WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 440,731 COMMITMENTS 103,541 94,009 146,059 154,938 157,774 404,538 397,841 36,193 42,890 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -8,799) -4,246 -2,356 -2,191 -4,308 -5,534 -10,746 -10,082 1,947 1,282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 21.3 33.1 35.2 35.8 91.8 90.3 8.2 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364) 127 95 132 93 115 294 279 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 17,886 COMMITMENTS 7,590 2,696 1,797 8,013 12,993 17,400 17,486 486 400 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -453) -532 -50 306 -111 -509 -337 -253 -116 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.4 15.1 10.0 44.8 72.6 97.3 97.8 2.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 2 4 6 13 14 17 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 247,516 COMMITMENTS 88,151 40,211 56,065 78,269 129,458 222,486 225,735 25,031 21,782 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -3,863) -4,001 -9 187 -2,414 -4,404 -6,228 -4,227 2,365 364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.6 16.2 22.7 31.6 52.3 89.9 91.2 10.1 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 90 43 73 73 87 199 175 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,724,182 COMMITMENTS 465,653 65,574 353,461 734,976 1101882 1554091 1520917 170,092 203,265 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 42,788) 10,219 -8,178 10,013 15,916 47,144 36,148 48,979 6,640 -6,191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 3.8 20.5 42.6 63.9 90.1 88.2 9.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 829) 192 110 174 357 444 638 654 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,827 COMMITMENTS 846 100 161 1,434 1,882 2,442 2,143 2,385 2,684 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -120) -3 0 -12 2 -233 -13 -245 -107 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 2.1 3.3 29.7 39.0 50.6 44.4 49.4 55.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 1 2 9 6 18 9 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 791,580 COMMITMENTS 123,754 62,373 194,650 418,101 440,563 736,504 697,585 55,075 93,994 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 700) -4,584 -6,856 10,144 -6,740 -1,939 -1,180 1,350 1,879 -650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 7.9 24.6 52.8 55.7 93.0 88.1 7.0 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 543) 146 111 187 210 235 453 454 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 425,461 COMMITMENTS 90,423 39,572 84,385 221,137 276,283 395,946 400,241 29,515 25,220 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -11,057) -6,746 -3,715 -4,692 1,817 -529 -9,621 -8,936 -1,436 -2,121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 9.3 19.8 52.0 64.9 93.1 94.1 6.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 100 46 85 104 101 244 205 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,397,708 COMMITMENTS 129,094 154,669 117,997 948,653 939,692 1195744 1212359 201,964 185,349 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 15,370) -382 -4,184 6,365 -3,516 2,562 2,468 4,743 12,902 10,627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 11.1 8.4 67.9 67.2 85.6 86.7 14.4 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 32 24 38 107 109 158 152 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,231,803 COMMITMENTS 75,426 365,761 16,277 986,475 712,421 1078177 1094459 153,626 137,344 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -11,063) 6,104 -14,040 -7,332 -13,704 8,916 -14,932 -12,456 3,869 1,393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 29.7 1.3 80.1 57.8 87.5 88.9 12.5 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 19 15 14 91 84 116 107 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 418,151 COMMITMENTS 76,978 30,511 87,016 200,373 271,582 364,367 389,109 53,784 29,042 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -12,166) -6,485 4,847 -3,631 -2,760 -15,637 -12,875 -14,421 709 2,254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 7.3 20.8 47.9 64.9 87.1 93.1 12.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 76 55 82 104 97 225 199 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,929 COMMITMENTS 2,298 1,114 537 4,339 6,403 7,173 8,053 1,756 876 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -226) -168 99 -33 234 -182 33 -115 -260 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 12.5 6.0 48.6 71.7 80.3 90.2 19.7 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 16 10 7 13 20 33 33 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,902,996 COMMITMENTS 333,027 300,580 104,732 1336145 1313617 1773904 1718929 129,092 184,068 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 109,968) 42,961 26,853 35,501 28,855 40,537 107,317 102,892 2,651 7,076 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 15.8 5.5 70.2 69.0 93.2 90.3 6.8 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 40 62 32 155 176 207 258 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,448,938 COMMITMENTS 447,465 633,146 418,187 3277033 2810398 4142685 3861730 306,253 587,207 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 73,415) 10,476 -20,508 415 70,570 84,179 81,461 64,086 -8,046 9,329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 14.2 9.4 73.7 63.2 93.1 86.8 6.9 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429) 60 80 74 222 233 321 348 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,374,429 COMMITMENTS 252,678 139,071 22,170 992,329 937,917 1267177 1099158 107,252 275,271 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -54,311) 2,242 -2,485 -21,482 -38,292 -26,525 -57,532 -50,492 3,221 -3,819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 10.1 1.6 72.2 68.2 92.2 80.0 7.8 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 17 26 14 82 93 110 122 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,860,924 COMMITMENTS 207,979 573,044 317,175 3075865 2465665 3601019 3355884 259,906 505,040 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 109,910) -35,861 30,138 22,234 128,164 70,925 114,536 123,297 -4,626 -13,386 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 14.8 8.2 79.7 63.9 93.3 86.9 6.7 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342) 36 68 55 168 196 237 286 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,338,244 COMMITMENTS 48,763 162,082 181,112 1086342 966,602 1316217 1309796 22,027 28,448 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -87,794) -3,668 11,173 -10,218 -77,647 -82,991 -91,533 -82,036 3,739 -5,758 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 12.1 13.5 81.2 72.2 98.4 97.9 1.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 16 23 26 60 66 91 100 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 52,007 COMMITMENTS 18,865 21,119 453 24,489 22,766 43,807 44,339 8,200 7,669 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 771) 1,868 659 -373 7 -477 1,502 -191 -731 962 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.3 40.6 0.9 47.1 43.8 84.2 85.3 15.8 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 36 20 13 36 28 76 57 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 104,015 COMMITMENTS 37,729 42,238 907 48,978 45,533 87,614 88,677 16,401 15,337 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 1,542) 3,736 1,319 -746 14 -954 3,004 -381 -1,462 1,923 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.3 40.6 0.9 47.1 43.8 84.2 85.3 15.8 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 36 20 13 36 28 76 57 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 40,408 COMMITMENTS 7,618 1,469 0 30,406 38,585 38,024 40,054 2,384 354 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 617) -625 535 0 1,335 -40 710 495 -93 122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 3.6 0.0 75.2 95.5 94.1 99.1 5.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 8 3 0 21 14 29 17 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 48,211 COMMITMENTS 28,421 44,842 1,312 17,881 2,016 47,614 48,170 597 41 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 8,913) 4,479 8,952 -21 4,485 0 8,943 8,931 -30 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.0 93.0 2.7 37.1 4.2 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 28 13 3 5 1 35 15 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 191,404 COMMITMENTS 30,304 24,182 111,671 49,426 55,495 191,401 191,348 3 56 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -3,620) 793 -10,727 13,712 -18,126 -6,603 -3,621 -3,618 1 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 12.6 58.3 25.8 29.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 7 1 3 13 9 20 UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,020 COMMITMENTS 1,730 580 135 1,075 2,190 2,940 2,905 80 115 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 155) 90 95 15 50 40 155 150 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.3 19.2 4.5 35.6 72.5 97.4 96.2 2.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 7 3 8 6 18 15
Updated December 10, 2021