WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 522,434 COMMITMENTS 130,610 90,714 179,640 175,105 201,257 485,356 471,612 37,078 50,822 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 45,177) 12,190 2,611 18,721 12,897 24,106 43,808 45,437 1,368 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 17.4 34.4 33.5 38.5 92.9 90.3 7.1 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394) 129 112 120 93 125 296 292 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 22,303 COMMITMENTS 10,841 350 753 9,494 20,326 21,088 21,429 1,215 874 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -125) 344 50 160 -599 -161 -95 49 -30 -174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.6 1.6 3.4 42.6 91.1 94.6 96.1 5.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 1 3 10 19 16 23 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 237,961 COMMITMENTS 78,150 21,742 45,345 91,819 148,380 215,315 215,467 22,647 22,495 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 6,771) 2,871 3,658 1,337 1,007 -323 5,215 4,672 1,556 2,099 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.8 9.1 19.1 38.6 62.4 90.5 90.5 9.5 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 86 38 53 82 97 193 166 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,379,202 COMMITMENTS 630,820 110,178 593,201 933,972 1447132 2157993 2150511 221,209 228,691 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 135,469) 17,265 -3,345 65,920 34,626 73,144 117,812 135,719 17,658 -249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 4.6 24.9 39.3 60.8 90.7 90.4 9.3 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 941) 246 142 196 395 473 734 728 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,849 COMMITMENTS 1,989 0 0 825 3,947 2,814 3,947 2,035 902 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 81) -92 0 0 -49 257 -141 257 222 -176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.0 0.0 0.0 17.0 81.4 58.0 81.4 42.0 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 12 0 0 7 10 19 10 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,282,647 COMMITMENTS 272,569 38,873 389,442 530,584 764,700 1192595 1193014 90,052 89,633 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 64,924) -13,800 126 43,890 31,686 22,420 61,777 66,436 3,147 -1,512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 3.0 30.4 41.4 59.6 93.0 93.0 7.0 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 674) 256 100 207 224 262 550 514 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 571,571 COMMITMENTS 155,366 17,553 153,621 216,519 373,427 525,506 544,600 46,065 26,971 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 13,996) 2,205 -690 6,984 5,433 8,187 14,622 14,481 -626 -485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 3.1 26.9 37.9 65.3 91.9 95.3 8.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315) 138 37 80 101 94 269 189 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,265,469 COMMITMENTS 105,816 283,223 72,955 920,238 733,308 1099009 1089486 166,460 175,983 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -6,031) -6,520 9,799 -8,281 3,121 -20,845 -11,681 -19,327 5,650 13,297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 22.4 5.8 72.7 57.9 86.8 86.1 13.2 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 32 29 37 93 101 143 149 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,039,077 COMMITMENTS 83,734 317,895 3,570 822,824 573,267 910,128 894,731 128,948 144,345 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 10,630) 8,921 -6,392 -1,724 9,099 8,024 16,296 -93 -5,666 10,723 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 30.6 0.3 79.2 55.2 87.6 86.1 12.4 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 15 18 9 79 80 95 106 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 486,734 COMMITMENTS 119,694 14,163 103,588 207,797 340,247 431,079 457,998 55,654 28,735 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 5,632) -3,160 2,672 4,714 5,082 -1,048 6,635 6,337 -1,003 -705 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 2.9 21.3 42.7 69.9 88.6 94.1 11.4 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 108 28 68 116 99 246 179 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,637 COMMITMENTS 2,699 974 184 5,402 7,764 8,286 8,922 1,351 715 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -165) 86 236 -287 26 -161 -176 -212 10 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 10.1 1.9 56.1 80.6 86.0 92.6 14.0 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 16 5 2 9 14 26 20 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,930,467 COMMITMENTS 427,281 611,170 18,474 1314911 1204335 1760666 1833979 169,800 96,488 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 5,592) -2,313 45,238 -13,084 21,811 -25,360 6,414 6,794 -822 -1,202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 31.7 1.0 68.1 62.4 91.2 95.0 8.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 61 30 21 143 126 213 168 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,788,008 COMMITMENTS 596,140 494,144 338,191 2457546 2508973 3391877 3341308 396,131 446,699 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 98,365) 14 -24,496 77,261 10,752 9,898 88,027 62,663 10,338 35,701 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 13.0 8.9 64.9 66.2 89.5 88.2 10.5 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387) 68 78 78 198 195 308 309 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,003,790 COMMITMENTS 181,144 50,175 6,537 704,544 737,497 892,225 794,209 111,565 209,581 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 917) 540 -1,770 -6 10,693 3,877 11,227 2,101 -10,310 -1,184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 5.0 0.7 70.2 73.5 88.9 79.1 11.1 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 17 9 9 71 73 93 86 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,324,082 COMMITMENTS 509,992 751,601 165,576 2342983 2109323 3018552 3026500 305,530 297,582 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -53,029) -31,841 247 -33,468 9,181 -17,243 -56,128 -50,464 3,099 -2,564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 22.6 5.0 70.5 63.5 90.8 91.0 9.2 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 51 45 38 140 149 209 214 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 999,328 COMMITMENTS 227,444 180,822 144,024 608,318 646,153 979,786 970,999 19,542 28,329 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -103,150) -53,046 8,591 -17,853 -30,855 -96,605 -101,754 -105,867 -1,396 2,717 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 18.1 14.4 60.9 64.7 98.0 97.2 2.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 23 11 24 53 52 84 79 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 40,720 COMMITMENTS 12,062 18,369 578 19,470 16,304 32,110 35,252 8,610 5,469 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -326) 152 224 -209 -395 -169 -452 -155 126 -172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 45.1 1.4 47.8 40.0 78.9 86.6 21.1 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 29 16 9 27 24 57 48 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 81,441 COMMITMENTS 24,124 36,738 1,157 38,940 32,608 64,221 70,503 17,220 10,938 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -652) 305 447 -419 -790 -338 -904 -309 251 -343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 45.1 1.4 47.8 40.0 78.9 86.6 21.1 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 29 16 9 27 24 57 48 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 29,104 COMMITMENTS 2,872 925 0 24,139 27,801 27,011 28,726 2,093 378 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 2,753) -157 481 0 3,245 2,283 3,088 2,764 -335 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 3.2 0.0 82.9 95.5 92.8 98.7 7.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 0 16 13 20 15 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 24,615 COMMITMENTS 18,237 21,653 65 5,998 2,834 24,300 24,552 315 63 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -318) -186 -369 15 -173 0 -344 -354 26 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.1 88.0 0.3 24.4 11.5 98.7 99.7 1.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 28 7 1 3 2 32 9 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 110,365 COMMITMENTS 19,482 64,290 25,077 65,791 20,851 110,350 110,218 15 147 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 4,514) 834 2,256 2,480 1,200 -215 4,514 4,521 0 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 58.3 22.7 59.6 18.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 6 1 3 10 11 16 UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,389 COMMITMENTS 975 240 45 1,305 1,959 2,325 2,244 64 145 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -120) -30 0 -30 -105 -90 -165 -120 45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.8 10.0 1.9 54.6 82.0 97.3 93.9 2.7 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 5 3 5 9 12 15
Updated January 08, 2021