WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 422,256 COMMITMENTS 117,365 114,281 115,056 158,268 149,845 390,689 379,182 31,567 43,074 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 1,508) -4,824 7,348 4,781 2,069 -11,534 2,026 595 -518 913 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 27.1 27.2 37.5 35.5 92.5 89.8 7.5 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344) 93 99 108 71 119 233 268 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 18,440 COMMITMENTS 7,177 3,942 804 9,490 12,897 17,471 17,643 969 797 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 485) -264 -1,404 529 300 1,460 565 585 -80 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 21.4 4.4 51.5 69.9 94.7 95.7 5.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 4 3 12 15 21 19 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 225,545 COMMITMENTS 65,140 45,877 48,146 92,404 109,737 205,690 203,760 19,855 21,785 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 4,679) -2,260 3,289 1,963 4,292 -2,001 3,995 3,251 684 1,428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 20.3 21.3 41.0 48.7 91.2 90.3 8.8 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 64 48 59 80 82 170 170 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,740,902 COMMITMENTS 613,446 78,101 204,193 782,465 1278454 1600104 1560748 140,798 180,154 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -6,414) -2,655 700 1,548 -268 -5,577 -1,375 -3,329 -5,039 -3,085 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 4.5 11.7 44.9 73.4 91.9 89.7 8.1 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 853) 219 101 136 318 429 590 622 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,299 COMMITMENTS 1,321 75 58 1,290 3,328 2,669 3,461 1,630 838 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -31) -17 10 8 29 -33 20 -15 -51 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 1.7 1.3 30.0 77.4 62.1 80.5 37.9 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 11 1 1 11 9 22 11 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 863,609 COMMITMENTS 261,759 50,080 138,203 399,817 595,823 799,779 784,106 63,830 79,503 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 10,157) -8,986 6,999 7,753 14,527 -5,461 13,294 9,291 -3,137 866 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 5.8 16.0 46.3 69.0 92.6 90.8 7.4 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 594) 197 83 141 195 258 453 440 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 493,057 COMMITMENTS 147,627 47,236 75,390 229,450 343,939 452,467 466,565 40,590 26,492 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -5,375) 395 8,028 -6,392 7,561 -7,125 1,564 -5,489 -6,939 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 9.6 15.3 46.5 69.8 91.8 94.6 8.2 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316) 124 45 80 106 93 269 191 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,178,149 COMMITMENTS 73,680 188,119 26,519 921,142 760,969 1021341 975,607 156,808 202,542 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -18,835) -14,668 -27,980 -3,991 -6,875 8,094 -25,534 -23,877 6,699 5,042 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 16.0 2.3 78.2 64.6 86.7 82.8 13.3 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 15 42 18 82 95 110 142 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,124,389 COMMITMENTS 60,132 319,256 4,185 927,697 652,567 992,014 976,008 132,375 148,381 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -14,151) -2,646 -9,239 -1,664 -9,993 -7,029 -14,303 -17,932 152 3,781 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 28.4 0.4 82.5 58.0 88.2 86.8 11.8 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 15 24 9 89 87 108 116 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 409,312 COMMITMENTS 104,701 15,373 52,771 199,021 312,272 356,493 380,416 52,819 28,896 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 658) 1,118 -769 -933 1,381 -128 1,566 -1,830 -908 2,488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 3.8 12.9 48.6 76.3 87.1 92.9 12.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 88 38 64 112 85 232 162 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,291 COMMITMENTS 2,369 1,258 147 4,953 7,439 7,469 8,844 1,822 447 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 158) 80 -11 28 48 113 156 130 2 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 13.5 1.6 53.3 80.1 80.4 95.2 19.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 10 7 5 11 15 24 25 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,326,631 COMMITMENTS 407,888 754,580 27,131 1748022 1425994 2183041 2207705 143,590 118,926 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 27,858) 49,881 25,220 -5,360 -18,114 15,425 26,407 35,285 1,451 -7,427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 32.4 1.2 75.1 61.3 93.8 94.9 6.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 55 41 21 147 142 211 195 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,932,607 COMMITMENTS 693,797 783,599 54,395 2857811 2611622 3606003 3449616 326,604 482,991 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 50,792) -25,748 76,351 -1,834 69,735 -25,624 42,153 48,893 8,639 1,899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 19.9 1.4 72.7 66.4 91.7 87.7 8.3 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425) 58 98 41 181 194 262 310 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,348,606 COMMITMENTS 312,051 76,941 4,599 928,708 1030185 1245358 1111725 103,248 236,881 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 50,412) -39,065 -546 217 98,382 42,012 59,534 41,683 -9,122 8,729 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 5.7 0.3 68.9 76.4 92.3 82.4 7.7 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 22 14 9 77 96 104 114 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,676,923 COMMITMENTS 612,179 516,844 85,351 2701996 2681270 3399526 3283465 277,397 393,458 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 166,851) 48,703 -23,585 -16,075 118,826 185,130 151,454 145,470 15,397 21,381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 14.1 2.3 73.5 72.9 92.5 89.3 7.5 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320) 48 54 30 143 168 204 239 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,115,554 COMMITMENTS 108,423 191,054 212,669 773,039 681,786 1094131 1085509 21,423 30,045 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 22,069) 417 5,601 9,650 11,631 4,526 21,698 19,777 371 2,292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 17.1 19.1 69.3 61.1 98.1 97.3 1.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 19 12 23 55 57 85 82 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 44,724 COMMITMENTS 11,222 18,497 1,093 23,177 18,928 35,491 38,517 9,233 6,207 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -717) 483 853 -311 -820 -1,334 -648 -792 -69 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 41.4 2.4 51.8 42.3 79.4 86.1 20.6 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 38 15 11 36 30 79 51 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 89,447 COMMITMENTS 22,443 36,993 2,185 46,354 37,856 70,982 77,034 18,465 12,413 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -1,433) 966 1,706 -621 -1,640 -2,668 -1,295 -1,583 -138 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 41.4 2.4 51.8 42.3 79.4 86.1 20.6 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 38 15 11 36 30 79 51 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 26,928 COMMITMENTS 4,250 1,154 0 20,074 25,245 24,324 26,399 2,604 529 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 4,099) 954 379 0 2,726 3,816 3,680 4,195 419 -96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 4.3 0.0 74.5 93.8 90.3 98.0 9.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 0 14 13 18 15 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 35,141 COMMITMENTS 15,498 30,696 162 19,071 4,217 34,731 35,075 410 66 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -3,331) 1,534 -3,427 89 -4,982 0 -3,359 -3,338 28 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.1 87.4 0.5 54.3 12.0 98.8 99.8 1.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 29 9 2 4 2 34 12 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 138,779 COMMITMENTS 30,065 29,602 60,113 48,599 48,948 138,777 138,663 2 116 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 6,029) -569 138 5,240 1,359 663 6,030 6,041 -1 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 21.3 43.3 35.0 35.3 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 9 1 4 12 12 21
Updated April 02, 2021