33.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 8 1 4 13 11 21
Updated September 17, 2021