WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 444,789 COMMITMENTS 92,527 91,739 156,822 162,323 156,534 411,671 405,094 33,118 39,694 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 564) -4,605 -2,949 2,516 5,329 2,870 3,240 2,437 -2,676 -1,873 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 20.6 35.3 36.5 35.2 92.6 91.1 7.4 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364) 120 100 146 94 115 292 293 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 18,552 COMMITMENTS 7,961 3,071 1,680 8,516 13,397 18,157 18,148 395 404 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 693) 317 300 -125 352 414 544 589 149 104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.9 16.6 9.1 45.9 72.2 97.9 97.8 2.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 2 4 7 15 15 19 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 247,544 COMMITMENTS 82,084 33,510 60,140 79,970 131,657 222,194 225,307 25,349 22,237 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 8,159) -2,822 -6,221 6,218 3,565 6,924 6,961 6,921 1,197 1,238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.2 13.5 24.3 32.3 53.2 89.8 91.0 10.2 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 88 46 73 80 93 205 181 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,801,189 COMMITMENTS 497,737 64,818 387,198 738,039 1138073 1622974 1590089 178,215 211,100 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 44,157) 18,604 470 19,883 1,133 20,951 39,620 41,304 4,538 2,853 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 3.6 21.5 41.0 63.2 90.1 88.3 9.9 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 838) 215 106 172 357 447 651 657 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,634 COMMITMENTS 852 167 37 1,604 1,506 2,493 1,710 2,141 2,924 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -321) -3 0 -92 82 -207 -13 -299 -308 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 3.6 0.8 34.6 32.5 53.8 36.9 46.2 63.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 2 1 11 5 19 8 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 789,405 COMMITMENTS 146,271 45,093 198,408 385,107 454,666 729,785 698,167 59,619 91,238 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 22,220) 28,002 -12,742 10,615 -19,821 27,539 18,796 25,412 3,423 -3,193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 5.7 25.1 48.8 57.6 92.4 88.4 7.6 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 548) 171 98 181 206 235 462 442 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 456,215 COMMITMENTS 81,374 54,844 102,146 242,220 269,153 425,740 426,142 30,474 30,072 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 4,780) -2,275 1,802 6,384 825 -5,352 4,933 2,833 -153 1,947 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 12.0 22.4 53.1 59.0 93.3 93.4 6.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 91 66 97 109 111 253 232 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,392,350 COMMITMENTS 156,076 174,749 96,395 943,743 946,018 1196213 1217162 196,137 175,188 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -8,485) 7,546 3,149 -13,353 4,148 -6,657 -1,659 -16,860 -6,827 8,375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 12.6 6.9 67.8 67.9 85.9 87.4 14.1 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 35 24 34 108 108 158 151 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,254,534 COMMITMENTS 83,043 380,604 5,924 1004509 739,471 1093476 1125999 161,058 128,535 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 312) -4,735 373 -7,572 7,321 2,009 -4,987 -5,190 5,299 5,502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 30.3 0.5 80.1 58.9 87.2 89.8 12.8 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 17 16 14 89 83 112 107 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 452,464 COMMITMENTS 97,935 18,278 102,265 198,416 303,231 398,616 423,774 53,847 28,690 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 17,771) 5,295 -6,185 6,446 7,583 18,282 19,324 18,543 -1,554 -772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 4.0 22.6 43.9 67.0 88.1 93.7 11.9 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 97 47 79 111 104 246 199 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,823 COMMITMENTS 1,190 1,777 850 5,316 5,030 7,356 7,657 1,467 1,166 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 86) -442 532 53 332 -526 -57 60 143 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 20.1 9.6 60.3 57.0 83.4 86.8 16.6 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 10 12 7 16 15 30 31 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,984,733 COMMITMENTS 408,230 328,303 122,114 1331335 1341102 1861679 1791519 123,054 193,214 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 5,924) 10,867 -24,517 5,084 -11,976 25,154 3,975 5,720 1,948 204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 16.5 6.2 67.1 67.6 93.8 90.3 6.2 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334) 36 61 28 154 184 199 264 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,434,140 COMMITMENTS 445,099 704,311 403,012 3268815 2766190 4116927 3873513 317,214 560,627 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 37,385) 1,220 68,292 -4,160 35,696 -5,850 32,756 58,281 4,630 -20,896 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 15.9 9.1 73.7 62.4 92.8 87.4 7.2 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439) 57 83 76 228 237 331 352 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,353,497 COMMITMENTS 259,469 148,557 14,534 964,154 922,467 1238157 1085558 115,340 267,939 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -14,613) 2,155 -736 -4,937 -23,344 6,200 -26,126 527 11,513 -15,140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 11.0 1.1 71.2 68.2 91.5 80.2 8.5 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 18 26 12 80 89 107 118 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,935,659 COMMITMENTS 265,663 575,512 306,853 3105932 2539948 3678449 3422314 257,209 513,345 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 11,143) -28,387 -23,857 1,415 47,963 21,792 20,990 -650 -9,847 11,793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 14.6 7.8 78.9 64.5 93.5 87.0 6.5 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350) 36 74 56 167 197 242 288 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,368,542 COMMITMENTS 44,107 133,536 170,561 1131988 1025390 1346656 1329487 21,886 39,055 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 37,446) -4,852 -4,735 -13,092 55,607 51,130 37,663 33,303 -217 4,143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 9.8 12.5 82.7 74.9 98.4 97.1 1.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 8 23 25 60 68 88 97 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 45,796 COMMITMENTS 13,701 18,314 321 23,679 21,284 37,701 39,919 8,095 5,877 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -14,875) -1,836 -586 -2,152 -9,320 -9,807 -13,308 -12,545 -1,567 -2,330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 40.0 0.7 51.7 46.5 82.3 87.2 17.7 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 28 15 7 39 22 69 42 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 91,593 COMMITMENTS 27,402 36,627 643 47,358 42,569 75,403 79,839 16,190 11,754 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -29,751) -3,672 -1,172 -4,305 -18,640 -19,614 -26,617 -25,090 -3,134 -4,660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 40.0 0.7 51.7 46.5 82.3 87.2 17.7 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 28 15 7 39 22 69 42 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 39,138 COMMITMENTS 7,695 784 0 29,070 38,046 36,765 38,830 2,373 308 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -32,963) 386 -838 -32 -32,745 -32,149 -32,391 -33,019 -572 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 2.0 0.0 74.3 97.2 93.9 99.2 6.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 10 2 0 19 11 29 13 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 39,947 COMMITMENTS 28,352 38,336 967 10,137 600 39,456 39,903 491 44 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -13,555) -1,153 248 -12,047 -307 -1,773 -13,507 -13,572 -48 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.0 96.0 2.4 25.4 1.5 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 24 13 3 4 1 30 15 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 104,953 COMMITMENTS 24,580 49,728 28,610 51,763 26,554 104,953 104,892 0 61 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 1,496) -566 -2,580 3,462 -1,400 611 1,496 1,493 0 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 47.4 27.3 49.3 25.3 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 6 1 2 12 7 18 UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,005 COMMITMENTS 1,755 530 170 1,000 2,205 2,925 2,905 80 100 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -10) 10 -20 20 -40 -10 -10 -10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.4 17.6 5.7 33.3 73.4 97.3 96.7 2.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 10 6 3 8 8 18 17
Updated December 27, 2021