WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 464,439 COMMITMENTS 108,604 71,248 161,081 163,160 187,743 432,845 420,072 31,594 44,367 CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST: 39,702) 10,765 -1,457 20,648 5,646 18,092 37,059 37,283 2,643 2,419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 15.3 34.7 35.1 40.4 93.2 90.4 6.8 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357) 129 81 133 90 114 280 279 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 23,664 COMMITMENTS 9,582 657 741 12,318 21,425 22,641 22,823 1,022 840 CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST: -377) 544 -727 -13 -1,146 2 -615 -738 238 361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.5 2.8 3.1 52.1 90.5 95.7 96.4 4.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 2 3 7 16 16 19 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 247,412 COMMITMENTS 69,847 33,259 63,280 93,974 129,228 227,100 225,767 20,312 21,645 CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST: 17,764) 7,182 -142 8,379 1,059 8,282 16,620 16,519 1,144 1,244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 13.4 25.6 38.0 52.2 91.8 91.3 8.2 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 71 46 71 86 92 193 182 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,992,118 COMMITMENTS 383,778 60,066 583,605 853,451 1110338 1820834 1754010 171,284 238,109 CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST: 15,396) 11,335 -3,893 19,168 -14,013 -4,849 16,490 10,426 -1,094 4,970 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 3.0 29.3 42.8 55.7 91.4 88.0 8.6 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 842) 196 111 198 412 456 702 689 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,687 COMMITMENTS 876 218 260 1,233 3,023 2,369 3,501 2,318 1,186 CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST: -197) -89 -88 33 -14 -390 -69 -445 -128 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 4.6 5.6 26.3 64.5 50.5 74.7 49.5 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 3 3 8 7 17 11 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 867,297 COMMITMENTS 147,902 63,675 257,791 403,745 473,928 809,439 795,395 57,859 71,902 CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST: -17,790) -7,561 3,158 -3,762 -2,982 -16,161 -14,306 -16,765 -3,484 -1,025 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 7.3 29.7 46.6 54.6 93.3 91.7 6.7 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 599) 182 103 174 229 276 483 489 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 24,766 COMMITMENTS 16,573 1,377 315 4 10,133 16,892 11,825 7,874 12,941 CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST: -247) -173 19 42 -1 12 -132 73 -115 -320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.9 5.6 1.3 0.0 40.9 68.2 47.7 31.8 52.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 5 4 2 22 9 31 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 504,327 COMMITMENTS 97,313 38,025 134,799 239,638 303,002 471,751 475,826 32,576 28,501 CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST: -3,851) 5,123 3,879 -1,387 -7,067 -7,177 -3,332 -4,685 -519 834 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 7.5 26.7 47.5 60.1 93.5 94.3 6.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 97 60 85 107 109 255 213 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,369,705 COMMITMENTS 123,298 222,339 92,441 955,805 867,054 1171543 1181834 198,162 187,871 CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST: 43,766) 10,093 24,183 13,048 26,926 6,798 50,067 44,029 -6,300 -263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 16.2 6.7 69.8 63.3 85.5 86.3 14.5 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 25 39 39 112 112 161 167 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,265,859 COMMITMENTS 110,729 345,783 28,853 978,494 746,784 1118076 1121420 147,782 144,439 CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST: 30,495) -7,083 -8,267 25,983 15,866 7,575 34,766 25,291 -4,271 5,203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 27.3 2.3 77.3 59.0 88.3 88.6 11.7 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 15 25 13 92 91 114 122 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 399,064 COMMITMENTS 73,503 37,183 68,843 207,719 266,328 350,064 372,354 49,000 26,709 CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST: 449) -554 3,614 -731 4,468 -1,957 3,183 926 -2,734 -477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 9.3 17.3 52.1 66.7 87.7 93.3 12.3 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 62 58 65 118 101 219 190 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,284 COMMITMENTS 1,245 1,369 611 4,719 5,360 6,576 7,341 1,708 943 CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST: 593) 57 -76 93 37 696 187 714 405 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 16.5 7.4 57.0 64.7 79.4 88.6 20.6 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 12 9 6 11 15 26 29 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,987,985 COMMITMENTS 422,404 407,808 47,734 1370124 1402844 1840262 1858386 147,723 129,599 CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST: 12,259) 48,933 -20,010 1,157 -44,381 34,420 5,708 15,566 6,551 -3,307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 20.5 2.4 68.9 70.6 92.6 93.5 7.4 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304) 47 45 24 149 152 204 213 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,775,254 COMMITMENTS 871,455 719,975 420,421 3095304 3040870 4387181 4181267 388,073 593,987 CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST: 114,436) -30,503 29,663 56,889 91,887 36,361 118,272 122,913 -3,836 -8,477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 15.1 8.8 64.8 63.7 91.9 87.6 8.1 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 465) 66 100 86 227 249 345 383 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,458,798 COMMITMENTS 208,538 117,452 11,867 1109320 1052777 1329725 1182096 129,073 276,702 CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST: -29,506) -12,365 1,977 7,156 -26,690 -44,030 -31,899 -34,897 2,393 5,391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 8.1 0.8 76.0 72.2 91.2 81.0 8.8 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 18 20 14 83 94 110 119 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,691,760 COMMITMENTS 430,515 488,973 216,552 2740059 2556852 3387127 3262377 304,634 429,383 CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST: -8,842) -64,540 1,366 26,289 26,579 -21,691 -11,673 5,963 2,830 -14,806 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 13.2 5.9 74.2 69.3 91.7 88.4 8.3 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345) 45 69 59 168 189 251 279 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 972,491 COMMITMENTS 50,309 146,417 165,986 719,410 625,230 935,705 937,633 36,786 34,858 CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST: -113,025) -8,378 -38,825 -16,157 -102,681 -58,045 -127,216 -113,027 14,191 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 15.1 17.1 74.0 64.3 96.2 96.4 3.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 8 23 22 53 58 77 88 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 55,525 COMMITMENTS 24,188 20,913 1,141 21,126 27,252 46,455 49,306 9,071 6,220 CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST: 4,135) 3,926 444 244 -208 3,521 3,963 4,209 173 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.6 37.7 2.1 38.0 49.1 83.7 88.8 16.3 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 42 18 8 29 31 73 55 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 111,051 COMMITMENTS 48,375 41,826 2,282 42,252 54,503 92,910 98,611 18,141 12,439 CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST: 8,270) 7,853 887 488 -416 7,043 7,925 8,418 345 -147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.6 37.7 2.1 38.0 49.1 83.7 88.8 16.3 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 42 18 8 29 31 73 55 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 45,128 COMMITMENTS 8,290 850 0 34,153 43,444 42,443 44,294 2,685 834 CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST: -265) 204 410 0 -270 -1,291 -66 -881 -199 616 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 1.9 0.0 75.7 96.3 94.1 98.2 5.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 8 2 0 19 12 27 14 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 37,693 COMMITMENTS 22,383 33,959 225 14,611 3,400 37,219 37,584 474 109 CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST: 780) -1,016 733 45 1,695 0 724 778 56 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.4 90.1 0.6 38.8 9.0 98.7 99.7 1.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 39 11 1 5 1 45 12 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 127,715 COMMITMENTS 26,984 32,716 45,670 55,043 49,257 127,697 127,643 18 72 CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST: 3,147) -760 1,021 0 3,896 2,145 3,136 3,166 11 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 25.6 35.8 43.1 38.6 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 8 1 4 13 11 21
Updated August 6, 2021