WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 477,257 COMMITMENTS 118,420 88,104 160,919 162,208 177,152 441,547 426,175 35,709 51,082 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -1,913) 6,803 -4,383 -8,170 -3,146 7,322 -4,513 -5,230 2,600 3,317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 18.5 33.7 34.0 37.1 92.5 89.3 7.5 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370) 117 100 111 90 126 273 280 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 22,428 COMMITMENTS 10,497 300 593 10,093 20,487 21,183 21,380 1,245 1,048 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -557) -420 -209 -332 3 -300 -749 -841 192 284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.8 1.3 2.6 45.0 91.3 94.4 95.3 5.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 1 10 18 14 20 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 231,190 COMMITMENTS 75,279 18,084 44,008 90,812 148,703 210,099 210,795 21,091 20,395 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 3,714) 1,843 -897 -1,026 2,157 6,000 2,975 4,077 739 -363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.6 7.8 19.0 39.3 64.3 90.9 91.2 9.1 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 84 40 57 79 99 190 173 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,243,733 COMMITMENTS 613,554 113,523 527,282 899,346 1373988 2040182 2014792 203,551 228,941 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 52,204) 74,615 -7,129 -2,751 -18,074 58,958 53,790 49,079 -1,586 3,125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 5.1 23.5 40.1 61.2 90.9 89.8 9.1 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 928) 244 135 195 387 465 723 715 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,768 COMMITMENTS 2,081 0 0 874 3,690 2,955 3,690 1,813 1,078 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 47) 77 0 0 -78 60 -1 60 48 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.6 0.0 0.0 18.3 77.4 62.0 77.4 38.0 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 12 0 0 7 10 19 10 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,217,723 COMMITMENTS 286,369 38,747 345,551 498,898 742,280 1130818 1126578 86,905 91,145 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -128,605) -592 2,167 -78,165 -39,897 -47,788 -118,655 -123,787 -9,951 -4,819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 3.2 28.4 41.0 61.0 92.9 92.5 7.1 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 662) 236 106 209 233 263 550 513 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 557,576 COMMITMENTS 153,161 18,242 146,638 211,086 365,240 510,884 530,120 46,691 27,456 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -31,401) 6,159 -5,997 -13,448 -18,329 -8,984 -25,618 -28,429 -5,783 -2,973 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 3.3 26.3 37.9 65.5 91.6 95.1 8.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 140 39 86 100 92 272 196 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,271,500 COMMITMENTS 112,336 273,425 81,236 917,118 754,153 1110690 1108813 160,810 162,687 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -45,194) 1,080 5,628 -30,898 -12,213 -18,180 -42,032 -43,449 -3,162 -1,744 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 21.5 6.4 72.1 59.3 87.4 87.2 12.6 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 33 24 34 93 102 141 145 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,028,447 COMMITMENTS 74,813 324,287 5,294 813,725 565,243 893,832 894,824 134,614 133,623 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 7,862) 2,039 1,724 -260 3,573 6,926 5,353 8,391 2,510 -528 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 31.5 0.5 79.1 55.0 86.9 87.0 13.1 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 13 19 9 78 79 94 104 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 481,102 COMMITMENTS 122,854 11,491 98,874 202,716 341,296 424,444 451,661 56,658 29,440 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -30,627) 4,599 120 -17,497 -13,902 -11,017 -26,800 -28,394 -3,827 -2,233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 2.4 20.6 42.1 70.9 88.2 93.9 11.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 112 26 70 117 106 255 184 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,802 COMMITMENTS 2,614 738 472 5,376 7,924 8,462 9,134 1,340 668 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -833) -217 39 -716 388 -232 -545 -909 -289 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 7.5 4.8 54.8 80.8 86.3 93.2 13.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 13 5 3 11 18 26 25 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,924,875 COMMITMENTS 429,594 565,932 31,559 1293100 1229695 1754253 1827185 170,622 97,689 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 29,303) 28,364 4,301 -11,070 9,598 34,831 26,891 28,062 2,412 1,241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 29.4 1.6 67.2 63.9 91.1 94.9 8.9 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 60 31 22 138 126 207 170 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,689,643 COMMITMENTS 596,126 518,640 260,931 2446794 2499074 3303850 3278645 385,793 410,998 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -8,961) 27,903 33,880 -27,153 -21,039 -9,531 -20,289 -2,804 11,328 -6,157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 14.1 7.1 66.3 67.7 89.5 88.9 10.5 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380) 66 77 73 196 187 302 297 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,002,873 COMMITMENTS 180,604 51,945 6,543 693,851 733,620 880,998 792,108 121,875 210,765 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 4,823) -22,302 -6,547 344 20,826 9,708 -1,132 3,505 5,955 1,318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 5.2 0.7 69.2 73.2 87.8 79.0 12.2 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 15 10 9 71 73 91 87 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,377,110 COMMITMENTS 541,833 751,354 199,044 2333802 2126566 3074679 3076964 302,431 300,146 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 64,434) 62,705 43,649 -17,314 3,395 31,577 48,786 57,912 15,648 6,522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 22.2 5.9 69.1 63.0 91.0 91.1 9.0 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 62 41 41 141 148 217 216 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,102,478 COMMITMENTS 280,490 172,231 161,877 639,173 742,758 1081540 1076866 20,938 25,612 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 8,774) 1,254 -13,755 10,011 -2,640 10,588 8,625 6,844 149 1,930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 15.6 14.7 58.0 67.4 98.1 97.7 1.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 24 9 26 55 55 86 83 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 41,047 COMMITMENTS 11,910 18,146 788 19,865 16,473 32,562 35,406 8,484 5,640 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 152) 191 -72 -188 -510 1,479 -507 1,220 659 -1,067 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 44.2 1.9 48.4 40.1 79.3 86.3 20.7 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 27 18 9 26 27 55 52 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 82,093 COMMITMENTS 23,819 36,291 1,576 39,730 32,946 65,125 70,812 16,968 11,281 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 305) 382 -143 -376 -1,019 2,959 -1,013 2,439 1,318 -2,135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 44.2 1.9 48.4 40.1 79.3 86.3 20.7 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 27 18 9 26 27 55 52 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 26,351 COMMITMENTS 3,029 444 0 20,894 25,518 23,923 25,962 2,428 389 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 3,061) -220 0 0 3,175 2,928 2,955 2,928 106 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 1.7 0.0 79.3 96.8 90.8 98.5 9.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 0 15 12 19 13 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 24,933 COMMITMENTS 18,423 22,022 50 6,171 2,834 24,644 24,906 289 27 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 46) 65 46 0 -67 0 -2 46 48 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.9 88.3 0.2 24.8 11.4 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 25 8 1 3 2 29 10 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 105,851 COMMITMENTS 18,648 62,034 22,597 64,591 21,066 105,836 105,697 15 154 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 4,056) -203 1,622 1,539 2,720 895 4,056 4,056 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 58.6 21.3 61.0 19.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 6 1 3 10 11 16 UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,509 COMMITMENTS 1,005 240 75 1,410 2,049 2,490 2,364 19 145 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -300) -15 -45 -45 -225 -190 -285 -280 -15 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.1 9.6 3.0 56.2 81.7 99.2 94.2 0.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 5 4 4 9 12 16
Updated January 04, 2021