WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 495,860 COMMITMENTS 90,605 96,601 179,941 190,401 175,458 460,948 452,000 34,912 43,861 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 8,800) 6,990 -5,070 5,909 -4,752 7,376 8,147 8,215 653 586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 19.5 36.3 38.4 35.4 93.0 91.2 7.0 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386) 142 96 149 101 118 316 304 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 14,299 COMMITMENTS 6,544 0 1,437 5,993 12,396 13,974 13,833 326 467 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 533) 1,258 -438 183 -855 1,151 586 896 -53 -363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.8 0.0 10.0 41.9 86.7 97.7 96.7 2.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 0 2 5 16 13 18 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 264,135 COMMITMENTS 92,862 47,059 62,622 84,422 131,834 239,906 241,516 24,229 22,619 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 1,823) 5,150 -10 769 -4,684 902 1,235 1,661 588 162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.2 17.8 23.7 32.0 49.9 90.8 91.4 9.2 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 93 50 80 77 90 208 189 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,880,818 COMMITMENTS 382,394 64,500 509,208 810,313 1077184 1701915 1650892 178,904 229,926 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 49,918) 17,732 -14,176 23,221 1,724 40,364 42,676 49,409 7,242 509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 3.4 27.1 43.1 57.3 90.5 87.8 9.5 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 828) 200 103 204 399 440 685 675 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,014 COMMITMENTS 749 117 623 1,938 2,791 3,310 3,531 2,704 2,483 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 322) -14 -4 124 53 140 163 260 159 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 1.9 10.4 32.2 46.4 55.0 58.7 45.0 41.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 4 4 11 9 22 14 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 762,618 COMMITMENTS 124,448 74,960 174,608 403,459 417,690 702,515 667,258 60,103 95,360 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -201,165) 3,424 -9,589 -93,406 -112,641 -96,813 -202,623 -199,808 1,458 -1,357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 9.8 22.9 52.9 54.8 92.1 87.5 7.9 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 538) 134 106 153 217 244 431 442 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 478,248 COMMITMENTS 112,951 29,713 108,251 222,730 318,014 443,932 455,978 34,316 22,270 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -3,529) 3,433 3,069 -7,471 -1,214 239 -5,253 -4,163 1,723 634 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 6.2 22.6 46.6 66.5 92.8 95.3 7.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 112 49 93 105 112 262 222 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,303,069 COMMITMENTS 98,567 167,129 77,834 954,965 862,911 1131365 1107874 171,704 195,195 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -65,432) -8,205 -9,897 -29,564 -24,396 -18,633 -62,165 -58,094 -3,267 -7,338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 12.8 6.0 73.3 66.2 86.8 85.0 13.2 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 25 34 40 107 116 155 167 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,218,162 COMMITMENTS 44,062 375,275 13,403 1007211 681,888 1064676 1070566 153,487 147,596 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 1,337) -16,780 2,650 222 17,485 5,949 927 8,821 411 -7,483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 30.8 1.1 82.7 56.0 87.4 87.9 12.6 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 14 25 15 92 80 114 112 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 484,541 COMMITMENTS 74,166 66,343 117,245 231,895 268,771 423,306 452,359 61,234 32,182 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -6,282) 5,505 -11,446 -4,809 -8,956 10,493 -8,260 -5,763 1,978 -519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 13.7 24.2 47.9 55.5 87.4 93.4 12.6 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 83 64 92 125 105 261 220 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,494 COMMITMENTS 1,607 1,830 442 5,051 5,229 7,100 7,501 1,394 993 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -552) -548 375 98 147 -1,119 -302 -646 -250 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 21.5 5.2 59.5 61.6 83.6 88.3 16.4 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 10 15 7 15 19 31 36 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,035,466 COMMITMENTS 325,939 441,518 69,211 1501021 1342605 1896171 1853333 139,295 182,132 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 35,719) -25,882 -42,903 20,505 33,070 45,255 27,693 22,856 8,026 12,863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 21.7 3.4 73.7 66.0 93.2 91.1 6.8 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 43 48 33 153 161 208 230 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,585,261 COMMITMENTS 654,917 756,100 386,768 3233508 2792807 4275193 3935675 310,068 649,585 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -354,201) -75,140 35,286 -145,855 -123,919 -242,622 -344,914 -353,191 -9,287 -1,010 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 16.5 8.4 70.5 60.9 93.2 85.8 6.8 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440) 56 92 82 219 240 323 366 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,536,861 COMMITMENTS 306,662 149,908 6,844 1116413 1096781 1429919 1253533 106,942 283,328 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 10,097) 5,376 -11,819 716 5,592 18,109 11,684 7,006 -1,587 3,091 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 9.8 0.4 72.6 71.4 93.0 81.6 7.0 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 15 22 12 84 106 108 131 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,852,589 COMMITMENTS 340,862 657,588 315,081 2934556 2373255 3590499 3345924 262,091 506,666 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -169,789) -6,680 37,005 -101,551 -62,505 -90,915 -170,736 -155,461 947 -14,329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 17.1 8.2 76.2 61.6 93.2 86.8 6.8 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351) 46 72 59 158 185 237 283 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,293,093 COMMITMENTS 72,575 117,166 186,367 1016206 961,796 1275148 1265329 17,945 27,764 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 75,318) -1,307 -11,200 6,709 71,029 82,122 76,431 77,631 -1,113 -2,313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 9.1 14.4 78.6 74.4 98.6 97.9 1.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 12 19 27 61 72 90 104 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 54,880 COMMITMENTS 20,804 19,940 1,098 24,201 26,801 46,103 47,839 8,777 7,041 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 1,630) 736 1,703 -195 1,117 -376 1,658 1,132 -28 498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.9 36.3 2.0 44.1 48.8 84.0 87.2 16.0 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 39 20 10 33 28 75 55 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 109,760 COMMITMENTS 41,609 39,881 2,195 48,401 53,602 92,205 95,678 17,554 14,082 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 3,260) 1,472 3,407 -390 2,234 -753 3,317 2,264 -57 996 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.9 36.3 2.0 44.1 48.8 84.0 87.2 16.0 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 39 20 10 33 28 75 55 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 42,876 COMMITMENTS 9,803 1,042 0 30,439 41,477 40,242 42,519 2,634 357 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 12) 1,043 393 0 -705 -262 338 131 -326 -119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 2.4 0.0 71.0 96.7 93.9 99.2 6.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 8 2 0 20 14 28 16 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 39,560 COMMITMENTS 20,522 35,696 1,790 16,575 2,016 38,887 39,502 673 58 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -2,239) -984 -2,337 98 -1,433 0 -2,319 -2,239 80 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.9 90.2 4.5 41.9 5.1 98.3 99.9 1.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 32 14 4 5 1 39 17 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 177,028 COMMITMENTS 29,179 46,332 70,563 77,274 60,074 177,016 176,969 12 59 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 3,774) -594 -475 4,487 -131 -233 3,762 3,779 12 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 26.2 39.9 43.7 33.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 8 1 3 13 10 21 UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,935 COMMITMENTS 1,900 450 140 770 2,325 2,810 2,915 125 20 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 365) 330 30 0 35 335 365 365 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.7 15.3 4.8 26.2 79.2 95.7 99.3 4.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 9 5 4 7 6 17 14
Updated October 29, 2021