WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 511,903: 112,325 106,563 182,576 183,003 176,503 477,904 465,643: 33,999 46,260
Old : 191,175: 73,662 85,754 25,241 76,882 65,561 175,785 176,556: 15,390 14,618
Other: 320,728: 90,087 72,232 105,912 106,121 110,942 302,119 289,086: 18,609 31,642
: : :
: : Changes in Commitments from: March 23, 2021 :
: -3,797: -9,192 12,027 999 4,680 -17,684 -3,513 -4,658: -284 862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 20.8 35.7 35.7 34.5 93.4 91.0: 6.6 9.0
Old : 100.0: 38.5 44.9 13.2 40.2 34.3 91.9 92.4: 8.1 7.6
Other: 100.0: 28.1 22.5 33.0 33.1 34.6 94.2 90.1: 5.8 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 357: 101 104 125 86 124 265 285:
Old : 300: 89 84 58 55 98 167 219:
Other: 295: 80 81 80 75 109 209 221:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 12.9 24.4 20.2 11.8 6.6 19.2 11.4
Old : 21.7 16.1 35.0 26.9 21.6 15.6 34.8 24.8
Other: 16.3 18.1 26.6 27.7 11.3 9.6 19.1 16.3
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 18,440: 7,177 3,942 804 9,490 12,897 17,471 17,643: 969 797
Old : 5,225: 200 443 0 5,025 4,438 5,225 4,881: 0 344
Other: 13,215: 7,130 3,652 651 4,465 8,459 12,246 12,762: 969 453
: : :
: : Changes in Commitments from: March 23, 2021 :
: 485: -264 -1,404 529 300 1,460 565 585: -80 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 21.4 4.4 51.5 69.9 94.7 95.7: 5.3 4.3
Old : 100.0: 3.8 8.5 0.0 96.2 84.9 100.0 93.4: 0.0 6.6
Other: 100.0: 54.0 27.6 4.9 33.8 64.0 92.7 96.6: 7.3 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 6 4 3 12 15 21 19:
Old : 14: 2 2 0 5 8 7 10:
Other: 26: 7 3 3 12 12 21 16:
:----------------------------------------------------------------------------------------------------
: 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 : 61.9 49.8 78.8 71.6 54.7 44.2 62.8 61.6
Old : 94.3 78.6 100.0 91.0 90.4 76.7 94.3 87.7
Other: 58.8 56.4 74.6 78.4 53.7 51.8 62.1 67.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 242,246: 60,921 45,583 60,314 99,701 112,649 220,936 218,546: 21,310 23,700
Old : 101,060: 39,783 38,295 8,489 42,862 45,825 91,134 92,609: 9,926 8,451
Other: 141,186: 48,813 34,963 24,150 56,839 66,823 129,802 125,937: 11,384 15,249
: : :
: : Changes in Commitments from: March 23, 2021 :
: 3,403: -2,774 3,281 1,424 4,096 -2,844 2,745 1,860: 657 1,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 18.8 24.9 41.2 46.5 91.2 90.2: 8.8 9.8
Old : 100.0: 39.4 37.9 8.4 42.4 45.3 90.2 91.6: 9.8 8.4
Other: 100.0: 34.6 24.8 17.1 40.3 47.3 91.9 89.2: 8.1 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 64 49 63 90 88 181 179:
Old : 211: 46 54 23 62 73 118 140:
Other: 205: 57 39 34 77 75 151 131:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 17.1 25.5 26.4 14.4 15.1 22.9 22.6
Old : 24.3 18.8 39.0 28.6 24.3 18.8 38.9 28.6
Other: 13.9 23.5 25.2 33.9 12.9 17.7 21.7 26.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 2,320,111: 585,032 72,263 560,558 974,422 1,452,197 2,120,012 2,085,018: 200,099 235,093
Old : 1,579,047: 439,155 130,200 336,535 680,146 980,699 1,455,836 1,447,433: 123,211 131,614
Other: 741,064: 225,166 21,352 144,733 294,277 471,499 664,176 637,585: 76,888 103,480
: : :
: : Changes in Commitments from: March 23, 2021 :
: -20,948: 6,049 -2,675 -17,106 -2,445 -4,521 -13,502 -24,302: -7,446 3,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 3.1 24.2 42.0 62.6 91.4 89.9: 8.6 10.1
Old : 100.0: 27.8 8.2 21.3 43.1 62.1 92.2 91.7: 7.8 8.3
Other: 100.0: 30.4 2.9 19.5 39.7 63.6 89.6 86.0: 10.4 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 914: 251 105 195 427 500 745 738:
Old : 869: 209 123 163 376 479 661 692:
Other: 686: 117 82 88 276 417 432 549:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 11.0 19.6 18.1 10.6 8.0 15.1 13.8
Old : 14.9 10.4 23.1 17.1 14.5 9.1 20.7 14.9
Other: 15.4 17.8 26.1 26.1 13.4 14.5 21.4 20.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 4,377: 1,285 78 94 1,350 3,365 2,730 3,537: 1,647 840
Old : 2,823: 1,233 128 27 385 2,309 1,644 2,464: 1,179 359
Other: 1,554: 104 1 17 965 1,055 1,085 1,073: 468 481
: : :
: : Changes in Commitments from: March 23, 2021 :
: -19: -28 7 19 44 -29 35 -4: -54 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 1.8 2.1 30.9 76.9 62.4 80.8: 37.6 19.2
Old : 100.0: 43.7 4.5 0.9 13.6 81.8 58.2 87.3: 41.8 12.7
Other: 100.0: 6.7 0.1 1.1 62.1 67.9 69.9 69.1: 30.1 30.9
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 10 2 2 11 9 22 12:
Old : 23: 10 2 1 7 7 17 10:
Other: 17: 2 1 2 11 7 14 9:
:----------------------------------------------------------------------------------------------------
: 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 : 32.5 60.5 44.9 75.0 32.5 57.3 44.9 69.3
Old : 32.7 70.4 46.4 86.2 32.7 68.9 45.3 81.5
Other: 52.2 61.1 63.9 68.9 51.6 60.2 62.9 65.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 1,175,658: 207,874 48,452 369,695 519,154 664,410 1,096,723 1,082,557: 78,935 93,101
Old : 714,310: 159,216 62,994 203,244 302,289 398,648 664,749 664,885: 49,561 49,425
Other: 461,348: 79,177 15,977 135,933 216,864 265,762 431,974 417,672: 29,373 43,676
: : :
: : Changes in Commitments from: March 23, 2021 :
: -1,115: -21,410 8,421 -333 25,119 -10,780 3,376 -2,692: -4,491 1,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 4.1 31.4 44.2 56.5 93.3 92.1: 6.7 7.9
Old : 100.0: 22.3 8.8 28.5 42.3 55.8 93.1 93.1: 6.9 6.9
Other: 100.0: 17.2 3.5 29.5 47.0 57.6 93.6 90.5: 6.4 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 652: 235 100 206 238 275 545 520:
Old : 603: 185 114 174 203 254 465 474:
Other: 485: 155 56 99 171 228 357 356:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 13.6 23.2 22.8 8.8 8.5 12.8 15.5
Old : 13.7 16.5 22.9 26.7 8.9 10.7 14.7 18.0
Other: 20.8 15.3 31.2 26.5 15.7 12.0 21.1 19.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 589,479: 139,709 47,001 140,446 266,478 374,063 546,633 561,509: 42,846 27,970
Old : 416,126: 123,018 56,676 87,666 173,789 251,098 384,473 395,439: 31,652 20,686
Other: 173,353: 36,456 10,090 33,015 92,688 122,965 162,160 166,070: 11,194 7,283
: : :
: : Changes in Commitments from: March 23, 2021 :
: -25,815: -4,965 7,446 -18,028 4,039 -15,467 -18,953 -26,049: -6,862 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 8.0 23.8 45.2 63.5 92.7 95.3: 7.3 4.7
Old : 100.0: 29.6 13.6 21.1 41.8 60.3 92.4 95.0: 7.6 5.0
Other: 100.0: 21.0 5.8 19.0 53.5 70.9 93.5 95.8: 6.5 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 129 49 93 116 105 287 216:
Old : 312: 119 56 77 104 97 257 199:
Other: 188: 68 25 36 72 52 155 101:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 29.9 18.6 39.3 7.1 23.9 12.4 31.4
Old : 11.2 27.6 19.4 37.5 8.9 24.3 15.6 32.2
Other: 17.8 36.4 29.0 50.3 11.5 26.8 18.9 36.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 1,356,145: 70,851 187,286 118,633 997,316 834,933 1,186,801 1,140,852: 169,344 215,292
Old : 1,356,145: 70,851 187,286 118,633 997,316 834,933 1,186,801 1,140,852: 169,344 215,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2021 :
: -153,682: 1,185 -16,036 -90,199 -68,771 -53,859 -157,785 -160,095: 4,103 6,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 13.8 8.7 73.5 61.6 87.5 84.1: 12.5 15.9
Old : 100.0: 5.2 13.8 8.7 73.5 61.6 87.5 84.1: 12.5 15.9
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 : 188: 24 37 34 101 106 146 156:
Old : 188: 24 37 34 101 106 146 156:
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 20.6 38.9 32.8 21.9 17.0 28.9 24.6
Old : 29.7 20.6 38.9 32.8 21.9 17.0 28.9 24.6
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, March 30, 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 : 1,124,487: 60,132 319,256 4,185 927,716 652,572 992,033 976,013: 132,454 148,474
Old : 1,124,487: 60,132 319,256 4,185 927,716 652,572 992,033 976,013: 132,454 148,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2021 :
: -14,152: -2,647 -9,239 -1,664 -9,974 -7,024 -14,286 -17,927: 133 3,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 28.4 0.4 82.5 58.0 88.2 86.8: 11.8 13.2
Old : 100.0: 5.3 28.4 0.4 82.5 58.0 88.2 86.8: 11.8 13.2
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 : 158: 15 24 9 89 88 108 117:
Old : 158: 15 24 9 89 88 108 117:
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 : 23.9 29.1 37.7 43.7 22.1 24.2 33.1 36.5
Old : 23.9 29.1 37.7 43.7 22.1 24.2 33.1 36.5
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, March 30, 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 : 470,594: 93,457 14,582 94,666 222,117 329,503 410,240 438,752: 60,354 31,843
Old : 346,602: 85,174 29,796 56,510 158,841 233,640 300,525 319,946: 46,077 26,656
Other: 123,992: 26,083 2,586 20,357 63,276 95,864 109,716 118,806: 14,277 5,186
: : :
: : Changes in Commitments from: March 23, 2021 :
: -1,873: 1,999 -1,020 -3,110 -290 -347 -1,401 -4,477: -471 2,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 3.1 20.1 47.2 70.0 87.2 93.2: 12.8 6.8
Old : 100.0: 24.6 8.6 16.3 45.8 67.4 86.7 92.3: 13.3 7.7
Other: 100.0: 21.0 2.1 16.4 51.0 77.3 88.5 95.8: 11.5 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 90 39 74 122 106 246 190:
Old : 263: 85 45 62 112 100 225 182:
Other: 170: 53 16 25 90 57 157 84:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 30.2 16.0 39.9 6.2 26.0 11.1 34.9
Old : 8.8 28.9 15.7 39.0 6.7 24.7 12.4 34.4
Other: 17.7 34.5 26.1 49.1 15.5 30.7 21.8 45.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 9,965: 2,326 1,253 489 5,314 7,768 8,130 9,510: 1,836 456
Old : 9,129: 2,327 1,315 296 4,911 7,110 7,534 8,721: 1,596 409
Other: 836: 68 7 124 403 658 596 789: 240 47
: : :
: : Changes in Commitments from: March 23, 2021 :
: 264: 53 -3 96 117 148 266 240: -2 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 12.6 4.9 53.3 77.9 81.6 95.4: 18.4 4.6
Old : 100.0: 25.5 14.4 3.2 53.8 77.9 82.5 95.5: 17.5 4.5
Other: 100.0: 8.1 0.8 14.9 48.3 78.7 71.3 94.4: 28.7 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 11 6 7 14 15 28 26:
Old : 40: 11 7 7 13 15 27 26:
Other: 17: 2 4 2 8 5 12 9:
:----------------------------------------------------------------------------------------------------
: 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 : 51.0 48.8 64.3 67.0 51.0 46.6 62.4 64.8
Old : 55.1 47.3 68.3 66.9 55.1 45.8 67.6 65.4
Other: 53.8 86.4 68.1 94.3 39.8 70.1 47.2 71.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 2,340,633: 410,408 753,071 37,386 1,748,989 1,430,852 2,196,783 2,221,309: 143,850 119,324
Old : 2,340,633: 410,408 753,071 37,386 1,748,989 1,430,852 2,196,783 2,221,309: 143,850 119,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2021 :
: 28,900: 51,958 26,265 -6,585 -17,945 16,559 27,428 36,240: 1,472 -7,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 32.2 1.6 74.7 61.1 93.9 94.9: 6.1 5.1
Old : 100.0: 17.5 32.2 1.6 74.7 61.1 93.9 94.9: 6.1 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 : 300: 58 39 26 148 143 215 199:
Old : 300: 58 39 26 148 143 215 199:
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 : 27.1 33.3 36.3 47.2 25.1 30.9 32.6 42.2
Old : 27.1 33.3 36.3 47.2 25.1 30.9 32.6 42.2
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, March 30, 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 : 4,831,983: 693,183 741,007 512,989 3,273,427 3,048,730 4,479,599 4,302,725: 352,384 529,257
Old : 4,831,983: 693,183 741,007 512,989 3,273,427 3,048,730 4,479,599 4,302,725: 352,384 529,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2021 :
: -459,500: 52,441 62,772 -224,097 -286,057 -307,517 -457,713 -468,843: -1,787 9,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 15.3 10.6 67.7 63.1 92.7 89.0: 7.3 11.0
Old : 100.0: 14.3 15.3 10.6 67.7 63.1 92.7 89.0: 7.3 11.0
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 : 442: 71 93 89 216 217 339 347:
Old : 442: 71 93 89 216 217 339 347:
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 : 16.2 19.0 23.9 26.1 9.0 12.4 15.2 17.6
Old : 16.2 19.0 23.9 26.1 9.0 12.4 15.2 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, March 30, 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 : 1,348,606: 312,051 76,941 4,599 928,708 1,030,185 1,245,358 1,111,725: 103,248 236,881
Old : 1,348,606: 312,051 76,941 4,599 928,708 1,030,185 1,245,358 1,111,725: 103,248 236,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2021 :
: 50,412: -39,065 -546 217 98,382 42,012 59,534 41,683: -9,122 8,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 5.7 0.3 68.9 76.4 92.3 82.4: 7.7 17.6
Old : 100.0: 23.1 5.7 0.3 68.9 76.4 92.3 82.4: 7.7 17.6
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 : 153: 22 14 9 77 96 104 114:
Old : 153: 22 14 9 77 96 104 114:
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 : 25.7 22.2 38.0 31.7 25.3 20.9 36.3 28.5
Old : 25.7 22.2 38.0 31.7 25.3 20.9 36.3 28.5
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, March 30, 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 : 4,051,492: 614,092 497,070 302,969 2,849,291 2,843,698 3,766,353 3,643,737: 285,139 407,755
Old : 4,051,492: 614,092 497,070 302,969 2,849,291 2,843,698 3,766,353 3,643,737: 285,139 407,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2021 :
: 2,483: 64,734 9,416 -142,570 67,409 116,912 -10,427 -16,242: 12,910 18,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 12.3 7.5 70.3 70.2 93.0 89.9: 7.0 10.1
Old : 100.0: 15.2 12.3 7.5 70.3 70.2 93.0 89.9: 7.0 10.1
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 : 325: 52 53 52 156 175 233 255:
Old : 325: 52 53 52 156 175 233 255:
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 : 31.5 25.3 43.9 36.1 26.6 24.4 35.9 32.6
Old : 31.5 25.3 43.9 36.1 26.6 24.4 35.9 32.6
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, March 30, 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 : 1,115,554: 108,423 191,054 212,669 773,039 681,786 1,094,131 1,085,509: 21,423 30,045
Old : 1,115,554: 108,423 191,054 212,669 773,039 681,786 1,094,131 1,085,509: 21,423 30,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2021 :
: 22,069: 417 5,601 9,650 11,631 4,526 21,698 19,777: 371 2,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 17.1 19.1 69.3 61.1 98.1 97.3: 1.9 2.7
Old : 100.0: 9.7 17.1 19.1 69.3 61.1 98.1 97.3: 1.9 2.7
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 : 94: 19 12 23 55 57 85 82:
Old : 94: 19 12 23 55 57 85 82:
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 37.2 42.5 51.8 21.0 28.3 28.3 34.9
Old : 29.7 37.2 42.5 51.8 21.0 28.3 28.3 34.9
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, March 30, 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 : 44,859: 11,194 18,495 1,159 23,240 18,951 35,592 38,605: 9,267 6,254
Old : 44,859: 11,194 18,495 1,159 23,240 18,951 35,592 38,605: 9,267 6,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2021 :
: -695: 484 853 -299 -815 -1,334 -631 -780: -64 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 41.2 2.6 51.8 42.2 79.3 86.1: 20.7 13.9
Old : 100.0: 25.0 41.2 2.6 51.8 42.2 79.3 86.1: 20.7 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 38 15 13 38 30 82 52:
Old : 110: 38 15 13 38 30 82 52:
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 : 31.9 47.9 40.3 62.4 31.5 46.1 40.0 59.5
Old : 31.9 47.9 40.3 62.4 31.5 46.1 40.0 59.5
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, March 30, 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 : 89,718: 22,387 36,991 2,318 46,480 37,902 71,185 77,211: 18,533 12,508
Old : 89,718: 22,387 36,991 2,318 46,480 37,902 71,185 77,211: 18,533 12,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2021 :
: -1,390: 968 1,707 -599 -1,631 -2,668 -1,262 -1,560: -128 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 41.2 2.6 51.8 42.2 79.3 86.1: 20.7 13.9
Old : 100.0: 25.0 41.2 2.6 51.8 42.2 79.3 86.1: 20.7 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 38 15 13 38 30 82 52:
Old : 110: 38 15 13 38 30 82 52:
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 : 31.9 47.9 40.3 62.4 31.5 46.1 40.0 59.5
Old : 31.9 47.9 40.3 62.4 31.5 46.1 40.0 59.5
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, March 30, 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 : 26,928: 4,250 1,154 0 20,074 25,245 24,324 26,399: 2,604 529
Old : 26,928: 4,250 1,154 0 20,074 25,245 24,324 26,399: 2,604 529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2021 :
: 4,099: 954 379 0 2,726 3,816 3,680 4,195: 419 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 4.3 0.0 74.5 93.8 90.3 98.0: 9.7 2.0
Old : 100.0: 15.8 4.3 0.0 74.5 93.8 90.3 98.0: 9.7 2.0
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 : 29: 4 2 0 14 13 18 15:
Old : 29: 4 2 0 14 13 18 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 : 44.6 62.5 74.9 84.2 40.5 59.8 64.0 77.4
Old : 44.6 62.5 74.9 84.2 40.5 59.8 64.0 77.4
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, March 30, 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 : 35,141: 15,498 30,696 162 19,071 4,217 34,731 35,075: 410 66
Old : 35,141: 15,498 30,696 162 19,071 4,217 34,731 35,075: 410 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2021 :
: -3,331: 1,534 -3,427 89 -4,982 0 -3,359 -3,338: 28 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 87.4 0.5 54.3 12.0 98.8 99.8: 1.2 0.2
Old : 100.0: 44.1 87.4 0.5 54.3 12.0 98.8 99.8: 1.2 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: 29 9 2 4 2 34 12:
Old : 43: 29 9 2 4 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 : 63.0 89.0 83.7 98.4 63.0 89.0 83.2 98.3
Old : 63.0 89.0 83.7 98.4 63.0 89.0 83.2 98.3
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, March 30, 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 : 138,779: 30,065 29,602 60,113 48,599 48,948 138,777 138,663: 2 116
Old : 138,779: 30,065 29,602 60,113 48,599 48,948 138,777 138,663: 2 116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2021 :
: 6,029: -569 138 5,240 1,359 663 6,030 6,041: -1 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 21.3 43.3 35.0 35.3 100.0 99.9: 0.0 0.1
Old : 100.0: 21.7 21.3 43.3 35.0 35.3 100.0 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 : 32: 7 9 1 4 12 12 21:
Old : 32: 7 9 1 4 12 12 21:
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 : 84.7 93.3 97.7 97.3 47.1 50.0 55.3 54.0
Old : 84.7 93.3 97.7 97.3 47.1 50.0 55.3 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 02, 2021