WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 565,036 COMMITMENTS 114,956 91,255 212,142 200,143 215,397 527,241 518,795 37,795 46,241 CHANGES FROM 11/09/21 (CHANGE IN OPEN INTEREST: 41,777) 10,283 -3,040 13,695 18,480 28,764 42,458 39,420 -681 2,357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 16.2 37.5 35.4 38.1 93.3 91.8 6.7 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411) 153 105 166 99 126 340 322 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 17,511 COMMITMENTS 8,665 2,346 1,284 7,263 13,500 17,212 17,130 299 381 CHANGES FROM 11/09/21 (CHANGE IN OPEN INTEREST: 2,272) -70 2,046 879 1,506 -427 2,315 2,498 -43 -226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.5 13.4 7.3 41.5 77.1 98.3 97.8 1.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 2 4 5 13 13 17 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 273,576 COMMITMENTS 89,862 39,975 72,596 84,469 138,226 246,927 250,798 26,649 22,778 CHANGES FROM 11/09/21 (CHANGE IN OPEN INTEREST: 8,616) 480 -926 4,990 1,274 5,369 6,744 9,433 1,872 -817 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.8 14.6 26.5 30.9 50.5 90.3 91.7 9.7 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 90 45 86 81 92 218 193 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,075,468 COMMITMENTS 475,984 67,426 575,074 841,085 1197784 1892142 1840284 183,326 235,184 CHANGES FROM 11/09/21 (CHANGE IN OPEN INTEREST: 73,356) 20,811 -1,110 35,606 18,336 39,978 74,753 74,474 -1,397 -1,118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 3.2 27.7 40.5 57.7 91.2 88.7 8.8 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 861) 224 114 210 402 441 723 685 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,322 COMMITMENTS 804 108 593 2,066 2,733 3,463 3,434 2,860 2,888 CHANGES FROM 11/09/21 (CHANGE IN OPEN INTEREST: 114) 84 -7 19 -34 -22 69 -10 45 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 1.7 9.4 32.7 43.2 54.8 54.3 45.2 45.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 3 3 10 9 21 13 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 785,185 COMMITMENTS 130,714 76,936 181,026 419,007 429,298 730,747 687,261 54,438 97,925 CHANGES FROM 11/09/21 (CHANGE IN OPEN INTEREST: 19,618) 6,563 -10,279 2,042 11,161 23,431 19,766 15,194 -148 4,424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 9.8 23.1 53.4 54.7 93.1 87.5 6.9 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 565) 133 139 179 204 242 446 470 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 495,844 COMMITMENTS 105,012 39,957 120,856 236,406 310,995 462,275 471,808 33,569 24,036 CHANGES FROM 11/09/21 (CHANGE IN OPEN INTEREST: 10,988) 1,369 4,092 1,973 3,802 4,112 7,145 10,178 3,843 810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 8.1 24.4 47.7 62.7 93.2 95.2 6.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 109 50 86 105 110 253 216 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,428,751 COMMITMENTS 145,066 152,237 128,409 943,030 940,385 1216505 1221031 212,246 207,720 CHANGES FROM 11/09/21 (CHANGE IN OPEN INTEREST: -17,775) 21,098 7,200 -11,267 -40,869 -34,297 -31,038 -38,364 13,263 20,589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 10.7 9.0 66.0 65.8 85.1 85.5 14.9 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 32 31 42 104 114 159 164 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,260,445 COMMITMENTS 74,189 373,058 16,572 1012859 724,865 1103621 1114495 156,824 145,950 CHANGES FROM 11/09/21 (CHANGE IN OPEN INTEREST: 15,723) 15,976 14,085 1,308 -227 3,433 17,057 18,825 -1,334 -3,103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 29.6 1.3 80.4 57.5 87.6 88.4 12.4 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 16 16 15 93 82 117 105 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 519,884 COMMITMENTS 93,617 29,257 140,620 224,442 318,049 458,678 487,926 61,205 31,958 CHANGES FROM 11/09/21 (CHANGE IN OPEN INTEREST: 20,712) 5,401 -25,189 14,221 -281 31,485 19,342 20,516 1,370 195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 5.6 27.0 43.2 61.2 88.2 93.9 11.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 99 43 94 111 106 251 211 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,282 COMMITMENTS 1,420 1,493 563 4,955 5,204 6,938 7,260 1,344 1,022 CHANGES FROM 11/09/21 (CHANGE IN OPEN INTEREST: -778) 296 -1,151 -356 -775 979 -835 -528 56 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 18.0 6.8 59.8 62.8 83.8 87.7 16.2 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 13 10 8 13 16 30 31 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,027,099 COMMITMENTS 343,259 349,207 78,089 1482621 1418534 1903970 1845830 123,129 181,268 CHANGES FROM 11/09/21 (CHANGE IN OPEN INTEREST: 3,803) 865 -13,041 323 5,392 12,625 6,580 -92 -2,777 3,895 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 17.2 3.9 73.1 70.0 93.9 91.1 6.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332) 47 58 36 156 175 215 257 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,858,798 COMMITMENTS 498,537 740,095 528,313 3513265 2957293 4540116 4225701 318,683 633,097 CHANGES FROM 11/09/21 (CHANGE IN OPEN INTEREST: 281,694) 23,978 30,179 57,223 201,894 203,622 283,095 291,024 -1,401 -9,329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 15.2 10.9 72.3 60.9 93.4 87.0 6.6 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445) 59 87 79 230 245 339 361 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,613,716 COMMITMENTS 324,961 162,551 20,713 1154942 1151566 1500616 1334830 113,100 278,886 CHANGES FROM 11/09/21 (CHANGE IN OPEN INTEREST: -2,487) -30,049 9,591 13,083 7,322 -14,955 -9,644 7,719 7,157 -10,206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 10.1 1.3 71.6 71.4 93.0 82.7 7.0 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 17 27 17 77 104 105 137 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,033,887 COMMITMENTS 282,292 619,509 379,279 3103163 2522973 3764734 3521761 269,153 512,126 CHANGES FROM 11/09/21 (CHANGE IN OPEN INTEREST: 123,749) 37,475 35,817 55,909 26,470 17,038 119,854 108,764 3,895 14,985 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 15.4 9.4 76.9 62.5 93.3 87.3 6.7 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349) 41 69 56 179 194 253 286 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,207,677 COMMITMENTS 58,782 123,988 145,696 982,458 907,619 1186936 1177303 20,741 30,374 CHANGES FROM 11/09/21 (CHANGE IN OPEN INTEREST: 50,399) 9,896 7,153 3,191 39,324 41,661 52,411 52,005 -2,012 -1,606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 10.3 12.1 81.4 75.2 98.3 97.5 1.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 10 22 24 59 68 85 100 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 52,200 COMMITMENTS 18,321 20,390 1,276 23,768 23,958 43,365 45,625 8,835 6,575 CHANGES FROM 11/09/21 (CHANGE IN OPEN INTEREST: 121) 7 1,458 -142 734 -611 598 705 -478 -584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.1 39.1 2.4 45.5 45.9 83.1 87.4 16.9 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 40 20 11 40 27 84 54 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 104,399 COMMITMENTS 36,642 40,781 2,552 47,535 47,916 86,730 91,249 17,670 13,150 CHANGES FROM 11/09/21 (CHANGE IN OPEN INTEREST: 241) 13 2,917 -284 1,468 -1,222 1,196 1,410 -955 -1,169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.1 39.1 2.4 45.5 45.9 83.1 87.4 16.9 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 40 20 11 40 27 84 54 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 42,647 COMMITMENTS 9,882 701 0 30,115 41,499 39,997 42,200 2,650 447 CHANGES FROM 11/09/21 (CHANGE IN OPEN INTEREST: 454) 152 270 0 931 93 1,083 363 -629 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 1.6 0.0 70.6 97.3 93.8 99.0 6.2 1.0 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 11/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 40,336 COMMITMENTS 22,471 36,444 1,825 15,268 2,016 39,564 40,285 772 51 CHANGES FROM 11/09/21 (CHANGE IN OPEN INTEREST: 1,231) 1,444 1,226 22 -238 0 1,228 1,248 3 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.7 90.4 4.5 37.9 5.0 98.1 99.9 1.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 33 12 4 7 1 42 15 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 190,562 COMMITMENTS 30,559 38,246 90,267 69,722 61,966 190,548 190,479 14 83 CHANGES FROM 11/09/21 (CHANGE IN OPEN INTEREST: 2,249) 560 -2,008 4,032 -2,350 198 2,242 2,222 7 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 20.1 47.4 36.6 32.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 8 1 3 12 9 20 UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,105 COMMITMENTS 1,735 480 200 1,040 2,355 2,975 3,035 130 70 CHANGES FROM 11/09/21 (CHANGE IN OPEN INTEREST: 80) -60 45 0 25 15 -35 60 115 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.9 15.5 6.4 33.5 75.8 95.8 97.7 4.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 4 3 9 5 17 12
Updated November 19, 2021