WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 477,257: 118,420 88,104 160,919 162,208 177,152 441,547 426,175: 35,709 51,082
Old : 291,287: 89,216 75,169 80,793 97,367 108,819 267,376 264,781: 23,911 26,506
Other: 185,970: 51,812 35,542 57,519 64,841 68,333 174,172 161,393: 11,798 24,577
: : :
: : Changes in Commitments from: December 21, 2020 :
: -1,913: 6,803 -4,383 -8,170 -3,146 7,322 -4,513 -5,230: 2,600 3,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 18.5 33.7 34.0 37.1 92.5 89.3: 7.5 10.7
Old : 100.0: 30.6 25.8 27.7 33.4 37.4 91.8 90.9: 8.2 9.1
Other: 100.0: 27.9 19.1 30.9 34.9 36.7 93.7 86.8: 6.3 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 117 100 111 90 126 273 280:
Old : 342: 104 100 88 79 116 235 253:
Other: 234: 72 49 43 59 95 153 168:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 12.3 25.6 19.9 12.2 6.6 19.0 11.9
Old : 15.8 11.0 26.3 19.5 14.0 8.5 23.2 15.7
Other: 21.9 20.2 31.8 29.1 12.9 10.2 20.7 16.9
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 22,428: 10,497 300 593 10,093 20,487 21,183 21,380: 1,245 1,048
Old : 18,385: 8,913 300 0 9,102 17,365 18,015 17,665: 370 720
Other: 4,043: 2,177 593 0 991 3,122 3,168 3,715: 875 328
: : :
: : Changes in Commitments from: December 21, 2020 :
: -557: -420 -209 -332 3 -300 -749 -841: 192 284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 1.3 2.6 45.0 91.3 94.4 95.3: 5.6 4.7
Old : 100.0: 48.5 1.6 0.0 49.5 94.5 98.0 96.1: 2.0 3.9
Other: 100.0: 53.8 14.7 0.0 24.5 77.2 78.4 91.9: 21.6 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 1 1 10 18 14 20:
Old : 24: 3 1 0 8 17 11 18:
Other: 13: 2 1 0 5 8 7 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 35.1 90.5 62.5 62.3 34.4 72.4 54.4
Old : 84.2 40.1 97.1 67.2 72.0 40.1 79.9 62.5
Other: 72.9 54.5 78.4 87.9 65.4 49.3 65.4 75.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 231,190: 75,279 18,084 44,008 90,812 148,703 210,099 210,795: 21,091 20,395
Old : 168,471: 69,928 23,584 18,981 63,725 114,366 152,635 156,932: 15,836 11,540
Other: 62,719: 19,139 8,287 11,239 27,087 34,338 57,464 53,864: 5,255 8,856
: : :
: : Changes in Commitments from: December 21, 2020 :
: 3,714: 1,843 -897 -1,026 2,157 6,000 2,975 4,077: 739 -363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 7.8 19.0 39.3 64.3 90.9 91.2: 9.1 8.8
Old : 100.0: 41.5 14.0 11.3 37.8 67.9 90.6 93.2: 9.4 6.8
Other: 100.0: 30.5 13.2 17.9 43.2 54.7 91.6 85.9: 8.4 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 84 40 57 79 99 190 173:
Old : 238: 80 40 43 69 92 166 159:
Other: 161: 38 27 24 46 75 101 111:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 20.9 25.5 29.5 13.9 17.3 22.4 25.6
Old : 17.2 25.2 28.8 32.8 16.5 22.3 27.4 29.6
Other: 17.2 20.5 29.1 33.1 16.6 20.1 26.7 29.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 2,243,733: 613,554 113,523 527,282 899,346 1,373,988 2,040,182 2,014,792: 203,551 228,941
Old : 1,859,810: 534,707 147,004 414,420 749,660 1,122,460 1,698,788 1,683,884: 161,022 175,926
Other: 383,923: 124,449 12,122 67,259 149,685 251,528 341,394 330,908: 42,529 53,014
: : :
: : Changes in Commitments from: December 21, 2020 :
: 52,204: 74,615 -7,129 -2,751 -18,074 58,958 53,790 49,079: -1,586 3,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 5.1 23.5 40.1 61.2 90.9 89.8: 9.1 10.2
Old : 100.0: 28.8 7.9 22.3 40.3 60.4 91.3 90.5: 8.7 9.5
Other: 100.0: 32.4 3.2 17.5 39.0 65.5 88.9 86.2: 11.1 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 928: 244 135 195 387 465 723 715:
Old : 909: 233 141 179 364 454 688 691:
Other: 589: 81 86 65 157 357 271 479:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.5 11.8 17.5 18.8 9.0 9.3 14.2 15.1
Old : 11.6 11.5 19.5 18.7 10.7 9.3 16.9 15.0
Other: 18.8 18.7 27.8 27.7 17.1 17.3 24.8 24.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 4,768: 2,081 0 0 874 3,690 2,955 3,690: 1,813 1,078
Old : 4,461: 2,081 0 0 731 3,479 2,812 3,479: 1,649 982
Other: 307: 0 0 0 143 211 143 211: 164 96
: : :
: : Changes in Commitments from: December 21, 2020 :
: 47: 77 0 0 -78 60 -1 60: 48 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 0.0 0.0 18.3 77.4 62.0 77.4: 38.0 22.6
Old : 100.0: 46.6 0.0 0.0 16.4 78.0 63.0 78.0: 37.0 22.0
Other: 100.0: 0.0 0.0 0.0 46.6 68.7 46.6 68.7: 53.4 31.3
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 12 0 0 7 10 19 10:
Old : 24: 12 0 0 7 9 19 9:
Other: 7: 0 0 0 2 6 2 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 62.7 42.3 76.3 27.5 60.6 41.9 72.1
Old : 29.4 62.9 44.2 77.1 29.4 60.7 43.8 73.6
Other: 46.6 64.2 46.6 68.7 45.0 64.2 45.0 67.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,217,723: 286,369 38,747 345,551 498,898 742,280 1,130,818 1,126,578: 86,905 91,145
Old : 992,834: 233,169 54,352 267,961 420,178 604,590 921,308 926,904: 71,526 65,930
Other: 224,889: 75,809 7,003 54,982 78,720 137,690 209,510 199,675: 15,379 25,215
: : :
: : Changes in Commitments from: December 21, 2020 :
: -128,605: -592 2,167 -78,165 -39,897 -47,788 -118,655 -123,787: -9,951 -4,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 3.2 28.4 41.0 61.0 92.9 92.5: 7.1 7.5
Old : 100.0: 23.5 5.5 27.0 42.3 60.9 92.8 93.4: 7.2 6.6
Other: 100.0: 33.7 3.1 24.4 35.0 61.2 93.2 88.8: 6.8 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 662: 236 106 209 233 263 550 513:
Old : 653: 219 124 190 219 253 523 490:
Other: 387: 88 54 62 106 204 216 300:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.0 16.1 19.5 27.3 6.3 14.1 11.1 22.7
Old : 11.6 18.3 19.9 30.1 8.2 16.4 13.3 24.9
Other: 21.8 17.8 33.3 28.8 16.2 16.3 24.2 24.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 557,576: 153,161 18,242 146,638 211,086 365,240 510,884 530,120: 46,691 27,456
Old : 480,839: 144,413 29,923 116,863 180,458 310,306 441,734 457,091: 39,105 23,748
Other: 76,737: 25,070 4,641 13,453 30,627 54,934 69,151 73,029: 7,586 3,708
: : :
: : Changes in Commitments from: December 21, 2020 :
: -31,401: 6,159 -5,997 -13,448 -18,329 -8,984 -25,618 -28,429: -5,783 -2,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 3.3 26.3 37.9 65.5 91.6 95.1: 8.4 4.9
Old : 100.0: 30.0 6.2 24.3 37.5 64.5 91.9 95.1: 8.1 4.9
Other: 100.0: 32.7 6.0 17.5 39.9 71.6 90.1 95.2: 9.9 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 140 39 86 100 92 272 196:
Old : 314: 139 42 84 97 92 268 193:
Other: 121: 30 25 27 49 30 101 61:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 30.1 20.9 41.2 9.1 27.3 14.9 36.5
Old : 13.7 28.6 22.1 39.5 10.4 26.4 16.3 35.1
Other: 26.5 39.4 43.1 59.0 25.5 34.6 39.8 52.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,271,500: 112,336 273,425 81,236 917,118 754,153 1,110,690 1,108,813: 160,810 162,687
Old : 1,271,500: 112,336 273,425 81,236 917,118 754,153 1,110,690 1,108,813: 160,810 162,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -45,194: 1,080 5,628 -30,898 -12,213 -18,180 -42,032 -43,449: -3,162 -1,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 21.5 6.4 72.1 59.3 87.4 87.2: 12.6 12.8
Old : 100.0: 8.8 21.5 6.4 72.1 59.3 87.4 87.2: 12.6 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 33 24 34 93 102 141 145:
Old : 182: 33 24 34 93 102 141 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 21.4 40.1 34.1 25.8 20.3 33.8 31.0
Old : 31.5 21.4 40.1 34.1 25.8 20.3 33.8 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,028,447: 74,813 324,287 5,294 813,725 565,243 893,832 894,824: 134,614 133,623
Old : 1,028,447: 74,813 324,287 5,294 813,725 565,243 893,832 894,824: 134,614 133,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 7,862: 2,039 1,724 -260 3,573 6,926 5,353 8,391: 2,510 -528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 31.5 0.5 79.1 55.0 86.9 87.0: 13.1 13.0
Old : 100.0: 7.3 31.5 0.5 79.1 55.0 86.9 87.0: 13.1 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 13 19 9 78 79 94 104:
Old : 137: 13 19 9 78 79 94 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 29.8 33.8 44.2 17.8 28.3 28.1 38.9
Old : 22.2 29.8 33.8 44.2 17.8 28.3 28.1 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 481,102: 122,854 11,491 98,874 202,716 341,296 424,444 451,661: 56,658 29,440
Old : 416,258: 118,701 19,049 78,716 168,953 291,364 366,370 389,130: 49,887 27,128
Other: 64,844: 14,922 3,211 9,389 33,762 49,932 58,074 62,532: 6,770 2,313
: : :
: : Changes in Commitments from: December 21, 2020 :
: -30,627: 4,599 120 -17,497 -13,902 -11,017 -26,800 -28,394: -3,827 -2,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 2.4 20.6 42.1 70.9 88.2 93.9: 11.8 6.1
Old : 100.0: 28.5 4.6 18.9 40.6 70.0 88.0 93.5: 12.0 6.5
Other: 100.0: 23.0 5.0 14.5 52.1 77.0 89.6 96.4: 10.4 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 112 26 70 117 106 255 184:
Old : 281: 109 29 70 114 105 252 183:
Other: 112: 28 9 19 60 33 97 53:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.9 33.4 15.2 43.9 6.5 29.8 11.8 39.3
Old : 9.3 33.1 15.6 43.7 6.5 30.5 12.1 40.7
Other: 26.4 38.0 39.1 57.3 20.1 36.0 30.2 53.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 9,802: 2,614 738 472 5,376 7,924 8,462 9,134: 1,340 668
Old : 9,728: 2,614 738 472 5,376 7,890 8,462 9,100: 1,266 628
Other: 74: 0 0 0 0 34 0 34: 74 40
: : :
: : Changes in Commitments from: December 21, 2020 :
: -833: -217 39 -716 388 -232 -545 -909: -289 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 7.5 4.8 54.8 80.8 86.3 93.2: 13.7 6.8
Old : 100.0: 26.9 7.6 4.8 55.3 81.1 87.0 93.5: 13.0 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 45.9 0.0 45.9: 100.0 54.1
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 13 5 3 11 18 26 25:
Old : 43: 13 5 3 11 18 26 25:
Other: 3: 0 0 0 0 3 0 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 48.7 64.5 69.8 48.1 48.7 63.0 68.7
Old : 48.8 48.7 65.0 70.0 48.4 48.7 63.5 68.8
Other: 0.0 45.9 0.0 45.9 0.0 45.9 0.0 45.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,924,875: 429,594 565,932 31,559 1,293,100 1,229,695 1,754,253 1,827,185: 170,622 97,689
Old : 1,924,875: 429,594 565,932 31,559 1,293,100 1,229,695 1,754,253 1,827,185: 170,622 97,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 29,303: 28,364 4,301 -11,070 9,598 34,831 26,891 28,062: 2,412 1,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 29.4 1.6 67.2 63.9 91.1 94.9: 8.9 5.1
Old : 100.0: 22.3 29.4 1.6 67.2 63.9 91.1 94.9: 8.9 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 60 31 22 138 126 207 170:
Old : 279: 60 31 22 138 126 207 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 34.6 25.1 47.8 13.9 28.9 22.2 41.2
Old : 16.0 34.6 25.1 47.8 13.9 28.9 22.2 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,689,643: 596,126 518,640 260,931 2,446,794 2,499,074 3,303,850 3,278,645: 385,793 410,998
Old : 3,689,643: 596,126 518,640 260,931 2,446,794 2,499,074 3,303,850 3,278,645: 385,793 410,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -8,961: 27,903 33,880 -27,153 -21,039 -9,531 -20,289 -2,804: 11,328 -6,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 14.1 7.1 66.3 67.7 89.5 88.9: 10.5 11.1
Old : 100.0: 16.2 14.1 7.1 66.3 67.7 89.5 88.9: 10.5 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 66 77 73 196 187 302 297:
Old : 380: 66 77 73 196 187 302 297:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 20.5 23.5 29.9 10.3 12.4 17.9 20.7
Old : 14.8 20.5 23.5 29.9 10.3 12.4 17.9 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,002,873: 180,604 51,945 6,543 693,851 733,620 880,998 792,108: 121,875 210,765
Old : 1,002,873: 180,604 51,945 6,543 693,851 733,620 880,998 792,108: 121,875 210,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 4,823: -22,302 -6,547 344 20,826 9,708 -1,132 3,505: 5,955 1,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 5.2 0.7 69.2 73.2 87.8 79.0: 12.2 21.0
Old : 100.0: 18.0 5.2 0.7 69.2 73.2 87.8 79.0: 12.2 21.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 15 10 9 71 73 91 87:
Old : 121: 15 10 9 71 73 91 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 26.9 38.5 35.7 23.3 25.6 36.8 33.2
Old : 23.5 26.9 38.5 35.7 23.3 25.6 36.8 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,377,110: 541,833 751,354 199,044 2,333,802 2,126,566 3,074,679 3,076,964: 302,431 300,146
Old : 3,377,110: 541,833 751,354 199,044 2,333,802 2,126,566 3,074,679 3,076,964: 302,431 300,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 64,434: 62,705 43,649 -17,314 3,395 31,577 48,786 57,912: 15,648 6,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 22.2 5.9 69.1 63.0 91.0 91.1: 9.0 8.9
Old : 100.0: 16.0 22.2 5.9 69.1 63.0 91.0 91.1: 9.0 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 62 41 41 141 148 217 216:
Old : 300: 62 41 41 141 148 217 216:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 20.4 36.0 32.7 21.4 19.8 29.5 29.3
Old : 24.9 20.4 36.0 32.7 21.4 19.8 29.5 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,102,478: 280,490 172,231 161,877 639,173 742,758 1,081,540 1,076,866: 20,938 25,612
Old : 1,102,478: 280,490 172,231 161,877 639,173 742,758 1,081,540 1,076,866: 20,938 25,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 8,774: 1,254 -13,755 10,011 -2,640 10,588 8,625 6,844: 149 1,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 15.6 14.7 58.0 67.4 98.1 97.7: 1.9 2.3
Old : 100.0: 25.4 15.6 14.7 58.0 67.4 98.1 97.7: 1.9 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 24 9 26 55 55 86 83:
Old : 96: 24 9 26 55 55 86 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 45.8 44.9 55.3 26.8 42.1 35.6 49.5
Old : 31.7 45.8 44.9 55.3 26.8 42.1 35.6 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 41,047: 11,910 18,146 788 19,865 16,473 32,562 35,406: 8,484 5,640
Old : 41,047: 11,910 18,146 788 19,865 16,473 32,562 35,406: 8,484 5,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 152: 191 -72 -188 -510 1,479 -507 1,220: 659 -1,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 44.2 1.9 48.4 40.1 79.3 86.3: 20.7 13.7
Old : 100.0: 29.0 44.2 1.9 48.4 40.1 79.3 86.3: 20.7 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 27 18 9 26 27 55 52:
Old : 91: 27 18 9 26 27 55 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 51.9 43.7 62.4 29.3 51.9 42.0 62.4
Old : 30.3 51.9 43.7 62.4 29.3 51.9 42.0 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 82,093: 23,819 36,291 1,576 39,730 32,946 65,125 70,812: 16,968 11,281
Old : 82,093: 23,819 36,291 1,576 39,730 32,946 65,125 70,812: 16,968 11,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 305: 382 -143 -376 -1,019 2,959 -1,013 2,439: 1,318 -2,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 44.2 1.9 48.4 40.1 79.3 86.3: 20.7 13.7
Old : 100.0: 29.0 44.2 1.9 48.4 40.1 79.3 86.3: 20.7 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 27 18 9 26 27 55 52:
Old : 91: 27 18 9 26 27 55 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 51.9 43.7 62.4 29.3 51.9 42.0 62.4
Old : 30.3 51.9 43.7 62.4 29.3 51.9 42.0 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X DJ US REAL ESTATE INDEX) :
: : :
All : 26,351: 3,029 444 0 20,894 25,518 23,923 25,962: 2,428 389
Old : 26,351: 3,029 444 0 20,894 25,518 23,923 25,962: 2,428 389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 3,061: -220 0 0 3,175 2,928 2,955 2,928: 106 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 1.7 0.0 79.3 96.8 90.8 98.5: 9.2 1.5
Old : 100.0: 11.5 1.7 0.0 79.3 96.8 90.8 98.5: 9.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 1 0 15 12 19 13:
Old : 27: 4 1 0 15 12 19 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 63.0 70.9 92.2 41.4 57.3 67.0 85.7
Old : 45.1 63.0 70.9 92.2 41.4 57.3 67.0 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 24,933: 18,423 22,022 50 6,171 2,834 24,644 24,906: 289 27
Old : 24,933: 18,423 22,022 50 6,171 2,834 24,644 24,906: 289 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 46: 65 46 0 -67 0 -2 46: 48 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 88.3 0.2 24.8 11.4 98.8 99.9: 1.2 0.1
Old : 100.0: 73.9 88.3 0.2 24.8 11.4 98.8 99.9: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 25 8 1 3 2 29 10:
Old : 37: 25 8 1 3 2 29 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 85.2 86.5 99.6 58.3 85.2 86.4 99.4
Old : 58.3 85.2 86.5 99.6 58.3 85.2 86.4 99.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 105,851: 18,648 62,034 22,597 64,591 21,066 105,836 105,697: 15 154
Old : 105,851: 18,648 62,034 22,597 64,591 21,066 105,836 105,697: 15 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 4,056: -203 1,622 1,539 2,720 895 4,056 4,056: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 58.6 21.3 61.0 19.9 100.0 99.9: 0.0 0.1
Old : 100.0: 17.6 58.6 21.3 61.0 19.9 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 7 6 1 3 10 11 16:
Old : 26: 7 6 1 3 10 11 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.8 95.3 96.8 97.8 68.7 73.9 76.8 76.5
Old : 86.8 95.3 96.8 97.8 68.7 73.9 76.8 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 2,509: 1,005 240 75 1,410 2,049 2,490 2,364: 19 145
Old : 2,509: 1,005 240 75 1,410 2,049 2,490 2,364: 19 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -300: -15 -45 -45 -225 -190 -285 -280: -15 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 9.6 3.0 56.2 81.7 99.2 94.2: 0.8 5.8
Old : 100.0: 40.1 9.6 3.0 56.2 81.7 99.2 94.2: 0.8 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 5 4 4 9 12 16:
Old : 22: 6 5 4 4 9 12 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.3 58.2 96.3 81.7 80.1 56.4 94.5 79.9
Old : 81.3 58.2 96.3 81.7 80.1 56.4 94.5 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 04, 2021