WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 522,434: 130,610 90,714 179,640 175,105 201,257 485,356 471,612: 37,078 50,822
Old : 323,913: 99,512 75,264 94,166 105,145 129,197 298,823 298,627: 25,090 25,286
Other: 198,520: 54,342 38,694 62,230 69,961 72,060 186,532 172,984: 11,988 25,536
: : :
: : Changes in Commitments from: December 29, 2020 :
: 45,177: 12,190 2,611 18,721 12,897 24,106 43,808 45,437: 1,368 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 17.4 34.4 33.5 38.5 92.9 90.3: 7.1 9.7
Old : 100.0: 30.7 23.2 29.1 32.5 39.9 92.3 92.2: 7.7 7.8
Other: 100.0: 27.4 19.5 31.3 35.2 36.3 94.0 87.1: 6.0 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 129 112 120 93 125 296 292:
Old : 364: 113 113 96 78 117 254 264:
Other: 251: 86 48 49 65 95 172 174:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 12.5 25.1 20.5 11.5 6.6 17.8 11.6
Old : 15.0 12.4 25.3 20.7 13.3 8.2 21.5 15.1
Other: 20.9 20.3 30.0 29.3 11.4 10.4 18.5 16.9
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 22,303: 10,841 350 753 9,494 20,326 21,088 21,429: 1,215 874
Old : 17,925: 8,932 350 149 8,503 16,890 17,584 17,389: 341 536
Other: 4,378: 2,462 553 51 991 3,436 3,504 4,040: 874 338
: : :
: : Changes in Commitments from: December 29, 2020 :
: -125: 344 50 160 -599 -161 -95 49: -30 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 1.6 3.4 42.6 91.1 94.6 96.1: 5.4 3.9
Old : 100.0: 49.8 2.0 0.8 47.4 94.2 98.1 97.0: 1.9 3.0
Other: 100.0: 56.2 12.6 1.2 22.6 78.5 80.0 92.3: 20.0 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 1 3 10 19 16 23:
Old : 25: 4 1 1 8 17 12 19:
Other: 15: 3 1 2 5 9 8 12:
:----------------------------------------------------------------------------------------------------
: 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 : 73.4 34.6 89.5 62.1 62.5 33.9 69.9 53.0
Old : 82.9 40.3 96.1 67.9 72.8 40.3 77.7 62.1
Other: 71.5 49.4 80.0 82.5 65.8 44.6 66.9 70.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 237,961: 78,150 21,742 45,345 91,819 148,380 215,315 215,467: 22,647 22,495
Old : 170,319: 71,798 26,613 18,784 63,454 112,190 154,036 157,587: 16,283 12,732
Other: 67,643: 21,299 10,075 11,615 28,366 36,190 61,279 57,880: 6,364 9,763
: : :
: : Changes in Commitments from: December 29, 2020 :
: 6,771: 2,871 3,658 1,337 1,007 -323 5,215 4,672: 1,556 2,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 9.1 19.1 38.6 62.4 90.5 90.5: 9.5 9.5
Old : 100.0: 42.2 15.6 11.0 37.3 65.9 90.4 92.5: 9.6 7.5
Other: 100.0: 31.5 14.9 17.2 41.9 53.5 90.6 85.6: 9.4 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 86 38 53 82 97 193 166:
Old : 237: 79 40 37 69 90 163 152:
Other: 163: 40 26 22 52 74 107 108:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 20.1 25.1 28.4 13.8 17.0 22.2 25.2
Old : 17.6 24.4 29.2 32.5 16.9 22.1 28.1 28.9
Other: 16.2 17.8 28.6 30.2 15.4 17.3 25.1 26.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,379,202: 630,820 110,178 593,201 933,972 1,447,132 2,157,993 2,150,511: 221,209 228,691
Old : 1,968,942: 546,807 146,072 470,456 777,255 1,180,209 1,794,518 1,796,738: 174,424 172,204
Other: 410,260: 131,792 11,885 74,966 156,717 266,922 363,475 353,773: 46,785 56,487
: : :
: : Changes in Commitments from: December 29, 2020 :
: 135,469: 17,265 -3,345 65,920 34,626 73,144 117,812 135,719: 17,658 -249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 4.6 24.9 39.3 60.8 90.7 90.4: 9.3 9.6
Old : 100.0: 27.8 7.4 23.9 39.5 59.9 91.1 91.3: 8.9 8.7
Other: 100.0: 32.1 2.9 18.3 38.2 65.1 88.6 86.2: 11.4 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 941: 246 142 196 395 473 734 728:
Old : 921: 232 150 179 374 466 699 708:
Other: 598: 92 75 66 169 361 286 479:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 12.2 17.4 19.5 8.5 9.3 13.4 15.0
Old : 11.1 12.1 18.7 19.4 10.0 9.3 15.9 14.8
Other: 18.6 17.5 27.5 26.1 16.8 16.0 24.0 23.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,849: 1,989 0 0 825 3,947 2,814 3,947: 2,035 902
Old : 4,440: 1,989 0 0 627 3,633 2,616 3,633: 1,824 807
Other: 409: 0 0 0 198 314 198 314: 211 95
: : :
: : Changes in Commitments from: December 29, 2020 :
: 81: -92 0 0 -49 257 -141 257: 222 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 0.0 0.0 17.0 81.4 58.0 81.4: 42.0 18.6
Old : 100.0: 44.8 0.0 0.0 14.1 81.8 58.9 81.8: 41.1 18.2
Other: 100.0: 0.0 0.0 0.0 48.4 76.8 48.4 76.8: 51.6 23.2
: : :
:# 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 : 25.1 65.0 39.2 79.5 25.1 63.0 39.1 75.1
Old : 27.4 65.9 41.5 80.7 27.4 63.7 41.5 77.1
Other: 48.4 72.4 48.4 76.8 47.2 72.4 47.2 75.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,282,647: 272,569 38,873 389,442 530,584 764,700 1,192,595 1,193,014: 90,052 89,633
Old : 1,029,381: 221,988 56,191 302,624 431,677 608,577 956,289 967,392: 73,092 61,989
Other: 253,266: 75,881 7,981 61,519 98,907 156,123 236,306 225,622: 16,960 27,644
: : :
: : Changes in Commitments from: December 29, 2020 :
: 64,924: -13,800 126 43,890 31,686 22,420 61,777 66,436: 3,147 -1,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 3.0 30.4 41.4 59.6 93.0 93.0: 7.0 7.0
Old : 100.0: 21.6 5.5 29.4 41.9 59.1 92.9 94.0: 7.1 6.0
Other: 100.0: 30.0 3.2 24.3 39.1 61.6 93.3 89.1: 6.7 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 674: 256 100 207 224 262 550 514:
Old : 663: 232 119 189 208 253 519 493:
Other: 391: 96 51 59 112 202 226 295:
:----------------------------------------------------------------------------------------------------
: 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 16.4 21.5 27.2 8.1 13.6 12.6 21.8
Old : 12.6 18.9 21.4 30.5 9.6 16.1 15.0 24.3
Other: 25.9 19.1 35.9 29.8 20.1 18.0 26.9 26.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 571,571: 155,366 17,553 153,621 216,519 373,427 525,506 544,600: 46,065 26,971
Old : 490,619: 145,367 29,096 122,382 184,517 316,257 452,265 467,736: 38,354 22,884
Other: 80,952: 26,433 4,890 14,806 32,002 57,169 73,241 76,865: 7,712 4,087
: : :
: : Changes in Commitments from: December 29, 2020 :
: 13,996: 2,205 -690 6,984 5,433 8,187 14,622 14,481: -626 -485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 3.1 26.9 37.9 65.3 91.9 95.3: 8.1 4.7
Old : 100.0: 29.6 5.9 24.9 37.6 64.5 92.2 95.3: 7.8 4.7
Other: 100.0: 32.7 6.0 18.3 39.5 70.6 90.5 95.0: 9.5 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 138 37 80 101 94 269 189:
Old : 311: 139 39 75 98 94 261 186:
Other: 118: 36 18 25 48 29 101 56:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 29.6 21.5 41.1 8.9 26.8 14.2 36.2
Old : 14.6 27.9 23.0 39.4 10.1 25.8 15.7 34.8
Other: 24.1 39.5 39.9 57.9 22.9 33.7 36.5 51.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,265,469: 105,816 283,223 72,955 920,238 733,308 1,099,009 1,089,486: 166,460 175,983
Old : 1,265,469: 105,816 283,223 72,955 920,238 733,308 1,099,009 1,089,486: 166,460 175,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -6,031: -6,520 9,799 -8,281 3,121 -20,845 -11,681 -19,327: 5,650 13,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 22.4 5.8 72.7 57.9 86.8 86.1: 13.2 13.9
Old : 100.0: 8.4 22.4 5.8 72.7 57.9 86.8 86.1: 13.2 13.9
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 : 182: 32 29 37 93 101 143 149:
Old : 182: 32 29 37 93 101 143 149:
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 : 31.8 21.1 40.4 34.2 26.3 20.0 34.4 31.3
Old : 31.8 21.1 40.4 34.2 26.3 20.0 34.4 31.3
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, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,039,077: 83,734 317,895 3,570 822,824 573,267 910,128 894,731: 128,948 144,345
Old : 1,039,077: 83,734 317,895 3,570 822,824 573,267 910,128 894,731: 128,948 144,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 10,630: 8,921 -6,392 -1,724 9,099 8,024 16,296 -93: -5,666 10,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 30.6 0.3 79.2 55.2 87.6 86.1: 12.4 13.9
Old : 100.0: 8.1 30.6 0.3 79.2 55.2 87.6 86.1: 12.4 13.9
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 : 137: 15 18 9 79 80 95 106:
Old : 137: 15 18 9 79 80 95 106:
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 : 21.7 30.0 34.1 44.3 18.0 28.5 28.5 38.9
Old : 21.7 30.0 34.1 44.3 18.0 28.5 28.5 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, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 486,734: 119,694 14,163 103,588 207,797 340,247 431,079 457,998: 55,654 28,735
Old : 413,273: 115,559 22,801 79,527 169,571 284,708 364,657 387,037: 48,616 26,236
Other: 73,461: 16,385 3,612 11,811 38,227 55,539 66,423 70,962: 7,038 2,499
: : :
: : Changes in Commitments from: December 29, 2020 :
: 5,632: -3,160 2,672 4,714 5,082 -1,048 6,635 6,337: -1,003 -705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 2.9 21.3 42.7 69.9 88.6 94.1: 11.4 5.9
Old : 100.0: 28.0 5.5 19.2 41.0 68.9 88.2 93.7: 11.8 6.3
Other: 100.0: 22.3 4.9 16.1 52.0 75.6 90.4 96.6: 9.6 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 108 28 68 116 99 246 179:
Old : 273: 107 30 68 111 97 241 177:
Other: 111: 24 12 19 62 35 96 56:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 32.3 16.9 43.1 6.6 28.4 11.8 37.8
Old : 10.6 32.3 17.1 43.3 7.1 29.8 12.6 40.2
Other: 26.7 36.4 38.6 54.8 21.2 34.0 30.5 51.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,637: 2,699 974 184 5,402 7,764 8,286 8,922: 1,351 715
Old : 9,542: 2,699 974 184 5,402 7,730 8,286 8,888: 1,256 654
Other: 95: 0 0 0 0 34 0 34: 95 61
: : :
: : Changes in Commitments from: December 29, 2020 :
: -165: 86 236 -287 26 -161 -176 -212: 10 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 10.1 1.9 56.1 80.6 86.0 92.6: 14.0 7.4
Old : 100.0: 28.3 10.2 1.9 56.6 81.0 86.8 93.1: 13.2 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 35.8 0.0 35.8: 100.0 64.2
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 16 5 2 9 14 26 20:
Old : 42: 16 5 2 9 14 26 20:
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 : 50.6 51.7 67.1 74.5 50.6 51.7 67.1 73.7
Old : 51.1 51.9 67.7 74.9 51.1 51.9 67.7 74.0
Other: 0.0 35.8 0.0 35.8 0.0 35.8 0.0 35.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,930,467: 427,281 611,170 18,474 1,314,911 1,204,335 1,760,666 1,833,979: 169,800 96,488
Old : 1,930,467: 427,281 611,170 18,474 1,314,911 1,204,335 1,760,666 1,833,979: 169,800 96,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 5,592: -2,313 45,238 -13,084 21,811 -25,360 6,414 6,794: -822 -1,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 31.7 1.0 68.1 62.4 91.2 95.0: 8.8 5.0
Old : 100.0: 22.1 31.7 1.0 68.1 62.4 91.2 95.0: 8.8 5.0
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 : 284: 61 30 21 143 126 213 168:
Old : 284: 61 30 21 143 126 213 168:
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 : 17.5 34.1 26.0 48.4 15.1 30.1 22.9 42.3
Old : 17.5 34.1 26.0 48.4 15.1 30.1 22.9 42.3
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, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,788,008: 596,140 494,144 338,191 2,457,546 2,508,973 3,391,877 3,341,308: 396,131 446,699
Old : 3,788,008: 596,140 494,144 338,191 2,457,546 2,508,973 3,391,877 3,341,308: 396,131 446,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 98,365: 14 -24,496 77,261 10,752 9,898 88,027 62,663: 10,338 35,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 13.0 8.9 64.9 66.2 89.5 88.2: 10.5 11.8
Old : 100.0: 15.7 13.0 8.9 64.9 66.2 89.5 88.2: 10.5 11.8
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 : 387: 68 78 78 198 195 308 309:
Old : 387: 68 78 78 198 195 308 309:
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 19.7 23.3 28.3 10.3 11.4 17.9 18.8
Old : 14.8 19.7 23.3 28.3 10.3 11.4 17.9 18.8
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, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,003,790: 181,144 50,175 6,537 704,544 737,497 892,225 794,209: 111,565 209,581
Old : 1,003,790: 181,144 50,175 6,537 704,544 737,497 892,225 794,209: 111,565 209,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 917: 540 -1,770 -6 10,693 3,877 11,227 2,101: -10,310 -1,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 5.0 0.7 70.2 73.5 88.9 79.1: 11.1 20.9
Old : 100.0: 18.0 5.0 0.7 70.2 73.5 88.9 79.1: 11.1 20.9
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 : 124: 17 9 9 71 73 93 86:
Old : 124: 17 9 9 71 73 93 86:
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 38.2 35.5 23.2 25.4 36.1 33.1
Old : 23.5 26.9 38.2 35.5 23.2 25.4 36.1 33.1
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, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,324,082: 509,992 751,601 165,576 2,342,983 2,109,323 3,018,552 3,026,500: 305,530 297,582
Old : 3,324,082: 509,992 751,601 165,576 2,342,983 2,109,323 3,018,552 3,026,500: 305,530 297,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -53,029: -31,841 247 -33,468 9,181 -17,243 -56,128 -50,464: 3,099 -2,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 22.6 5.0 70.5 63.5 90.8 91.0: 9.2 9.0
Old : 100.0: 15.3 22.6 5.0 70.5 63.5 90.8 91.0: 9.2 9.0
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 : 290: 51 45 38 140 149 209 214:
Old : 290: 51 45 38 140 149 209 214:
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 : 25.3 21.4 37.4 34.2 22.2 21.2 30.5 32.1
Old : 25.3 21.4 37.4 34.2 22.2 21.2 30.5 32.1
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, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 999,328: 227,444 180,822 144,024 608,318 646,153 979,786 970,999: 19,542 28,329
Old : 999,328: 227,444 180,822 144,024 608,318 646,153 979,786 970,999: 19,542 28,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -103,150: -53,046 8,591 -17,853 -30,855 -96,605 -101,754 -105,867: -1,396 2,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 18.1 14.4 60.9 64.7 98.0 97.2: 2.0 2.8
Old : 100.0: 22.8 18.1 14.4 60.9 64.7 98.0 97.2: 2.0 2.8
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 : 93: 23 11 24 53 52 84 79:
Old : 93: 23 11 24 53 52 84 79:
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 : 29.5 44.8 43.5 54.5 25.2 39.6 34.6 47.0
Old : 29.5 44.8 43.5 54.5 25.2 39.6 34.6 47.0
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, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,720: 12,062 18,369 578 19,470 16,304 32,110 35,252: 8,610 5,469
Old : 40,720: 12,062 18,369 578 19,470 16,304 32,110 35,252: 8,610 5,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -326: 152 224 -209 -395 -169 -452 -155: 126 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 45.1 1.4 47.8 40.0 78.9 86.6: 21.1 13.4
Old : 100.0: 29.6 45.1 1.4 47.8 40.0 78.9 86.6: 21.1 13.4
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 : 89: 29 16 9 27 24 57 48:
Old : 89: 29 16 9 27 24 57 48:
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 : 29.6 52.5 41.9 64.0 28.7 52.5 40.7 64.0
Old : 29.6 52.5 41.9 64.0 28.7 52.5 40.7 64.0
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, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 81,441: 24,124 36,738 1,157 38,940 32,608 64,221 70,503: 17,220 10,938
Old : 81,441: 24,124 36,738 1,157 38,940 32,608 64,221 70,503: 17,220 10,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -652: 305 447 -419 -790 -338 -904 -309: 251 -343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 45.1 1.4 47.8 40.0 78.9 86.6: 21.1 13.4
Old : 100.0: 29.6 45.1 1.4 47.8 40.0 78.9 86.6: 21.1 13.4
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 : 89: 29 16 9 27 24 57 48:
Old : 89: 29 16 9 27 24 57 48:
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 : 29.6 52.5 41.9 64.0 28.7 52.5 40.7 64.0
Old : 29.6 52.5 41.9 64.0 28.7 52.5 40.7 64.0
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, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,104: 2,872 925 0 24,139 27,801 27,011 28,726: 2,093 378
Old : 29,104: 2,872 925 0 24,139 27,801 27,011 28,726: 2,093 378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 2,753: -157 481 0 3,245 2,283 3,088 2,764: -335 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 3.2 0.0 82.9 95.5 92.8 98.7: 7.2 1.3
Old : 100.0: 9.9 3.2 0.0 82.9 95.5 92.8 98.7: 7.2 1.3
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 : 30: 4 2 0 16 13 20 15:
Old : 30: 4 2 0 16 13 20 15:
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 : 47.2 58.2 72.8 87.8 44.1 52.1 69.8 81.7
Old : 47.2 58.2 72.8 87.8 44.1 52.1 69.8 81.7
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, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 24,615: 18,237 21,653 65 5,998 2,834 24,300 24,552: 315 63
Old : 24,615: 18,237 21,653 65 5,998 2,834 24,300 24,552: 315 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -318: -186 -369 15 -173 0 -344 -354: 26 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 88.0 0.3 24.4 11.5 98.7 99.7: 1.3 0.3
Old : 100.0: 74.1 88.0 0.3 24.4 11.5 98.7 99.7: 1.3 0.3
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 : 39: 28 7 1 3 2 32 9:
Old : 39: 28 7 1 3 2 32 9:
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 : 59.1 85.3 84.2 99.7 59.1 85.3 84.1 99.4
Old : 59.1 85.3 84.2 99.7 59.1 85.3 84.1 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, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 110,365: 19,482 64,290 25,077 65,791 20,851 110,350 110,218: 15 147
Old : 110,365: 19,482 64,290 25,077 65,791 20,851 110,350 110,218: 15 147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 4,514: 834 2,256 2,480 1,200 -215 4,514 4,521: 0 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 58.3 22.7 59.6 18.9 100.0 99.9: 0.0 0.1
Old : 100.0: 17.7 58.3 22.7 59.6 18.9 100.0 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 : 86.6 95.1 97.0 98.1 66.9 72.4 75.5 75.4
Old : 86.6 95.1 97.0 98.1 66.9 72.4 75.5 75.4
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, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,389: 975 240 45 1,305 1,959 2,325 2,244: 64 145
Old : 2,389: 975 240 45 1,305 1,959 2,325 2,244: 64 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -120: -30 0 -30 -105 -90 -165 -120: 45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 10.0 1.9 54.6 82.0 97.3 93.9: 2.7 6.1
Old : 100.0: 40.8 10.0 1.9 54.6 82.0 97.3 93.9: 2.7 6.1
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 : 21: 5 5 3 5 9 12 15:
Old : 21: 5 5 3 5 9 12 15:
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 : 79.1 62.8 93.6 80.7 79.1 60.3 91.7 78.0
Old : 79.1 62.8 93.6 80.7 79.1 60.3 91.7 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 08, 2021