WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 538,192: 130,368 95,686 186,298 183,861 206,171 500,527 488,155: 37,665 50,037
Old : 326,275: 93,271 79,370 97,250 110,468 125,514 300,990 302,134: 25,286 24,142
Other: 211,917: 60,839 40,059 65,305 73,393 80,657 199,537 186,021: 12,380 25,896
: : :
: : Changes in Commitments from: January 5, 2021 :
: 15,758: -242 4,972 6,658 8,756 4,913 15,171 16,543: 587 -785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 17.8 34.6 34.2 38.3 93.0 90.7: 7.0 9.3
Old : 100.0: 28.6 24.3 29.8 33.9 38.5 92.3 92.6: 7.7 7.4
Other: 100.0: 28.7 18.9 30.8 34.6 38.1 94.2 87.8: 5.8 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 397: 137 106 126 90 126 298 297:
Old : 361: 115 106 93 73 118 245 263:
Other: 266: 91 54 50 66 98 180 183:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 13.2 24.9 21.6 11.5 6.4 18.3 11.1
Old : 14.3 13.3 25.4 22.0 13.3 8.4 21.6 14.7
Other: 19.9 19.4 29.8 27.9 12.2 10.3 19.7 17.0
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 17,806: 7,739 200 3 8,649 16,564 16,391 16,767: 1,415 1,039
Old : 12,777: 5,479 200 0 6,947 12,058 12,426 12,258: 351 519
Other: 5,029: 2,263 3 0 1,702 4,506 3,965 4,509: 1,064 520
: : :
: : Changes in Commitments from: January 5, 2021 :
: -4,497: -3,102 -150 -750 -845 -3,762 -4,697 -4,662: 200 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 1.1 0.0 48.6 93.0 92.1 94.2: 7.9 5.8
Old : 100.0: 42.9 1.6 0.0 54.4 94.4 97.3 95.9: 2.7 4.1
Other: 100.0: 45.0 0.1 0.0 33.8 89.6 78.8 89.7: 21.2 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 1 1 9 18 13 20:
Old : 22: 3 1 0 6 16 9 17:
Other: 14: 1 1 0 5 9 6 10:
:----------------------------------------------------------------------------------------------------
: 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 : 67.0 45.6 85.5 72.2 53.0 39.3 62.8 54.7
Old : 78.0 53.1 96.1 80.8 64.0 50.7 72.8 65.5
Other: 69.1 57.9 78.8 85.6 64.5 49.9 64.5 72.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 242,317: 78,797 23,157 50,149 90,156 147,851 219,102 221,157: 23,215 21,160
Old : 166,421: 71,300 27,960 19,661 59,344 107,948 150,305 155,569: 16,116 10,852
Other: 75,896: 26,929 14,629 11,056 30,812 39,903 68,797 65,588: 7,099 10,308
: : :
: : Changes in Commitments from: January 5, 2021 :
: 4,356: 647 1,416 4,804 -1,663 -529 3,787 5,691: 568 -1,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 9.6 20.7 37.2 61.0 90.4 91.3: 9.6 8.7
Old : 100.0: 42.8 16.8 11.8 35.7 64.9 90.3 93.5: 9.7 6.5
Other: 100.0: 35.5 19.3 14.6 40.6 52.6 90.6 86.4: 9.4 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 89 41 65 83 100 202 181:
Old : 246: 82 44 47 71 93 170 168:
Other: 179: 51 28 23 57 73 122 111:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 19.4 24.0 27.8 13.4 17.1 21.9 24.9
Old : 17.3 24.5 29.3 32.8 16.7 22.3 28.1 29.6
Other: 14.9 18.6 26.4 32.7 14.8 18.4 23.9 28.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 2,580,675: 661,962 104,381 692,726 1,005,898 1,536,996 2,360,587 2,334,103: 220,089 246,572
Old : 2,117,550: 554,142 142,514 559,146 834,595 1,236,721 1,947,883 1,938,381: 169,667 179,169
Other: 463,126: 160,426 14,473 80,974 171,303 300,276 412,703 395,722: 50,422 67,403
: : :
: : Changes in Commitments from: January 5, 2021 :
: 201,473: 31,142 -5,797 99,525 71,926 89,865 202,593 183,592: -1,120 17,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 4.0 26.8 39.0 59.6 91.5 90.4: 8.5 9.6
Old : 100.0: 26.2 6.7 26.4 39.4 58.4 92.0 91.5: 8.0 8.5
Other: 100.0: 34.6 3.1 17.5 37.0 64.8 89.1 85.4: 10.9 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 955: 258 143 211 402 486 758 752:
Old : 932: 235 157 200 380 473 723 730:
Other: 623: 100 76 63 188 372 315 487:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 11.2 18.0 18.7 8.7 8.5 13.2 14.1
Old : 12.2 11.1 19.4 18.3 10.5 8.5 15.8 13.9
Other: 17.4 15.6 26.3 24.4 15.6 14.0 22.8 21.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 4,721: 1,967 0 0 624 3,816 2,591 3,816: 2,130 905
Old : 4,287: 1,967 0 0 424 3,496 2,391 3,496: 1,896 791
Other: 434: 0 0 0 200 320 200 320: 234 114
: : :
: : Changes in Commitments from: January 5, 2021 :
: -128: -22 0 0 -201 -131 -223 -131: 96 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 0.0 0.0 13.2 80.8 54.9 80.8: 45.1 19.2
Old : 100.0: 45.9 0.0 0.0 9.9 81.5 55.8 81.5: 44.2 18.5
Other: 100.0: 0.0 0.0 0.0 46.1 73.7 46.1 73.7: 53.9 26.3
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 12 0 0 5 9 17 9:
Old : 22: 12 0 0 5 8 17 8:
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 : 25.8 66.2 39.2 80.7 25.8 62.7 38.1 74.2
Old : 28.5 67.5 41.4 81.5 28.5 63.7 40.4 75.4
Other: 46.1 68.7 46.1 73.7 44.9 68.7 44.9 72.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 1,342,333: 267,380 43,496 431,612 547,236 774,123 1,246,228 1,249,231: 96,105 93,102
Old : 1,053,976: 215,363 59,904 333,691 428,551 599,233 977,605 992,828: 76,371 61,148
Other: 288,358: 77,732 9,307 72,206 118,686 174,890 268,624 256,403: 19,734 31,955
: : :
: : Changes in Commitments from: January 5, 2021 :
: 59,686: -5,189 4,623 42,171 16,652 9,423 53,634 56,217: 6,053 3,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 3.2 32.2 40.8 57.7 92.8 93.1: 7.2 6.9
Old : 100.0: 20.4 5.7 31.7 40.7 56.9 92.8 94.2: 7.2 5.8
Other: 100.0: 27.0 3.2 25.0 41.2 60.7 93.2 88.9: 6.8 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 677: 247 112 207 219 266 544 519:
Old : 667: 224 130 191 204 258 515 501:
Other: 392: 100 46 60 112 206 230 294:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 15.5 22.4 26.0 8.5 12.5 12.8 20.6
Old : 12.8 18.1 22.3 29.8 9.3 15.0 14.7 23.1
Other: 29.1 20.0 38.2 30.6 22.9 18.9 29.7 27.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 568,408: 137,376 23,576 158,458 225,165 360,492 521,000 542,525: 47,408 25,882
Old : 485,519: 127,940 34,633 128,819 189,862 300,555 446,621 464,007: 38,897 21,512
Other: 82,889: 24,320 3,827 14,755 35,303 59,936 74,378 78,518: 8,511 4,371
: : :
: : Changes in Commitments from: January 5, 2021 :
: -3,163: -17,990 6,023 4,837 8,646 -12,935 -4,506 -2,075: 1,343 -1,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 4.1 27.9 39.6 63.4 91.7 95.4: 8.3 4.6
Old : 100.0: 26.4 7.1 26.5 39.1 61.9 92.0 95.6: 8.0 4.4
Other: 100.0: 29.3 4.6 17.8 42.6 72.3 89.7 94.7: 10.3 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 134 34 87 110 95 274 196:
Old : 313: 133 38 81 106 92 266 189:
Other: 120: 37 16 27 50 30 103 58:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 29.6 21.5 40.8 8.9 26.5 14.4 35.6
Old : 14.7 28.2 23.2 39.7 10.2 25.6 16.0 34.2
Other: 23.8 38.3 37.4 56.2 22.5 33.6 34.4 50.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 1,331,360: 97,896 299,659 107,818 959,628 729,469 1,165,342 1,136,946: 166,018 194,414
Old : 1,331,360: 97,896 299,659 107,818 959,628 729,469 1,165,342 1,136,946: 166,018 194,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 65,891: -7,920 16,435 34,863 39,390 -3,839 66,333 47,460: -442 18,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 22.5 8.1 72.1 54.8 87.5 85.4: 12.5 14.6
Old : 100.0: 7.4 22.5 8.1 72.1 54.8 87.5 85.4: 12.5 14.6
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 : 183: 26 34 35 95 101 143 148:
Old : 183: 26 34 35 95 101 143 148:
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 : 30.6 19.1 38.8 30.7 25.1 17.5 32.9 27.5
Old : 30.6 19.1 38.8 30.7 25.1 17.5 32.9 27.5
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 12, 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 : 1,060,420: 86,880 318,230 6,628 831,288 592,606 924,796 917,463: 135,624 142,957
Old : 1,060,420: 86,880 318,230 6,628 831,288 592,606 924,796 917,463: 135,624 142,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 21,343: 3,146 335 3,057 8,464 19,339 14,668 22,732: 6,676 -1,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 30.0 0.6 78.4 55.9 87.2 86.5: 12.8 13.5
Old : 100.0: 8.2 30.0 0.6 78.4 55.9 87.2 86.5: 12.8 13.5
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 : 139: 12 20 9 77 82 93 107:
Old : 139: 12 20 9 77 82 93 107:
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 : 21.3 29.3 33.7 43.2 17.5 27.8 28.4 38.1
Old : 21.3 29.3 33.7 43.2 17.5 27.8 28.4 38.1
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 12, 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 : 499,855: 118,576 10,513 116,726 206,823 345,561 442,126 472,801: 57,729 27,054
Old : 422,644: 112,550 18,585 93,586 166,046 285,914 372,182 398,085: 50,462 24,559
Other: 77,211: 17,588 3,491 11,577 40,777 59,647 69,943 74,716: 7,268 2,495
: : :
: : Changes in Commitments from: January 5, 2021 :
: 13,121: -1,118 -3,650 13,138 -974 5,314 11,046 14,803: 2,075 -1,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 2.1 23.4 41.4 69.1 88.5 94.6: 11.5 5.4
Old : 100.0: 26.6 4.4 22.1 39.3 67.6 88.1 94.2: 11.9 5.8
Other: 100.0: 22.8 4.5 15.0 52.8 77.3 90.6 96.8: 9.4 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 115 27 74 121 108 263 190:
Old : 286: 114 29 73 115 104 257 185:
Other: 119: 29 10 21 67 38 106 60:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 31.5 17.7 42.9 5.8 27.4 10.7 37.0
Old : 11.4 31.2 18.1 42.9 6.1 29.4 11.1 39.3
Other: 26.4 36.0 38.6 54.3 21.6 34.7 31.3 51.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 9,818: 2,919 1,087 204 5,173 7,814 8,296 9,106: 1,521 712
Old : 9,755: 2,919 1,087 204 5,153 7,753 8,276 9,045: 1,478 710
Other: 63: 0 0 0 20 61 20 61: 43 2
: : :
: : Changes in Commitments from: January 5, 2021 :
: 181: 220 113 20 -230 51 10 184: 171 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 11.1 2.1 52.7 79.6 84.5 92.7: 15.5 7.3
Old : 100.0: 29.9 11.1 2.1 52.8 79.5 84.8 92.7: 15.2 7.3
Other: 100.0: 0.0 0.0 0.0 31.7 96.8 31.7 96.8: 68.3 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 17 5 2 10 15 28 21:
Old : 43: 17 5 2 8 15 26 21:
Other: 4: 0 0 0 2 2 2 2:
:----------------------------------------------------------------------------------------------------
: 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 : 50.1 49.3 66.1 72.8 50.1 49.1 65.8 71.6
Old : 50.5 49.0 66.5 72.6 50.5 49.0 66.3 71.7
Other: 31.7 96.8 31.7 96.8 31.7 96.8 31.7 96.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 1,977,161: 389,889 681,264 35,028 1,383,193 1,162,401 1,808,110 1,878,693: 169,051 98,468
Old : 1,977,161: 389,889 681,264 35,028 1,383,193 1,162,401 1,808,110 1,878,693: 169,051 98,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 46,694: -37,392 70,094 16,553 68,282 -41,934 47,443 44,713: -749 1,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 34.5 1.8 70.0 58.8 91.4 95.0: 8.6 5.0
Old : 100.0: 19.7 34.5 1.8 70.0 58.8 91.4 95.0: 8.6 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 : 278: 57 36 27 142 123 210 175:
Old : 278: 57 36 27 142 123 210 175:
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 : 18.7 34.0 27.9 47.8 17.0 30.2 24.6 41.3
Old : 18.7 34.0 27.9 47.8 17.0 30.2 24.6 41.3
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 12, 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 : 4,425,411: 566,759 623,878 552,901 2,919,257 2,737,246 4,038,917 3,914,025: 386,494 511,387
Old : 4,425,411: 566,759 623,878 552,901 2,919,257 2,737,246 4,038,917 3,914,025: 386,494 511,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 637,403: -29,381 129,733 214,710 461,711 228,273 647,040 572,716: -9,637 64,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 14.1 12.5 66.0 61.9 91.3 88.4: 8.7 11.6
Old : 100.0: 12.8 14.1 12.5 66.0 61.9 91.3 88.4: 8.7 11.6
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 : 407: 83 72 85 213 197 328 322:
Old : 407: 83 72 85 213 197 328 322:
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 : 15.2 19.6 22.7 27.8 8.4 11.8 14.1 17.6
Old : 15.2 19.6 22.7 27.8 8.4 11.8 14.1 17.6
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 12, 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 : 1,062,696: 202,810 72,242 6,339 738,204 776,431 947,353 855,012: 115,343 207,684
Old : 1,062,696: 202,810 72,242 6,339 738,204 776,431 947,353 855,012: 115,343 207,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 58,906: 21,666 22,067 -198 33,660 38,934 55,128 60,803: 3,778 -1,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 6.8 0.6 69.5 73.1 89.1 80.5: 10.9 19.5
Old : 100.0: 19.1 6.8 0.6 69.5 73.1 89.1 80.5: 10.9 19.5
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 : 131: 15 10 8 74 81 94 94:
Old : 131: 15 10 8 74 81 94 94:
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 37.8 35.5 23.3 25.4 35.9 32.9
Old : 23.5 26.9 37.8 35.5 23.3 25.4 35.9 32.9
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 12, 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 : 3,435,792: 495,180 809,247 198,079 2,449,781 2,112,585 3,143,039 3,119,911: 292,754 315,881
Old : 3,435,792: 495,180 809,247 198,079 2,449,781 2,112,585 3,143,039 3,119,911: 292,754 315,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 111,710: -14,813 57,646 32,503 106,797 3,262 124,487 93,411: -12,777 18,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 23.6 5.8 71.3 61.5 91.5 90.8: 8.5 9.2
Old : 100.0: 14.4 23.6 5.8 71.3 61.5 91.5 90.8: 8.5 9.2
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 : 302: 54 45 40 147 153 217 222:
Old : 302: 54 45 40 147 153 217 222:
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 : 25.0 21.0 36.7 34.1 21.7 20.5 29.8 31.7
Old : 25.0 21.0 36.7 34.1 21.7 20.5 29.8 31.7
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 12, 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 : 1,034,355: 212,450 186,957 156,820 644,079 661,067 1,013,349 1,004,844: 21,006 29,511
Old : 1,034,355: 212,450 186,957 156,820 644,079 661,067 1,013,349 1,004,844: 21,006 29,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 35,028: -14,994 6,135 12,796 35,762 14,914 33,564 33,845: 1,464 1,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 18.1 15.2 62.3 63.9 98.0 97.1: 2.0 2.9
Old : 100.0: 20.5 18.1 15.2 62.3 63.9 98.0 97.1: 2.0 2.9
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 : 97: 24 12 27 55 53 88 83:
Old : 97: 24 12 27 55 53 88 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 : 29.7 43.6 44.2 54.4 25.3 37.6 35.5 45.0
Old : 29.7 43.6 44.2 54.4 25.3 37.6 35.5 45.0
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 12, 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 : 42,257: 12,145 18,299 752 20,234 16,953 33,131 36,004: 9,126 6,253
Old : 42,257: 12,145 18,299 752 20,234 16,953 33,131 36,004: 9,126 6,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 1,536: 83 -70 173 764 649 1,020 752: 516 784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 43.3 1.8 47.9 40.1 78.4 85.2: 21.6 14.8
Old : 100.0: 28.7 43.3 1.8 47.9 40.1 78.4 85.2: 21.6 14.8
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 : 95: 32 17 8 30 24 65 46:
Old : 95: 32 17 8 30 24 65 46:
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 : 29.3 48.9 40.0 62.1 28.6 48.8 38.5 62.0
Old : 29.3 48.9 40.0 62.1 28.6 48.8 38.5 62.0
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 12, 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 : 84,513: 24,289 36,598 1,504 40,468 33,906 66,261 72,007: 18,252 12,506
Old : 84,513: 24,289 36,598 1,504 40,468 33,906 66,261 72,007: 18,252 12,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 3,073: 165 -140 347 1,528 1,298 2,040 1,504: 1,032 1,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 43.3 1.8 47.9 40.1 78.4 85.2: 21.6 14.8
Old : 100.0: 28.7 43.3 1.8 47.9 40.1 78.4 85.2: 21.6 14.8
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 : 95: 32 17 8 30 24 65 46:
Old : 95: 32 17 8 30 24 65 46:
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 : 29.3 48.9 40.0 62.1 28.6 48.8 38.5 62.0
Old : 29.3 48.9 40.0 62.1 28.6 48.8 38.5 62.0
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 12, 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 : 27,903: 2,646 715 0 23,488 26,857 26,134 27,572: 1,769 331
Old : 27,903: 2,646 715 0 23,488 26,857 26,134 27,572: 1,769 331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,201: -226 -210 0 -651 -944 -877 -1,154: -324 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 2.6 0.0 84.2 96.3 93.7 98.8: 6.3 1.2
Old : 100.0: 9.5 2.6 0.0 84.2 96.3 93.7 98.8: 6.3 1.2
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 : 31: 4 2 0 17 13 21 15:
Old : 31: 4 2 0 17 13 21 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 : 47.1 58.1 72.4 88.2 43.9 52.4 69.2 82.4
Old : 47.1 58.1 72.4 88.2 43.9 52.4 69.2 82.4
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 12, 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 : 31,813: 17,575 28,600 60 13,886 3,095 31,521 31,755: 292 58
Old : 31,813: 17,575 28,600 60 13,886 3,095 31,521 31,755: 292 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 7,198: -662 6,947 -5 7,888 261 7,221 7,203: -23 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 89.9 0.2 43.6 9.7 99.1 99.8: 0.9 0.2
Old : 100.0: 55.2 89.9 0.2 43.6 9.7 99.1 99.8: 0.9 0.2
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 : 44: 28 10 1 5 2 34 12:
Old : 44: 28 10 1 5 2 34 12:
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 : 60.7 84.9 82.6 97.3 60.7 84.9 81.7 97.1
Old : 60.7 84.9 82.6 97.3 60.7 84.9 81.7 97.1
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 12, 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 : 119,965: 21,874 57,443 36,486 61,601 25,953 119,961 119,882: 4 83
Old : 119,965: 21,874 57,443 36,486 61,601 25,953 119,961 119,882: 4 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 9,600: 2,392 -6,847 11,409 -4,190 5,102 9,611 9,664: -11 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 47.9 30.4 51.3 21.6 100.0 99.9: 0.0 0.1
Old : 100.0: 18.2 47.9 30.4 51.3 21.6 100.0 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 : 27: 7 7 1 3 10 11 17:
Old : 27: 7 7 1 3 10 11 17:
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 96.3 96.8 98.5 59.0 65.9 67.9 68.1
Old : 86.6 96.3 96.8 98.5 59.0 65.9 67.9 68.1
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 12, 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 : 2,474: 915 225 30 1,435 2,059 2,380 2,314: 94 160
Old : 2,474: 915 225 30 1,435 2,059 2,380 2,314: 94 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 85: -60 -15 -15 130 100 55 70: 30 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 9.1 1.2 58.0 83.2 96.2 93.5: 3.8 6.5
Old : 100.0: 37.0 9.1 1.2 58.0 83.2 96.2 93.5: 3.8 6.5
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 : 21: 6 4 2 7 9 14 14:
Old : 21: 6 4 2 7 9 14 14:
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 : 72.6 66.1 87.7 83.3 68.9 63.7 82.9 77.8
Old : 72.6 66.1 87.7 83.3 68.9 63.7 82.9 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2021