WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 568,469: 130,687 90,578 204,764 194,431 222,299 529,881 517,641: 38,588 50,828
Old : 324,171: 90,137 73,393 103,045 106,846 124,787 300,028 301,224: 24,144 22,947
Other: 244,298: 69,823 46,459 72,446 87,585 97,512 229,853 216,417: 14,444 27,881
: : :
: : Changes in Commitments from: January 19, 2021 :
: 3,088: -5,885 -5,264 3,135 7,291 4,870 4,541 2,740: -1,452 348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 15.9 36.0 34.2 39.1 93.2 91.1: 6.8 8.9
Old : 100.0: 27.8 22.6 31.8 33.0 38.5 92.6 92.9: 7.4 7.1
Other: 100.0: 28.6 19.0 29.7 35.9 39.9 94.1 88.6: 5.9 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 124 99 133 91 127 295 294:
Old : 345: 96 108 106 75 119 242 267:
Other: 276: 101 51 49 70 100 194 181:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 13.4 24.3 21.7 10.8 6.4 17.2 11.0
Old : 13.3 13.0 24.4 21.8 12.7 8.3 21.4 13.4
Other: 18.7 18.4 29.1 28.9 11.6 11.0 18.6 17.8
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 21,324: 5,156 0 3,794 11,019 16,604 19,969 20,398: 1,355 926
Old : 14,149: 996 0 3,744 9,038 9,967 13,778 13,711: 371 438
Other: 7,175: 4,160 0 50 1,981 6,637 6,191 6,687: 984 488
: : :
: : Changes in Commitments from: January 19, 2021 :
: 3,145: -1,459 -200 2,789 1,995 526 3,325 3,115: -180 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 0.0 17.8 51.7 77.9 93.6 95.7: 6.4 4.3
Old : 100.0: 7.0 0.0 26.5 63.9 70.4 97.4 96.9: 2.6 3.1
Other: 100.0: 58.0 0.0 0.7 27.6 92.5 86.3 93.2: 13.7 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 0 2 12 18 17 20:
Old : 18: 3 0 1 7 13 10 14:
Other: 16: 3 0 1 8 9 11 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 : 65.6 51.7 84.1 72.8 30.6 24.9 37.8 36.4
Old : 77.2 61.6 94.9 88.2 40.8 39.5 49.3 47.2
Other: 69.0 64.3 83.5 87.8 64.8 58.7 70.4 77.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 241,423: 78,232 22,492 52,740 88,004 145,617 218,976 220,849: 22,447 20,574
Old : 159,089: 65,950 27,284 22,709 54,650 99,167 143,309 149,160: 15,780 9,929
Other: 82,334: 28,926 11,852 13,387 33,354 46,450 75,667 71,689: 6,667 10,645
: : :
: : Changes in Commitments from: January 19, 2021 :
: 1,608: -515 1,796 1,506 982 -767 1,973 2,535: -364 -927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 9.3 21.8 36.5 60.3 90.7 91.5: 9.3 8.5
Old : 100.0: 41.5 17.2 14.3 34.4 62.3 90.1 93.8: 9.9 6.2
Other: 100.0: 35.1 14.4 16.3 40.5 56.4 91.9 87.1: 8.1 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 93 36 64 84 103 200 184:
Old : 248: 73 48 43 73 98 164 172:
Other: 187: 55 25 29 58 80 127 121:
:----------------------------------------------------------------------------------------------------
: 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 18.5 24.2 26.7 13.3 17.0 22.1 24.8
Old : 17.1 22.7 30.2 31.1 16.7 21.7 29.4 29.4
Other: 14.0 17.5 25.6 30.6 12.5 16.3 21.3 27.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 2,574,864: 610,701 77,715 684,525 1,067,233 1,571,297 2,362,459 2,333,537: 212,405 241,328
Old : 2,047,180: 492,363 123,766 533,801 864,214 1,219,259 1,890,378 1,876,827: 156,802 170,353
Other: 527,684: 177,784 13,395 91,278 203,019 352,037 472,081 456,710: 55,603 70,974
: : :
: : Changes in Commitments from: January 19, 2021 :
: -34,641: -11,863 -1,501 -29,529 13,429 -3,271 -27,963 -34,301: -6,678 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 3.0 26.6 41.4 61.0 91.8 90.6: 8.2 9.4
Old : 100.0: 24.1 6.0 26.1 42.2 59.6 92.3 91.7: 7.7 8.3
Other: 100.0: 33.7 2.5 17.3 38.5 66.7 89.5 86.5: 10.5 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 968: 255 137 221 415 498 775 765:
Old : 940: 229 150 206 387 484 730 739:
Other: 641: 112 71 73 211 382 350 502:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 10.4 19.0 18.2 9.8 7.6 14.2 13.0
Old : 13.9 9.5 21.0 16.6 12.2 7.6 17.6 13.3
Other: 16.7 19.0 27.2 27.2 15.0 16.8 23.6 23.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 4,791: 1,768 40 29 1,319 3,868 3,116 3,937: 1,675 854
Old : 4,162: 1,768 41 9 902 3,447 2,680 3,498: 1,482 664
Other: 629: 1 0 19 416 420 436 439: 193 190
: : :
: : Changes in Commitments from: January 19, 2021 :
: 25: -195 40 29 732 53 566 122: -541 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 0.8 0.6 27.5 80.7 65.0 82.2: 35.0 17.8
Old : 100.0: 42.5 1.0 0.2 21.7 82.8 64.4 84.0: 35.6 16.0
Other: 100.0: 0.1 0.0 3.0 66.2 66.8 69.3 69.8: 30.7 30.2
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 12 1 1 9 10 22 11:
Old : 27: 12 1 1 9 10 22 11:
Other: 11: 1 0 1 6 6 7 7:
:----------------------------------------------------------------------------------------------------
: 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 64.2 42.0 79.1 24.1 55.2 37.8 69.4
Old : 28.7 68.9 46.7 81.7 27.8 59.0 42.0 71.4
Other: 59.8 63.7 69.3 69.8 59.0 61.5 61.8 62.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 1,315,695: 247,155 41,000 420,913 558,420 763,585 1,226,487 1,225,497: 89,207 90,197
Old : 970,438: 193,963 54,972 301,395 407,499 555,819 902,857 912,186: 67,581 58,252
Other: 345,256: 78,255 11,092 94,454 150,921 207,766 323,630 313,311: 21,626 31,945
: : :
: : Changes in Commitments from: January 19, 2021 :
: -40,090: -5,448 -4,088 -30,943 2,090 -1,819 -34,301 -36,850: -5,789 -3,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 3.1 32.0 42.4 58.0 93.2 93.1: 6.8 6.9
Old : 100.0: 20.0 5.7 31.1 42.0 57.3 93.0 94.0: 7.0 6.0
Other: 100.0: 22.7 3.2 27.4 43.7 60.2 93.7 90.7: 6.3 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 664: 239 112 211 226 272 541 528:
Old : 646: 204 137 192 204 262 497 508:
Other: 420: 107 51 65 136 215 267 308:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 14.6 22.9 23.9 7.8 11.0 12.0 17.8
Old : 12.8 16.4 21.3 27.1 7.5 13.0 12.4 19.9
Other: 27.5 17.7 38.0 29.9 21.7 16.5 27.1 26.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 575,294: 144,832 21,223 154,715 230,112 374,516 529,659 550,453: 45,635 24,841
Old : 482,187: 132,815 32,695 122,374 191,206 306,726 446,395 461,796: 35,792 20,391
Other: 93,107: 27,637 4,147 16,721 38,905 67,789 83,264 88,658: 9,843 4,450
: : :
: : Changes in Commitments from: January 19, 2021 :
: 16,062: 13,666 -2,321 1,961 813 17,333 16,439 16,973: -377 -911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 3.7 26.9 40.0 65.1 92.1 95.7: 7.9 4.3
Old : 100.0: 27.5 6.8 25.4 39.7 63.6 92.6 95.8: 7.4 4.2
Other: 100.0: 29.7 4.5 18.0 41.8 72.8 89.4 95.2: 10.6 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 131 37 89 105 102 272 205:
Old : 311: 133 38 85 101 99 262 200:
Other: 127: 36 21 25 54 34 107 64:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 29.1 20.6 40.1 8.7 26.1 14.0 34.8
Old : 14.1 28.5 22.5 39.3 9.9 26.0 15.7 33.3
Other: 21.7 36.9 35.5 53.1 20.2 34.4 31.5 50.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 1,273,306: 116,175 302,220 75,300 918,136 713,038 1,109,611 1,090,558: 163,695 182,748
Old : 1,273,306: 116,175 302,220 75,300 918,136 713,038 1,109,611 1,090,558: 163,695 182,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -40,159: 20,415 10,398 -26,836 -25,334 -19,629 -31,756 -36,068: -8,403 -4,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 23.7 5.9 72.1 56.0 87.1 85.6: 12.9 14.4
Old : 100.0: 9.1 23.7 5.9 72.1 56.0 87.1 85.6: 12.9 14.4
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 : 186: 33 30 34 92 100 145 144:
Old : 186: 33 30 34 92 100 145 144:
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 : 32.2 19.8 40.9 32.0 25.8 18.0 34.1 28.3
Old : 32.2 19.8 40.9 32.0 25.8 18.0 34.1 28.3
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 26, 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 : 1,082,836: 110,337 319,262 6,233 830,672 615,166 947,242 940,661: 135,594 142,175
Old : 1,082,836: 110,337 319,262 6,233 830,672 615,166 947,242 940,661: 135,594 142,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 7,925: 8,996 -2,097 1,013 -1,144 11,444 8,865 10,360: -940 -2,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 29.5 0.6 76.7 56.8 87.5 86.9: 12.5 13.1
Old : 100.0: 10.2 29.5 0.6 76.7 56.8 87.5 86.9: 12.5 13.1
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 : 141: 15 18 11 79 82 98 107:
Old : 141: 15 18 11 79 82 98 107:
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 : 23.3 28.5 35.1 42.9 19.4 27.1 29.7 37.3
Old : 23.3 28.5 35.1 42.9 19.4 27.1 29.7 37.3
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 26, 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 : 483,384: 104,775 12,376 107,203 212,045 334,453 424,023 454,032: 59,361 29,352
Old : 398,935: 96,233 19,931 84,882 167,067 268,448 348,181 373,260: 50,754 25,675
Other: 84,448: 19,234 3,136 11,630 44,978 66,005 75,841 80,772: 8,607 3,677
: : :
: : Changes in Commitments from: January 19, 2021 :
: -6,874: -6,094 -515 -6,374 5,365 -3,134 -7,103 -10,024: 229 3,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 2.6 22.2 43.9 69.2 87.7 93.9: 12.3 6.1
Old : 100.0: 24.1 5.0 21.3 41.9 67.3 87.3 93.6: 12.7 6.4
Other: 100.0: 22.8 3.7 13.8 53.3 78.2 89.8 95.6: 10.2 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 107 28 75 121 106 253 190:
Old : 273: 105 31 75 114 101 246 185:
Other: 124: 29 14 18 69 42 109 63:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 30.5 17.1 40.9 6.4 26.7 11.6 36.1
Old : 10.2 30.3 17.2 41.6 6.6 28.7 12.4 39.0
Other: 24.7 34.2 34.9 51.8 19.6 32.7 28.0 49.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 10,310: 3,499 1,226 94 4,394 8,398 7,988 9,718: 2,322 592
Old : 10,062: 3,496 1,226 94 4,276 8,158 7,867 9,478: 2,195 584
Other: 248: 3 0 0 118 240 121 240: 127 8
: : :
: : Changes in Commitments from: January 19, 2021 :
: -215: 272 0 -89 -561 -266 -378 -355: 163 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 11.9 0.9 42.6 81.5 77.5 94.3: 22.5 5.7
Old : 100.0: 34.8 12.2 0.9 42.5 81.1 78.2 94.2: 21.8 5.8
Other: 100.0: 1.2 0.0 0.0 47.6 96.8 48.8 96.8: 51.2 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 18 7 6 10 13 32 22:
Old : 44: 18 7 6 9 13 31 22:
Other: 7: 1 0 0 3 3 4 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 : 41.7 54.0 59.0 74.2 41.7 53.6 59.0 73.8
Old : 42.5 53.4 59.6 73.8 42.5 53.3 59.6 73.7
Other: 48.8 96.8 48.8 96.8 48.8 96.8 48.8 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 26, 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 : 2,127,775: 489,606 726,712 22,347 1,446,243 1,278,210 1,958,196 2,027,268: 169,579 100,506
Old : 2,127,775: 489,606 726,712 22,347 1,446,243 1,278,210 1,958,196 2,027,268: 169,579 100,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 153,864: 92,031 43,496 1,174 64,652 109,030 157,856 153,699: -3,992 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 34.2 1.1 68.0 60.1 92.0 95.3: 8.0 4.7
Old : 100.0: 23.0 34.2 1.1 68.0 60.1 92.0 95.3: 8.0 4.7
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: 66 28 23 143 135 217 178:
Old : 290: 66 28 23 143 135 217 178:
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 : 18.6 32.9 28.4 48.4 16.7 30.6 25.2 43.0
Old : 18.6 32.9 28.4 48.4 16.7 30.6 25.2 43.0
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 26, 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 : 4,037,612: 633,476 531,047 357,169 2,679,149 2,646,668 3,669,794 3,534,884: 367,818 502,728
Old : 4,037,612: 633,476 531,047 357,169 2,679,149 2,646,668 3,669,794 3,534,884: 367,818 502,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -208,003: 27,846 -31,160 -125,634 -111,992 -60,492 -209,780 -217,287: 1,777 9,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 13.2 8.8 66.4 65.6 90.9 87.5: 9.1 12.5
Old : 100.0: 15.7 13.2 8.8 66.4 65.6 90.9 87.5: 9.1 12.5
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 : 399: 71 80 78 205 198 315 317:
Old : 399: 71 80 78 205 198 315 317:
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 : 14.2 20.8 22.1 30.2 9.2 13.3 15.8 20.3
Old : 14.2 20.8 22.1 30.2 9.2 13.3 15.8 20.3
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 26, 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 : 1,099,499: 190,047 73,536 7,603 791,515 800,299 989,165 881,438: 110,334 218,061
Old : 1,099,499: 190,047 73,536 7,603 791,515 800,299 989,165 881,438: 110,334 218,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 43,065: 2,039 10,312 608 49,152 33,985 51,799 44,905: -8,734 -1,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 6.7 0.7 72.0 72.8 90.0 80.2: 10.0 19.8
Old : 100.0: 17.3 6.7 0.7 72.0 72.8 90.0 80.2: 10.0 19.8
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 : 128: 15 11 9 71 78 91 93:
Old : 128: 15 11 9 71 78 91 93:
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 : 26.9 27.1 41.2 36.4 25.9 26.3 39.8 33.8
Old : 26.9 27.1 41.2 36.4 25.9 26.3 39.8 33.8
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 26, 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 : 3,513,436: 639,149 713,416 155,396 2,405,083 2,332,731 3,199,628 3,201,543: 313,808 311,893
Old : 3,513,436: 639,149 713,416 155,396 2,405,083 2,332,731 3,199,628 3,201,543: 313,808 311,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 116,578: 119,942 -14,296 -19,355 -3,261 162,243 97,326 128,593: 19,252 -12,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 20.3 4.4 68.5 66.4 91.1 91.1: 8.9 8.9
Old : 100.0: 18.2 20.3 4.4 68.5 66.4 91.1 91.1: 8.9 8.9
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 : 304: 59 38 37 145 161 218 222:
Old : 304: 59 38 37 145 161 218 222:
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 : 24.4 22.0 37.8 33.5 21.4 21.8 30.4 30.7
Old : 24.4 22.0 37.8 33.5 21.4 21.8 30.4 30.7
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 26, 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 : 1,105,010: 181,124 209,274 183,602 723,613 687,954 1,088,339 1,080,830: 16,671 24,180
Old : 1,105,010: 181,124 209,274 183,602 723,613 687,954 1,088,339 1,080,830: 16,671 24,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 43,522: -26,440 22,933 16,412 53,628 5,960 43,600 45,305: -78 -1,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 18.9 16.6 65.5 62.3 98.5 97.8: 1.5 2.2
Old : 100.0: 16.4 18.9 16.6 65.5 62.3 98.5 97.8: 1.5 2.2
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 : 101: 24 15 31 54 57 90 91:
Old : 101: 24 15 31 54 57 90 91:
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 : 27.3 38.7 41.4 49.6 24.5 31.8 34.3 39.9
Old : 27.3 38.7 41.4 49.6 24.5 31.8 34.3 39.9
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 26, 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 : 44,909: 11,491 19,124 1,423 23,835 18,490 36,748 39,036: 8,161 5,873
Old : 44,909: 11,491 19,124 1,423 23,835 18,490 36,748 39,036: 8,161 5,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 1,436: 349 1,132 403 1,075 -403 1,827 1,132: -391 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 42.6 3.2 53.1 41.2 81.8 86.9: 18.2 13.1
Old : 100.0: 25.6 42.6 3.2 53.1 41.2 81.8 86.9: 18.2 13.1
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 : 103: 35 17 10 33 28 70 53:
Old : 103: 35 17 10 33 28 70 53:
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 : 28.4 46.7 40.7 60.1 28.2 46.7 40.5 58.9
Old : 28.4 46.7 40.7 60.1 28.2 46.7 40.5 58.9
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 26, 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 : 89,819: 22,981 38,248 2,845 47,670 36,980 73,497 78,073: 16,322 11,746
Old : 89,819: 22,981 38,248 2,845 47,670 36,980 73,497 78,073: 16,322 11,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 2,872: 699 2,264 805 2,150 -805 3,654 2,264: -782 609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 42.6 3.2 53.1 41.2 81.8 86.9: 18.2 13.1
Old : 100.0: 25.6 42.6 3.2 53.1 41.2 81.8 86.9: 18.2 13.1
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 : 103: 35 17 10 33 28 70 53:
Old : 103: 35 17 10 33 28 70 53:
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 : 28.4 46.7 40.7 60.1 28.2 46.7 40.5 58.9
Old : 28.4 46.7 40.7 60.1 28.2 46.7 40.5 58.9
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 26, 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 : 25,263: 3,127 444 0 19,489 24,420 22,616 24,864: 2,647 399
Old : 25,263: 3,127 444 0 19,489 24,420 22,616 24,864: 2,647 399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -1,528: 734 0 0 -2,523 -1,505 -1,789 -1,505: 261 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 1.8 0.0 77.1 96.7 89.5 98.4: 10.5 1.6
Old : 100.0: 12.4 1.8 0.0 77.1 96.7 89.5 98.4: 10.5 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: 5 1 0 15 10 20 11:
Old : 27: 5 1 0 15 10 20 11:
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 : 45.1 63.8 69.1 93.6 41.7 59.5 63.7 85.9
Old : 45.1 63.8 69.1 93.6 41.7 59.5 63.7 85.9
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 26, 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 : 40,230: 19,004 36,920 70 20,817 3,176 39,891 40,166: 339 64
Old : 40,230: 19,004 36,920 70 20,817 3,176 39,891 40,166: 339 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 1,029: 914 1,028 10 47 0 971 1,038: 58 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 91.8 0.2 51.7 7.9 99.2 99.8: 0.8 0.2
Old : 100.0: 47.2 91.8 0.2 51.7 7.9 99.2 99.8: 0.8 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 : 43: 26 11 1 5 2 32 13:
Old : 43: 26 11 1 5 2 32 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 : 66.2 82.5 83.5 93.6 66.2 82.5 82.6 93.6
Old : 66.2 82.5 83.5 93.6 66.2 82.5 82.6 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 26, 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 : 131,584: 25,135 54,229 48,463 57,985 28,814 131,583 131,506: 1 78
Old : 131,584: 25,135 54,229 48,463 57,985 28,814 131,583 131,506: 1 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 4,666: 712 -2,525 4,474 -521 2,716 4,665 4,665: 1 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 41.2 36.8 44.1 21.9 100.0 99.9: 0.0 0.1
Old : 100.0: 19.1 41.2 36.8 44.1 21.9 100.0 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 : 29: 9 7 1 3 10 13 17:
Old : 29: 9 7 1 3 10 13 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 : 85.4 95.3 95.4 98.3 51.6 58.5 60.4 61.4
Old : 85.4 95.3 95.4 98.3 51.6 58.5 60.4 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 29, 2021