WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 498,029 COMMITMENTS 96,847 96,050 172,220 192,865 185,517 461,932 453,787 36,097 44,242 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 29,251) 9,381 -1,757 13,727 3,495 15,655 26,603 27,625 2,648 1,626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 19.3 34.6 38.7 37.3 92.8 91.1 7.2 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367) 130 95 151 95 113 305 292 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 13,139 COMMITMENTS 7,460 2,735 325 5,038 9,653 12,823 12,713 316 426 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 291) 715 35 -91 22 418 646 362 -355 -71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.8 20.8 2.5 38.3 73.5 97.6 96.8 2.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 2 2 6 15 12 18 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 242,083 COMMITMENTS 64,230 28,396 67,715 84,130 120,766 216,074 216,877 26,009 25,206 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 2,211) -820 -6,119 5,111 -1,611 1,429 2,680 421 -468 1,791 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 11.7 28.0 34.8 49.9 89.3 89.6 10.7 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 85 48 84 77 86 201 187 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,903,794 COMMITMENTS 504,238 80,154 434,328 774,282 1161211 1712849 1675693 190,946 228,101 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 75,478) 46,031 -4,533 27,370 102 47,950 73,503 70,788 1,975 4,690 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 4.2 22.8 40.7 61.0 90.0 88.0 10.0 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 838) 220 112 194 368 438 681 663 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 883,842 COMMITMENTS 195,909 46,200 220,595 407,346 520,081 823,850 786,877 59,993 96,965 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 42,369) 18,974 -2,564 15,808 3,452 26,744 38,234 39,987 4,134 2,382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 5.2 25.0 46.1 58.8 93.2 89.0 6.8 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 606) 196 105 180 208 262 479 485 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 455,930 COMMITMENTS 102,477 34,203 106,408 209,028 288,373 417,913 428,984 38,017 26,946 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 21,131) 9,258 -10,128 12,763 -4,148 16,836 17,874 19,471 3,258 1,660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 7.5 23.3 45.8 63.2 91.7 94.1 8.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 93 51 94 98 103 243 210 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,296,365 COMMITMENTS 101,214 167,893 70,672 942,671 861,494 1114556 1100058 181,809 196,307 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: -102,546) -20,429 621 -61,985 -15,374 -38,532 -97,788 -99,896 -4,758 -2,650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 13.0 5.5 72.7 66.5 86.0 84.9 14.0 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 22 30 33 106 107 145 153 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,286,231 COMMITMENTS 69,031 412,281 8,152 1059379 747,097 1136562 1167530 149,670 118,701 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 11,207) 2,791 7,689 -5,815 22,297 12,071 19,273 13,945 -8,066 -2,738 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 32.1 0.6 82.4 58.1 88.4 90.8 11.6 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 17 14 12 96 88 117 110 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 451,424 COMMITMENTS 98,250 22,005 93,875 205,443 310,075 397,568 425,955 53,856 25,469 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: -7,199) -7,562 -4,768 1,658 2,393 -1,987 -3,511 -5,096 -3,688 -2,103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 4.9 20.8 45.5 68.7 88.1 94.4 11.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 99 41 82 113 102 246 198 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,412 COMMITMENTS 1,898 1,046 66 4,163 6,499 6,127 7,611 2,285 801 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 783) 610 70 -122 -352 766 136 715 646 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 12.4 0.8 49.5 77.3 72.8 90.5 27.2 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 17 5 4 13 17 32 24 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,125,518 COMMITMENTS 389,107 359,111 96,131 1509517 1474319 1994755 1929562 130,763 195,956 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 866) -11,243 -4,040 8,921 -3,172 -8,876 -5,494 -3,995 6,360 4,861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 16.9 4.5 71.0 69.4 93.8 90.8 6.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358) 44 64 26 159 195 216 272 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,520,496 COMMITMENTS 422,438 646,713 472,518 3292090 2818087 4187046 3937318 333,451 583,179 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: -455,824) -48,562 -67,867 -135,293 -257,891 -213,056 -441,746 -416,216 -14,079 -39,609 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 14.3 10.5 72.8 62.3 92.6 87.1 7.4 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422) 59 83 78 216 231 318 349 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,371,199 COMMITMENTS 266,673 172,341 18,941 977,595 895,200 1263209 1086482 107,990 284,717 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: -22,868) 883 -17,419 5,799 -25,675 -3,766 -18,993 -15,386 -3,875 -7,482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 12.6 1.4 71.3 65.3 92.1 79.2 7.9 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 17 26 13 87 94 112 125 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,353,735 COMMITMENTS 402,497 553,482 360,623 3322305 2905552 4085424 3819657 268,311 534,078 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 17,389) 103,920 -18,585 -75,110 -12,499 111,882 16,311 18,187 1,078 -798 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 12.7 8.3 76.3 66.7 93.8 87.7 6.2 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364) 43 76 56 164 203 239 303 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,790,906 COMMITMENTS 127,925 78,488 343,027 1296350 1322511 1767302 1744026 23,604 46,880 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 82,266) 30,170 -31,541 56,858 -4,262 56,559 82,766 81,876 -500 390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 4.4 19.2 72.4 73.8 98.7 97.4 1.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 20 22 30 72 83 108 122 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 46,469 COMMITMENTS 12,976 18,101 764 24,821 21,824 38,562 40,689 7,907 5,780 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: -1,003) 654 617 -115 -1,064 -1,640 -525 -1,138 -478 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 39.0 1.6 53.4 47.0 83.0 87.6 17.0 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 29 18 13 40 27 75 52 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 92,938 COMMITMENTS 25,953 36,202 1,529 49,642 43,648 77,124 81,379 15,813 11,559 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: -2,006) 1,309 1,234 -230 -2,128 -3,280 -1,050 -2,276 -956 270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 39.0 1.6 53.4 47.0 83.0 87.6 17.0 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 29 18 13 40 27 75 52 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 42,945 COMMITMENTS 6,137 418 0 33,729 41,772 39,866 42,190 3,079 755 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: -1,196) -392 0 -204 -765 -790 -1,361 -994 165 -202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 1.0 0.0 78.5 97.3 92.8 98.2 7.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 9 1 0 20 10 29 11 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 49,419 COMMITMENTS 32,288 46,388 2,398 14,137 600 48,823 49,386 596 33 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 1,148) 2,056 -121 1,262 -2,171 0 1,147 1,141 1 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.3 93.9 4.9 28.6 1.2 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 27 12 3 5 1 34 14 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 72,888 COMMITMENTS 20,841 17,819 42,707 9,340 12,306 72,888 72,832 0 56 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: -3,811) -6,018 -4,006 1,188 1,020 -970 -3,810 -3,788 -1 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 24.4 58.6 12.8 16.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 6 1 2 13 8 19 UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,690 COMMITMENTS 1,320 400 180 1,060 1,945 2,560 2,525 130 165 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: -71) -105 -115 30 -41 -45 -116 -130 45 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.1 14.9 6.7 39.4 72.3 95.2 93.9 4.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 7 4 7 7 15 16 5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 48,425 COMMITMENTS 16,192 16,135 32,233 0 41 48,425 48,409 0 16 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.4 33.3 66.6 0.0 0.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 11 5 0 1 8 17
Updated January 28, 2022