WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 518,859 COMMITMENTS 113,083 90,057 189,187 182,970 197,516 485,240 476,760 33,619 42,099 CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 10,572) 5,530 -8,461 12,719 -6,665 6,135 11,584 10,393 -1,012 179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 17.4 36.5 35.3 38.1 93.5 91.9 6.5 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360) 116 96 129 99 128 291 284 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 214,381 COMMITMENTS 66,809 19,652 46,954 78,569 125,258 192,332 191,864 22,049 22,516 CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -19,793) -385 -4,847 -15,888 -630 2,167 -16,903 -18,568 -2,890 -1,225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 9.2 21.9 36.6 58.4 89.7 89.5 10.3 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 74 35 60 67 87 165 161 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,054,595 COMMITMENTS 517,115 48,554 523,115 825,784 1261589 1866015 1833258 188,580 221,336 CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 76,867) 18,496 -12,027 14,241 53,210 73,491 85,946 75,706 -9,080 1,161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 2.4 25.5 40.2 61.4 90.8 89.2 9.2 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 865) 244 90 183 380 465 686 683 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,003,054 COMMITMENTS 239,904 45,317 299,878 404,545 569,633 944,327 914,828 58,727 88,226 CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -4,261) -9,772 -1,053 1,121 7,126 791 -1,524 859 -2,737 -5,120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 4.5 29.9 40.3 56.8 94.1 91.2 5.9 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 629) 214 90 176 229 287 494 505 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 26,204 COMMITMENTS 18,221 667 134 127 8,119 18,482 8,920 7,722 17,284 CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 488) 640 195 17 -13 224 644 436 -156 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.5 2.5 0.5 0.5 31.0 70.5 34.0 29.5 66.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 2 2 3 16 8 20 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 418,231 COMMITMENTS 106,446 15,793 81,124 192,935 300,170 380,504 397,087 37,727 21,145 CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -21,535) -2,090 -8,907 -15,845 -3,312 5,182 -21,248 -19,571 -287 -1,964 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 3.8 19.4 46.1 71.8 91.0 94.9 9.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 110 30 66 98 96 230 174 UST BOND - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,246,406 COMMITMENTS 127,880 78,027 99,934 853,544 881,492 1081358 1059453 165,048 186,953 CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 13,400) 9,315 -31,653 2,975 1,767 48,752 14,057 20,073 -657 -6,674 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 6.3 8.0 68.5 70.7 86.8 85.0 13.2 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 24 32 33 102 101 148 144 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,244,210 COMMITMENTS 83,173 367,611 8,410 1005004 752,458 1096587 1128480 147,623 115,730 CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -22,268) 4,053 -46,770 -7,027 -7,469 37,949 -10,443 -15,848 -11,825 -6,420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 29.5 0.7 80.8 60.5 88.1 90.7 11.9 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 16 15 13 93 84 116 105 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 439,326 COMMITMENTS 126,358 12,672 72,412 187,436 333,598 386,206 418,682 53,121 20,644 CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -12,939) 3,508 -3,070 -13,967 -2,851 7,416 -13,310 -9,621 371 -3,317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.8 2.9 16.5 42.7 75.9 87.9 95.3 12.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 114 29 62 109 107 242 181 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,203 COMMITMENTS 1,862 1,364 401 5,373 7,800 7,635 9,565 2,568 638 CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 562) -139 146 -16 440 510 286 639 276 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 13.4 3.9 52.7 76.4 74.8 93.7 25.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 16 7 7 17 17 36 28 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,038,774 COMMITMENTS 251,394 364,096 49,680 1600560 1415324 1901633 1829100 137,141 209,674 CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -13,401) 13,249 14,311 -2,117 -5,730 -10,057 5,402 2,137 -18,803 -15,537 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 17.9 2.4 78.5 69.4 93.3 89.7 6.7 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347) 41 68 24 158 184 208 267 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,557,336 COMMITMENTS 308,646 623,092 586,920 3327785 2796467 4223351 4006479 333,985 550,857 CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -29,795) -98,453 -74,581 22,044 56,259 44,865 -20,150 -7,672 -9,645 -22,123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 13.7 12.9 73.0 61.4 92.7 87.9 7.3 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422) 54 82 77 224 232 322 347 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,295,966 COMMITMENTS 154,635 189,015 15,330 1006050 849,486 1176015 1053831 119,951 242,135 CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -40,397) -44,423 -3,860 -4,495 13,130 -30,066 -35,788 -38,421 -4,609 -1,976 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 14.6 1.2 77.6 65.5 90.7 81.3 9.3 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 16 26 11 86 97 108 128 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,334,500 COMMITMENTS 304,900 631,641 394,239 3365869 2775220 4065008 3801100 269,492 533,401 CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 34,552) -1,565 3,511 -611 49,764 8,964 47,588 11,864 -13,036 22,688 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 14.6 9.1 77.7 64.0 93.8 87.7 6.2 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340) 32 78 52 169 192 235 288 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,956,224 COMMITMENTS 46,020 184,158 322,363 1561469 1407428 1929852 1913949 26,372 42,275 CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 95,418) 2,871 1,737 -3,979 96,477 101,768 95,369 99,526 49 -4,108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 9.4 16.5 79.8 71.9 98.7 97.8 1.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 19 21 28 77 92 110 131 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 39,033 COMMITMENTS 8,618 14,681 408 24,027 17,257 33,054 32,346 5,979 6,687 CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -228) -55 -1,760 16 1,014 1,836 975 92 -1,203 -320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 37.6 1.0 61.6 44.2 84.7 82.9 15.3 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 25 21 14 40 32 72 60 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 78,066 COMMITMENTS 17,236 29,361 817 48,055 34,514 66,108 64,692 11,958 13,375 CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -457) -110 -3,520 33 2,028 3,672 1,950 184 -2,407 -641 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 37.6 1.0 61.6 44.2 84.7 82.9 15.3 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 25 21 14 40 32 72 60 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 42,264 COMMITMENTS 3,384 772 0 36,489 40,748 39,873 41,520 2,391 744 CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -212) -949 -209 0 760 41 -189 -168 -23 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 1.8 0.0 86.3 96.4 94.3 98.2 5.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 2 0 21 10 26 12 BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 44,173 COMMITMENTS 27,594 42,163 1,270 14,481 656 43,345 44,089 828 84 CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 2,924) 1,450 3,143 -229 2,480 0 3,701 2,914 -777 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.5 95.4 2.9 32.8 1.5 98.1 99.8 1.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 30 13 6 6 2 37 20 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 66,444 COMMITMENTS 13,990 4,847 49,693 2,761 11,857 66,444 66,397 0 47 CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -8,771) -399 -5,513 80 -8,452 -3,328 -8,771 -8,761 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 7.3 74.8 4.2 17.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 5 1 2 12 5 17 5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 51,777 COMMITMENTS 21,882 20,794 29,895 0 1,061 51,777 51,750 0 27 CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 420) 1,059 1,185 -639 0 9 420 555 0 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.3 40.2 57.7 0.0 2.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 11 6 0 2 8 18
Updated March 11, 2022