WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 586,045 COMMITMENTS 120,555 93,022 221,666 205,402 224,341 547,624 539,028 38,421 47,016 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 21,008) 5,599 1,766 9,524 5,259 8,943 20,382 20,233 626 775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 15.9 37.8 35.0 38.3 93.4 92.0 6.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409) 151 109 158 100 126 336 318 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 19,535 COMMITMENTS 9,099 2,746 1,587 8,504 14,453 19,190 18,786 345 749 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 2,025) 434 400 303 1,241 953 1,978 1,656 47 369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.6 14.1 8.1 43.5 74.0 98.2 96.2 1.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 2 4 6 14 14 18 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 285,026 COMMITMENTS 93,568 39,776 76,199 90,276 145,644 260,042 261,618 24,983 23,408 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 11,450) 3,706 -200 3,603 5,807 7,418 13,115 10,820 -1,665 629 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.8 14.0 26.7 31.7 51.1 91.2 91.8 8.8 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 101 39 82 82 96 219 194 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,099,574 COMMITMENTS 495,158 65,691 579,465 841,994 1224677 1916618 1869833 182,956 229,741 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 24,106) 19,175 -1,735 4,392 909 26,893 24,476 29,550 -370 -5,443 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 3.1 27.6 40.1 58.3 91.3 89.1 8.7 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 871) 211 124 209 403 450 726 694 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,406 COMMITMENTS 845 100 672 2,244 2,780 3,760 3,552 2,646 2,854 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 84) 41 -8 78 178 47 298 117 -214 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 1.6 10.5 35.0 43.4 58.7 55.4 41.3 44.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 9 1 3 13 9 23 13 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 823,369 COMMITMENTS 140,276 65,354 200,637 422,702 458,862 763,615 724,853 59,754 98,516 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 38,184) 9,562 -11,582 19,610 3,696 29,564 32,868 37,593 5,315 591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 7.9 24.4 51.3 55.7 92.7 88.0 7.3 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572) 150 125 192 206 245 463 475 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 498,334 COMMITMENTS 108,765 36,798 119,783 234,989 317,944 463,538 474,525 34,796 23,809 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 2,490) 3,753 -3,159 -1,073 -1,417 6,949 1,263 2,717 1,227 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 7.4 24.0 47.2 63.8 93.0 95.2 7.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 110 51 89 109 117 263 224 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,452,281 COMMITMENTS 154,288 155,814 136,484 962,162 966,503 1252934 1258801 199,347 193,480 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 23,530) 9,222 3,577 8,075 19,132 26,118 36,429 37,771 -12,899 -14,241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 10.7 9.4 66.3 66.6 86.3 86.7 13.7 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 39 27 49 106 113 167 167 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,288,043 COMMITMENTS 75,005 366,725 15,734 1029708 749,212 1120447 1131671 167,596 156,372 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 27,598) 816 -6,333 -838 16,849 24,347 16,826 17,176 10,772 10,422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 28.5 1.2 79.9 58.2 87.0 87.9 13.0 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 18 16 17 93 84 119 109 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 497,835 COMMITMENTS 95,948 20,686 128,209 216,198 320,805 440,355 469,699 57,480 28,136 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -22,049) 2,332 -8,571 -12,411 -8,244 2,756 -18,323 -18,227 -3,726 -3,822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 4.2 25.8 43.4 64.4 88.5 94.3 11.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 91 52 94 110 112 248 220 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,092 COMMITMENTS 2,519 1,197 939 4,584 7,136 8,043 9,272 2,049 820 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 1,810) 1,099 -296 376 -371 1,932 1,105 2,012 705 -202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 11.9 9.3 45.4 70.7 79.7 91.9 20.3 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 18 9 7 12 19 34 31 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,144,601 COMMITMENTS 300,222 345,961 140,699 1563469 1465511 2004390 1952172 140,210 192,429 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 117,502) -43,037 -3,245 62,610 80,848 46,977 100,420 106,341 17,081 11,161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 16.1 6.6 72.9 68.3 93.5 91.0 6.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323) 42 62 38 157 168 215 253 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,060,695 COMMITMENTS 447,227 703,189 591,717 3644528 3077797 4683472 4372703 377,223 687,991 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 201,896) -51,311 -36,907 63,404 131,263 120,505 143,356 147,002 58,540 54,894 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 13.9 11.7 72.0 60.8 92.5 86.4 7.5 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 438) 60 82 80 226 241 333 356 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,570,048 COMMITMENTS 297,229 140,643 32,361 1125042 1089634 1454632 1262638 115,416 307,410 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -43,668) -27,732 -21,908 11,648 -29,900 -61,932 -45,984 -72,192 2,316 28,524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 9.0 2.1 71.7 69.4 92.6 80.4 7.4 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 19 25 19 81 101 112 133 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,572,916 COMMITMENTS 292,351 594,976 614,883 3342727 2741703 4249961 3951562 322,955 621,355 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 539,030) 10,059 -24,533 235,604 239,565 218,729 485,227 429,801 53,802 109,229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 13.0 13.4 73.1 60.0 92.9 86.4 7.1 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339) 36 75 64 176 185 254 282 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,298,421 COMMITMENTS 62,546 144,551 162,737 1054351 959,071 1279634 1266359 18,787 32,062 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 90,744) 3,764 20,563 17,041 71,893 51,452 92,698 89,056 -1,954 1,688 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 11.1 12.5 81.2 73.9 98.6 97.5 1.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 13 22 25 58 66 85 101 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 53,347 COMMITMENTS 19,541 20,606 573 23,348 26,035 43,462 47,214 9,885 6,133 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 1,147) 1,220 215 -703 -420 2,077 97 1,589 1,050 -442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.6 38.6 1.1 43.8 48.8 81.5 88.5 18.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 35 23 11 37 28 76 58 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 106,694 COMMITMENTS 39,082 41,212 1,147 46,695 52,069 86,924 94,428 19,770 12,266 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 2,295) 2,440 431 -1,405 -840 4,153 195 3,179 2,100 -884 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.6 38.6 1.1 43.8 48.8 81.5 88.5 18.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 35 23 11 37 28 76 58 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 41,339 COMMITMENTS 8,774 1,099 0 29,983 39,735 38,757 40,834 2,582 505 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -1,308) -1,108 398 0 -132 -1,764 -1,240 -1,366 -68 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 2.7 0.0 72.5 96.1 93.8 98.8 6.2 1.2 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 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 40,278 COMMITMENTS 22,440 36,367 1,839 15,222 2,016 39,501 40,222 777 56 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -58) -31 -77 14 -46 0 -63 -63 5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.7 90.3 4.6 37.8 5.0 98.1 99.9 1.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 29 13 3 7 1 39 14 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 191,935 COMMITMENTS 30,043 35,755 95,708 66,182 60,383 191,933 191,846 2 89 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 1,373) -516 -2,491 5,441 -3,540 -1,583 1,385 1,367 -12 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 18.6 49.9 34.5 31.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 7 1 3 12 9 19 UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,195 COMMITMENTS 1,750 480 200 1,130 2,450 3,080 3,130 115 65 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 90) 15 0 0 90 95 105 95 -15 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.8 15.0 6.3 35.4 76.7 96.4 98.0 3.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 4 3 9 6 17 13
Updated November 29, 2021