WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 431,266 COMMITMENTS 78,979 79,800 144,856 176,380 165,141 400,215 389,798 31,052 41,469 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -3,000) -6,240 -3,231 750 568 -1,052 -4,922 -3,534 1,922 533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 18.5 33.6 40.9 38.3 92.8 90.4 7.2 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354) 120 93 136 93 114 284 282 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 15,142 COMMITMENTS 3,059 3,290 458 10,922 10,938 14,439 14,686 704 457 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -148) -113 173 -87 204 -196 4 -110 -152 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 21.7 3.0 72.1 72.2 95.4 97.0 4.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 3 2 8 13 14 17 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 244,081 COMMITMENTS 79,595 49,484 55,933 87,331 117,477 222,860 222,894 21,221 21,187 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: 321) 558 573 509 -1,246 -2,282 -179 -1,200 501 1,522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.6 20.3 22.9 35.8 48.1 91.3 91.3 8.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 81 51 71 82 86 195 181 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,825,578 COMMITMENTS 351,731 70,067 502,167 816,396 1023067 1670294 1595301 155,284 230,276 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: 6,094) -1,502 -5,611 5,758 -1,975 2,315 2,280 2,461 3,814 3,633 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 3.8 27.5 44.7 56.0 91.5 87.4 8.5 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 839) 189 113 197 407 453 683 692 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,839 COMMITMENTS 1,054 203 256 1,301 2,676 2,611 3,135 2,228 1,703 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: 148) 41 27 -7 35 -33 68 -13 80 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 4.2 5.3 26.9 55.3 54.0 64.8 46.0 35.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 10 4 3 10 8 22 13 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 857,135 COMMITMENTS 120,000 70,832 238,963 443,059 466,410 802,023 776,205 55,112 80,930 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: 11,875) -5,663 2,029 6,335 10,988 1,076 11,659 9,440 216 2,435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 8.3 27.9 51.7 54.4 93.6 90.6 6.4 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 606) 154 139 186 235 265 493 496 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 20,738 COMMITMENTS 18,303 633 51 7 7,631 18,361 8,315 2,377 12,423 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -652) 0 -18 -4 -3 -1,019 -7 -1,041 -645 389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 88.3 3.1 0.2 0.0 36.8 88.5 40.1 11.5 59.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 3 3 2 15 8 21 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 445,944 COMMITMENTS 81,849 46,656 107,873 228,726 266,838 418,447 421,366 27,497 24,578 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -54) -1,692 6,263 1,511 691 -9,606 509 -1,833 -563 1,779 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 10.5 24.2 51.3 59.8 93.8 94.5 6.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316) 91 68 90 118 115 260 230 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,350,143 COMMITMENTS 118,040 214,738 82,782 949,575 861,917 1150397 1159437 199,746 190,705 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -37,336) -21,014 4,766 -6,939 -992 -28,638 -28,944 -30,810 -8,391 -6,526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 15.9 6.1 70.3 63.8 85.2 85.9 14.8 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 23 40 37 103 111 149 165 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,243,274 COMMITMENTS 75,958 370,722 9,954 997,136 720,222 1083047 1100897 160,227 142,377 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -3,434) 918 -6,106 -8,916 11,106 11,027 3,107 -3,995 -6,541 561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 29.8 0.8 80.2 57.9 87.1 88.5 12.9 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 15 25 15 94 87 118 118 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 406,065 COMMITMENTS 65,286 64,128 87,932 200,435 223,514 353,652 375,574 52,413 30,491 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: 4,505) -2,262 -3,403 8,398 -4,460 -1,364 1,676 3,631 2,828 874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 15.8 21.7 49.4 55.0 87.1 92.5 12.9 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 67 69 81 123 102 243 211 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,888 COMMITMENTS 1,758 1,823 338 5,438 5,855 7,534 8,017 1,353 871 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: 512) 730 -288 132 -270 832 591 676 -79 -163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 20.5 3.8 61.2 65.9 84.8 90.2 15.2 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 15 13 6 15 17 35 32 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,929,066 COMMITMENTS 381,791 410,653 36,266 1359506 1348655 1777563 1795574 151,503 133,492 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -2,743) 2,495 8,217 -12,396 3,647 -514 -6,254 -4,694 3,511 1,951 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 21.3 1.9 70.5 69.9 92.1 93.1 7.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 51 48 34 145 152 208 222 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,503,264 COMMITMENTS 767,981 659,492 388,745 2987673 2859636 4144400 3907873 358,864 595,391 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -18,590) -75,650 4,863 -26,071 97,946 13,471 -3,776 -7,738 -14,814 -10,852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 14.6 8.6 66.3 63.5 92.0 86.8 8.0 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 460) 58 100 91 231 249 350 379 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,441,200 COMMITMENTS 222,142 135,911 4,404 1090610 1025267 1317156 1165582 124,044 275,618 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -15,191) 3,708 10,435 126 -15,205 -7,034 -11,371 3,527 -3,820 -18,718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 9.4 0.3 75.7 71.1 91.4 80.9 8.6 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 15 24 11 80 103 104 129 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,761,898 COMMITMENTS 448,234 563,585 234,388 2784788 2526265 3467410 3324238 294,487 437,659 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: 71,110) -1,561 119,343 13,571 69,482 -58,093 81,492 74,822 -10,383 -3,712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 15.0 6.2 74.0 67.2 92.2 88.4 7.8 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337) 52 57 52 157 184 234 268 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,118,976 COMMITMENTS 59,411 145,465 182,713 852,761 756,956 1094885 1085134 24,091 33,842 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: 57,857) 5,557 13,283 2,129 50,804 39,422 58,490 54,834 -633 3,023 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 13.0 16.3 76.2 67.6 97.8 97.0 2.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 7 22 23 53 66 78 95 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 48,078 COMMITMENTS 12,350 20,788 1,113 25,477 20,533 38,939 42,433 9,139 5,646 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -12,655) -3,720 -1,269 -1,560 -5,612 -9,607 -10,892 -12,437 -1,763 -218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 43.2 2.3 53.0 42.7 81.0 88.3 19.0 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 33 21 11 35 24 71 53 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 96,157 COMMITMENTS 24,699 41,575 2,225 50,954 41,065 77,878 84,865 18,279 11,291 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -25,310) -7,439 -2,538 -3,121 -11,225 -19,215 -21,784 -24,873 -3,526 -437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 43.2 2.3 53.0 42.7 81.0 88.3 19.0 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 33 21 11 35 24 71 53 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 37,579 COMMITMENTS 8,794 431 0 26,038 36,560 34,832 36,991 2,747 588 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -7,417) -74 -244 -146 -6,864 -6,799 -7,084 -7,189 -333 -228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 1.1 0.0 69.3 97.3 92.7 98.4 7.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 9 1 0 18 12 27 13 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 28,142 COMMITMENTS 18,190 24,338 1,726 7,791 2,016 27,707 28,080 435 62 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -10,997) -10,242 -8,872 706 -40 -1,384 -9,576 -9,550 -1,421 -1,447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.6 86.5 6.1 27.7 7.2 98.5 99.8 1.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 27 11 2 4 1 33 12 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 154,887 COMMITMENTS 28,473 50,900 50,434 75,976 53,505 154,883 154,839 4 48 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: 4,391) 460 -3,180 4,309 -380 3,282 4,389 4,411 2 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 32.9 32.6 49.1 34.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 8 1 4 14 11 22
Updated September 24, 2021