WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 565,381: 136,572 95,843 201,628 187,140 217,430 525,340 514,901: 40,041 50,480
Old : 337,023: 97,813 78,412 107,278 105,894 127,823 310,986 313,513: 26,037 23,510
Other: 228,358: 63,100 41,772 70,009 81,246 89,606 214,355 201,388: 14,004 26,971
: : :
: : Changes in Commitments from: January 12, 2021 :
: 27,189: 6,204 156 15,331 3,279 11,259 24,814 26,746: 2,375 443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 17.0 35.7 33.1 38.5 92.9 91.1: 7.1 8.9
Old : 100.0: 29.0 23.3 31.8 31.4 37.9 92.3 93.0: 7.7 7.0
Other: 100.0: 27.6 18.3 30.7 35.6 39.2 93.9 88.2: 6.1 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 400: 144 101 126 93 125 304 296:
Old : 361: 118 104 100 77 117 254 265:
Other: 272: 97 52 48 71 100 189 183:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 13.7 24.5 22.1 10.7 6.6 17.1 11.4
Old : 13.5 14.4 24.5 23.3 12.2 8.7 20.6 14.6
Other: 19.3 18.7 29.4 27.8 11.9 10.9 19.1 17.2
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 18,179: 6,615 200 1,005 9,024 16,078 16,644 17,283: 1,535 896
Old : 12,423: 3,655 200 1,005 7,378 10,642 12,038 11,847: 385 576
Other: 5,756: 2,960 0 0 1,646 5,436 4,606 5,436: 1,150 320
: : :
: : Changes in Commitments from: January 12, 2021 :
: 373: -1,124 0 1,002 375 -486 253 516: 120 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 1.1 5.5 49.6 88.4 91.6 95.1: 8.4 4.9
Old : 100.0: 29.4 1.6 8.1 59.4 85.7 96.9 95.4: 3.1 4.6
Other: 100.0: 51.4 0.0 0.0 28.6 94.4 80.0 94.4: 20.0 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 1 1 11 19 15 21:
Old : 21: 3 1 1 7 15 10 17:
Other: 16: 2 0 0 6 10 8 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 : 65.1 42.8 82.7 67.8 42.3 29.8 50.5 44.6
Old : 76.5 49.3 93.7 79.3 53.3 44.9 61.6 55.6
Other: 66.9 59.3 80.0 86.9 63.4 52.3 67.0 76.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 239,814: 78,747 20,696 51,235 87,022 146,383 217,003 218,314: 22,811 21,501
Old : 159,946: 67,370 24,645 21,390 55,265 103,247 144,026 149,283: 15,921 10,664
Other: 79,868: 28,742 13,416 12,479 31,756 43,136 72,977 69,031: 6,891 10,837
: : :
: : Changes in Commitments from: January 12, 2021 :
: -2,503: -51 -2,462 1,086 -3,134 -1,468 -2,099 -2,844: -404 341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 8.6 21.4 36.3 61.0 90.5 91.0: 9.5 9.0
Old : 100.0: 42.1 15.4 13.4 34.6 64.6 90.0 93.3: 10.0 6.7
Other: 100.0: 36.0 16.8 15.6 39.8 54.0 91.4 86.4: 8.6 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 97 37 65 81 101 205 180:
Old : 248: 83 43 45 69 95 169 167:
Other: 182: 54 25 26 56 78 124 116:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 18.3 24.2 26.3 13.4 16.5 22.1 24.3
Old : 17.3 23.2 29.9 31.6 16.8 22.1 29.0 30.0
Other: 14.5 18.5 26.4 31.5 13.6 17.7 22.8 27.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 2,609,505: 622,565 79,216 714,053 1,053,804 1,574,568 2,390,422 2,367,837: 219,083 241,668
Old : 2,107,535: 506,484 122,903 568,764 867,750 1,243,717 1,942,998 1,935,385: 164,537 172,151
Other: 501,970: 172,846 13,078 88,524 186,054 330,850 447,424 432,453: 54,546 69,517
: : :
: : Changes in Commitments from: January 12, 2021 :
: 28,830: -39,397 -25,164 21,327 47,906 37,571 29,836 33,734: -1,006 -4,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 3.0 27.4 40.4 60.3 91.6 90.7: 8.4 9.3
Old : 100.0: 24.0 5.8 27.0 41.2 59.0 92.2 91.8: 7.8 8.2
Other: 100.0: 34.4 2.6 17.6 37.1 65.9 89.1 86.2: 10.9 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 965: 280 123 213 409 489 770 753:
Old : 940: 252 138 197 381 480 724 732:
Other: 634: 117 67 69 199 376 337 492:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 11.5 19.3 19.4 9.0 7.9 13.3 13.2
Old : 13.1 10.7 21.0 18.4 11.1 7.8 16.3 12.8
Other: 17.0 18.3 27.3 26.7 15.5 16.2 23.7 23.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 4,766: 1,963 0 0 587 3,815 2,550 3,815: 2,216 951
Old : 4,280: 1,963 0 0 376 3,469 2,339 3,469: 1,941 811
Other: 486: 0 0 0 211 346 211 346: 275 140
: : :
: : Changes in Commitments from: January 12, 2021 :
: 45: -4 0 0 -37 -1 -41 -1: 86 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 0.0 0.0 12.3 80.0 53.5 80.0: 46.5 20.0
Old : 100.0: 45.9 0.0 0.0 8.8 81.0 54.6 81.0: 45.4 19.0
Other: 100.0: 0.0 0.0 0.0 43.4 71.2 43.4 71.2: 56.6 28.8
: : :
:# 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 : 25.5 63.9 38.8 79.9 25.5 60.3 37.7 74.3
Old : 28.4 66.3 41.5 81.0 28.4 62.4 40.1 75.7
Other: 43.4 69.2 43.4 71.2 42.4 69.2 42.4 70.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 1,355,785: 252,603 45,088 451,856 556,330 765,404 1,260,789 1,262,348: 94,996 93,437
Old : 1,035,335: 200,834 58,763 338,408 422,700 578,597 961,942 975,767: 73,394 59,568
Other: 320,449: 78,604 13,160 86,613 133,630 186,807 298,847 286,580: 21,602 33,869
: : :
: : Changes in Commitments from: January 12, 2021 :
: 13,451: -14,777 1,592 20,243 9,094 -8,719 14,560 13,116: -1,109 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 3.3 33.3 41.0 56.5 93.0 93.1: 7.0 6.9
Old : 100.0: 19.4 5.7 32.7 40.8 55.9 92.9 94.2: 7.1 5.8
Other: 100.0: 24.5 4.1 27.0 41.7 58.3 93.3 89.4: 6.7 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 671: 257 100 214 228 267 553 523:
Old : 663: 236 117 194 210 258 520 503:
Other: 398: 102 51 65 123 202 248 296:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 15.2 22.3 24.9 7.7 11.9 12.1 18.9
Old : 12.8 17.1 21.7 28.7 7.9 14.1 13.2 21.3
Other: 27.8 18.6 37.3 29.8 21.7 17.6 27.4 26.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 559,232: 131,167 23,544 152,754 229,299 357,182 513,219 533,480: 46,012 25,752
Old : 471,521: 120,795 34,646 122,740 191,695 292,538 435,230 449,924: 36,292 21,597
Other: 87,710: 24,748 3,274 15,638 37,604 64,644 77,990 83,556: 9,721 4,154
: : :
: : Changes in Commitments from: January 12, 2021 :
: -9,176: -6,210 -32 -5,704 4,133 -3,309 -7,780 -9,045: -1,396 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 4.2 27.3 41.0 63.9 91.8 95.4: 8.2 4.6
Old : 100.0: 25.6 7.3 26.0 40.7 62.0 92.3 95.4: 7.7 4.6
Other: 100.0: 28.2 3.7 17.8 42.9 73.7 88.9 95.3: 11.1 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 126 38 88 104 98 260 203:
Old : 304: 126 41 82 102 95 252 197:
Other: 125: 43 13 25 52 33 106 61:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 28.9 21.0 40.3 9.1 25.9 14.6 34.6
Old : 14.5 27.2 22.8 38.9 10.5 25.0 16.4 32.8
Other: 22.9 39.0 36.6 56.1 21.3 35.5 33.1 51.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 1,313,465: 95,760 291,822 102,136 943,470 732,668 1,141,367 1,126,626: 172,098 186,839
Old : 1,313,465: 95,760 291,822 102,136 943,470 732,668 1,141,367 1,126,626: 172,098 186,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -17,895: -2,136 -7,837 -5,682 -16,157 3,199 -23,975 -10,320: 6,080 -7,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 22.2 7.8 71.8 55.8 86.9 85.8: 13.1 14.2
Old : 100.0: 7.3 22.2 7.8 71.8 55.8 86.9 85.8: 13.1 14.2
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 : 186: 25 35 34 95 105 143 151:
Old : 186: 25 35 34 95 105 143 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 18.9 40.1 31.1 25.7 17.5 33.7 27.8
Old : 31.7 18.9 40.1 31.1 25.7 17.5 33.7 27.8
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 19, 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 : 1,074,911: 101,341 321,359 5,220 831,816 603,722 938,377 930,301: 136,534 144,610
Old : 1,074,911: 101,341 321,359 5,220 831,816 603,722 938,377 930,301: 136,534 144,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 14,491: 14,461 3,129 -1,408 528 11,116 13,581 12,838: 910 1,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 29.9 0.5 77.4 56.2 87.3 86.5: 12.7 13.5
Old : 100.0: 9.4 29.9 0.5 77.4 56.2 87.3 86.5: 12.7 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 : 140: 14 19 9 77 80 94 105:
Old : 140: 14 19 9 77 80 94 105:
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 : 21.6 28.9 33.8 43.2 17.3 27.4 28.2 37.8
Old : 21.6 28.9 33.8 43.2 17.3 27.4 28.2 37.8
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 19, 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 : 490,258: 110,869 12,891 113,577 206,680 337,588 431,126 464,056: 59,132 26,203
Old : 411,226: 104,390 21,064 90,414 165,708 276,252 360,513 387,730: 50,713 23,495
Other: 79,032: 17,920 3,268 11,721 40,971 61,335 70,613 76,325: 8,420 2,707
: : :
: : Changes in Commitments from: January 12, 2021 :
: -9,597: -7,707 2,378 -3,150 -143 -7,974 -11,000 -8,745: 1,403 -851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 2.6 23.2 42.2 68.9 87.9 94.7: 12.1 5.3
Old : 100.0: 25.4 5.1 22.0 40.3 67.2 87.7 94.3: 12.3 5.7
Other: 100.0: 22.7 4.1 14.8 51.8 77.6 89.3 96.6: 10.7 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 106 32 73 123 110 253 197:
Old : 280: 108 31 72 115 106 244 193:
Other: 118: 28 11 20 67 36 106 57:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 30.5 17.5 41.3 6.1 26.6 11.2 36.3
Old : 11.3 29.9 18.5 41.4 6.4 28.0 11.6 38.3
Other: 23.7 35.3 35.6 53.2 18.2 33.9 27.7 50.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 10,524: 3,227 1,226 183 4,955 8,664 8,366 10,074: 2,158 451
Old : 10,349: 3,229 1,226 181 4,873 8,493 8,284 9,901: 2,065 449
Other: 175: 0 2 0 82 171 82 173: 93 2
: : :
: : Changes in Commitments from: January 12, 2021 :
: 707: 308 139 -21 -217 850 70 968: 637 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 11.6 1.7 47.1 82.3 79.5 95.7: 20.5 4.3
Old : 100.0: 31.2 11.8 1.7 47.1 82.1 80.0 95.7: 20.0 4.3
Other: 100.0: 0.0 1.1 0.0 46.9 97.7 46.9 98.9: 53.1 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 18 7 5 12 16 33 25:
Old : 47: 18 7 5 11 16 32 25:
Other: 6: 0 1 0 2 3 2 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 49.7 60.9 71.2 45.3 49.4 60.7 70.0
Old : 46.1 49.0 61.4 70.8 46.1 49.0 61.2 69.8
Other: 46.9 98.9 46.9 98.9 46.9 98.9 46.9 98.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 1,973,910: 397,575 683,216 21,173 1,381,591 1,169,180 1,800,339 1,873,569: 173,571 100,342
Old : 1,973,910: 397,575 683,216 21,173 1,381,591 1,169,180 1,800,339 1,873,569: 173,571 100,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -3,251: 7,686 1,952 -13,855 -1,602 6,779 -7,771 -5,124: 4,520 1,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 34.6 1.1 70.0 59.2 91.2 94.9: 8.8 5.1
Old : 100.0: 20.1 34.6 1.1 70.0 59.2 91.2 94.9: 8.8 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 54 29 26 142 128 206 173:
Old : 273: 54 29 26 142 128 206 173:
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 : 19.0 34.6 28.2 49.6 16.9 31.3 24.5 43.4
Old : 19.0 34.6 28.2 49.6 16.9 31.3 24.5 43.4
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 19, 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 : 4,245,615: 605,630 562,207 482,803 2,791,141 2,707,160 3,879,574 3,752,171: 366,041 493,445
Old : 4,245,615: 605,630 562,207 482,803 2,791,141 2,707,160 3,879,574 3,752,171: 366,041 493,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -179,796: 38,871 -61,670 -70,098 -128,116 -30,085 -159,343 -161,854: -20,453 -17,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 13.2 11.4 65.7 63.8 91.4 88.4: 8.6 11.6
Old : 100.0: 14.3 13.2 11.4 65.7 63.8 91.4 88.4: 8.6 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: 71 83 82 212 200 325 323:
Old : 407: 71 83 82 212 200 325 323:
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 : 14.9 20.5 22.4 28.9 8.7 12.5 14.9 18.7
Old : 14.9 20.5 22.4 28.9 8.7 12.5 14.9 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 1,056,434: 188,008 63,224 6,995 742,363 766,314 937,366 836,533: 119,068 219,901
Old : 1,056,434: 188,008 63,224 6,995 742,363 766,314 937,366 836,533: 119,068 219,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -6,262: -14,802 -9,018 656 4,159 -10,117 -9,987 -18,479: 3,725 12,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 6.0 0.7 70.3 72.5 88.7 79.2: 11.3 20.8
Old : 100.0: 17.8 6.0 0.7 70.3 72.5 88.7 79.2: 11.3 20.8
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 : 129: 15 10 10 74 80 94 95:
Old : 129: 15 10 10 74 80 94 95:
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 : 25.8 27.7 40.5 35.6 25.5 25.0 38.4 32.0
Old : 25.8 27.7 40.5 35.6 25.5 25.0 38.4 32.0
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 19, 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 : 3,396,858: 519,207 727,711 174,750 2,408,345 2,170,488 3,102,302 3,072,950: 294,556 323,908
Old : 3,396,858: 519,207 727,711 174,750 2,408,345 2,170,488 3,102,302 3,072,950: 294,556 323,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -38,934: 24,027 -81,536 -23,328 -41,436 57,903 -40,737 -46,961: 1,803 8,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 21.4 5.1 70.9 63.9 91.3 90.5: 8.7 9.5
Old : 100.0: 15.3 21.4 5.1 70.9 63.9 91.3 90.5: 8.7 9.5
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 : 301: 53 43 36 148 160 216 224:
Old : 301: 53 43 36 148 160 216 224:
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 21.8 38.3 34.1 22.0 21.5 30.7 31.4
Old : 25.3 21.8 38.3 34.1 22.0 21.5 30.7 31.4
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 19, 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 : 1,061,488: 207,564 186,341 167,190 669,985 681,994 1,044,739 1,035,525: 16,749 25,963
Old : 1,061,488: 207,564 186,341 167,190 669,985 681,994 1,044,739 1,035,525: 16,749 25,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 27,133: -4,886 -616 10,370 25,906 20,927 31,390 30,681: -4,257 -3,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 17.6 15.8 63.1 64.2 98.4 97.6: 1.6 2.4
Old : 100.0: 19.6 17.6 15.8 63.1 64.2 98.4 97.6: 1.6 2.4
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 : 100: 23 16 31 55 54 91 88:
Old : 100: 23 16 31 55 54 91 88:
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 : 29.9 43.0 44.7 53.0 26.1 36.8 36.1 44.5
Old : 29.9 43.0 44.7 53.0 26.1 36.8 36.1 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 43,473: 11,141 17,992 1,020 22,760 18,893 34,921 37,905: 8,552 5,569
Old : 43,473: 11,141 17,992 1,020 22,760 18,893 34,921 37,905: 8,552 5,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 1,217: -1,003 -307 268 2,526 1,940 1,791 1,901: -574 -684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 41.4 2.3 52.4 43.5 80.3 87.2: 19.7 12.8
Old : 100.0: 25.6 41.4 2.3 52.4 43.5 80.3 87.2: 19.7 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 34 15 9 33 25 70 46:
Old : 97: 34 15 9 33 25 70 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 : 29.2 49.3 39.5 63.6 29.1 49.3 39.4 62.1
Old : 29.2 49.3 39.5 63.6 29.1 49.3 39.4 62.1
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 19, 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 : 86,946: 22,283 35,984 2,040 45,520 37,785 69,843 75,809: 17,104 11,137
Old : 86,946: 22,283 35,984 2,040 45,520 37,785 69,843 75,809: 17,104 11,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 2,433: -2,007 -614 536 5,052 3,879 3,581 3,802: -1,148 -1,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 41.4 2.3 52.4 43.5 80.3 87.2: 19.7 12.8
Old : 100.0: 25.6 41.4 2.3 52.4 43.5 80.3 87.2: 19.7 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 34 15 9 33 25 70 46:
Old : 97: 34 15 9 33 25 70 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 : 29.2 49.3 39.5 63.6 29.1 49.3 39.4 62.1
Old : 29.2 49.3 39.5 63.6 29.1 49.3 39.4 62.1
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 19, 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 : 26,791: 2,393 444 0 22,012 25,925 24,405 26,369: 2,386 422
Old : 26,791: 2,393 444 0 22,012 25,925 24,405 26,369: 2,386 422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -1,112: -253 -271 0 -1,476 -932 -1,729 -1,203: 617 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 1.7 0.0 82.2 96.8 91.1 98.4: 8.9 1.6
Old : 100.0: 8.9 1.7 0.0 82.2 96.8 91.1 98.4: 8.9 1.6
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 : 27: 4 1 0 15 12 19 13:
Old : 27: 4 1 0 15 12 19 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 60.6 74.1 90.5 46.1 54.4 70.4 84.3
Old : 49.3 60.6 74.1 90.5 46.1 54.4 70.4 84.3
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 19, 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 : 39,201: 18,090 35,892 60 20,770 3,176 38,920 39,128: 281 73
Old : 39,201: 18,090 35,892 60 20,770 3,176 38,920 39,128: 281 73
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 7,388: 515 7,292 0 6,884 81 7,399 7,373: -11 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 91.6 0.2 53.0 8.1 99.3 99.8: 0.7 0.2
Old : 100.0: 46.1 91.6 0.2 53.0 8.1 99.3 99.8: 0.7 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: 27 11 1 5 2 33 13:
Old : 44: 27 11 1 5 2 33 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 82.3 84.6 93.6 66.9 82.3 83.7 93.6
Old : 66.9 82.3 84.6 93.6 66.9 82.3 83.7 93.6
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 19, 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 : 126,918: 24,423 56,754 43,989 58,506 26,098 126,918 126,841: 0 77
Old : 126,918: 24,423 56,754 43,989 58,506 26,098 126,918 126,841: 0 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 6,953: 2,549 -689 7,503 -3,095 145 6,957 6,959: -4 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 44.7 34.7 46.1 20.6 100.0 99.9: 0.0 0.1
Old : 100.0: 19.2 44.7 34.7 46.1 20.6 100.0 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 : 28: 8 7 1 3 10 12 17:
Old : 28: 8 7 1 3 10 12 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 : 85.3 96.3 95.4 98.4 53.5 61.6 62.5 63.7
Old : 85.3 96.3 95.4 98.4 53.5 61.6 62.5 63.7
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 19, 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 : 2,435: 790 220 105 1,416 1,965 2,311 2,290: 124 145
Old : 2,435: 790 220 105 1,416 1,965 2,311 2,290: 124 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -39: -125 -5 75 -19 -94 -69 -24: 30 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 9.0 4.3 58.2 80.7 94.9 94.0: 5.1 6.0
Old : 100.0: 32.4 9.0 4.3 58.2 80.7 94.9 94.0: 5.1 6.0
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 : 20: 5 4 3 7 8 14 14:
Old : 20: 5 4 3 7 8 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 : 73.1 66.5 86.9 83.2 69.4 64.1 79.7 77.0
Old : 73.1 66.5 86.9 83.2 69.4 64.1 79.7 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 22, 2021