WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 538,192 COMMITMENTS 130,368 95,686 186,298 183,861 206,171 500,527 488,155 37,665 50,037 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 15,758) -242 4,972 6,658 8,756 4,913 15,171 16,543 587 -785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 17.8 34.6 34.2 38.3 93.0 90.7 7.0 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397) 137 106 126 90 126 298 297 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 17,806 COMMITMENTS 7,739 200 3 8,649 16,564 16,391 16,767 1,415 1,039 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -4,497) -3,102 -150 -750 -845 -3,762 -4,697 -4,662 200 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.5 1.1 0.0 48.6 93.0 92.1 94.2 7.9 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 1 9 18 13 20 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 242,317 COMMITMENTS 78,797 23,157 50,149 90,156 147,851 219,102 221,157 23,215 21,160 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 4,356) 647 1,416 4,804 -1,663 -529 3,787 5,691 568 -1,335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.5 9.6 20.7 37.2 61.0 90.4 91.3 9.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 89 41 65 83 100 202 181 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,580,675 COMMITMENTS 661,962 104,381 692,726 1005898 1536996 2360587 2334103 220,089 246,572 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 201,473) 31,142 -5,797 99,525 71,926 89,865 202,593 183,592 -1,120 17,881 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 4.0 26.8 39.0 59.6 91.5 90.4 8.5 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 955) 258 143 211 402 486 758 752 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,721 COMMITMENTS 1,967 0 0 624 3,816 2,591 3,816 2,130 905 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -128) -22 0 0 -201 -131 -223 -131 96 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.7 0.0 0.0 13.2 80.8 54.9 80.8 45.1 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 12 0 0 5 9 17 9 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,342,333 COMMITMENTS 267,380 43,496 431,612 547,236 774,123 1246228 1249231 96,105 93,102 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 59,686) -5,189 4,623 42,171 16,652 9,423 53,634 56,217 6,053 3,469 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 3.2 32.2 40.8 57.7 92.8 93.1 7.2 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 677) 247 112 207 219 266 544 519 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 568,408 COMMITMENTS 137,376 23,576 158,458 225,165 360,492 521,000 542,525 47,408 25,882 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -3,163) -17,990 6,023 4,837 8,646 -12,935 -4,506 -2,075 1,343 -1,088 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 4.1 27.9 39.6 63.4 91.7 95.4 8.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316) 134 34 87 110 95 274 196 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,331,360 COMMITMENTS 97,896 299,659 107,818 959,628 729,469 1165342 1136946 166,018 194,414 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 65,891) -7,920 16,435 34,863 39,390 -3,839 66,333 47,460 -442 18,431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 22.5 8.1 72.1 54.8 87.5 85.4 12.5 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 26 34 35 95 101 143 148 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,060,420 COMMITMENTS 86,880 318,230 6,628 831,288 592,606 924,796 917,463 135,624 142,957 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 21,343) 3,146 335 3,057 8,464 19,339 14,668 22,732 6,676 -1,388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 30.0 0.6 78.4 55.9 87.2 86.5 12.8 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 12 20 9 77 82 93 107 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 499,855 COMMITMENTS 118,576 10,513 116,726 206,823 345,561 442,126 472,801 57,729 27,054 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 13,121) -1,118 -3,650 13,138 -974 5,314 11,046 14,803 2,075 -1,681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 2.1 23.4 41.4 69.1 88.5 94.6 11.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 115 27 74 121 108 263 190 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,818 COMMITMENTS 2,919 1,087 204 5,173 7,814 8,296 9,106 1,521 712 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 181) 220 113 20 -230 51 10 184 171 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 11.1 2.1 52.7 79.6 84.5 92.7 15.5 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 17 5 2 10 15 28 21 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,977,161 COMMITMENTS 389,889 681,264 35,028 1383193 1162401 1808110 1878693 169,051 98,468 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 46,694) -37,392 70,094 16,553 68,282 -41,934 47,443 44,713 -749 1,981 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 34.5 1.8 70.0 58.8 91.4 95.0 8.6 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 57 36 27 142 123 210 175 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,425,411 COMMITMENTS 566,759 623,878 552,901 2919257 2737246 4038917 3914025 386,494 511,387 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 637,403) -29,381 129,733 214,710 461,711 228,273 647,040 572,716 -9,637 64,687 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 14.1 12.5 66.0 61.9 91.3 88.4 8.7 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407) 83 72 85 213 197 328 322 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,062,696 COMMITMENTS 202,810 72,242 6,339 738,204 776,431 947,353 855,012 115,343 207,684 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 58,906) 21,666 22,067 -198 33,660 38,934 55,128 60,803 3,778 -1,897 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 6.8 0.6 69.5 73.1 89.1 80.5 10.9 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 15 10 8 74 81 94 94 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,435,792 COMMITMENTS 495,180 809,247 198,079 2449781 2112585 3143039 3119911 292,754 315,881 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 111,710) -14,813 57,646 32,503 106,797 3,262 124,487 93,411 -12,777 18,299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 23.6 5.8 71.3 61.5 91.5 90.8 8.5 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 54 45 40 147 153 217 222 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,034,355 COMMITMENTS 212,450 186,957 156,820 644,079 661,067 1013349 1004844 21,006 29,511 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 35,028) -14,994 6,135 12,796 35,762 14,914 33,564 33,845 1,464 1,183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 18.1 15.2 62.3 63.9 98.0 97.1 2.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 24 12 27 55 53 88 83 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 42,257 COMMITMENTS 12,145 18,299 752 20,234 16,953 33,131 36,004 9,126 6,253 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 1,536) 83 -70 173 764 649 1,020 752 516 784 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 43.3 1.8 47.9 40.1 78.4 85.2 21.6 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 32 17 8 30 24 65 46 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 84,513 COMMITMENTS 24,289 36,598 1,504 40,468 33,906 66,261 72,007 18,252 12,506 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 3,073) 165 -140 347 1,528 1,298 2,040 1,504 1,032 1,568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 43.3 1.8 47.9 40.1 78.4 85.2 21.6 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 32 17 8 30 24 65 46 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 27,903 COMMITMENTS 2,646 715 0 23,488 26,857 26,134 27,572 1,769 331 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,201) -226 -210 0 -651 -944 -877 -1,154 -324 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 2.6 0.0 84.2 96.3 93.7 98.8 6.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 0 17 13 21 15 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 31,813 COMMITMENTS 17,575 28,600 60 13,886 3,095 31,521 31,755 292 58 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 7,198) -662 6,947 -5 7,888 261 7,221 7,203 -23 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.2 89.9 0.2 43.6 9.7 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 28 10 1 5 2 34 12 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 119,965 COMMITMENTS 21,874 57,443 36,486 61,601 25,953 119,961 119,882 4 83 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 9,600) 2,392 -6,847 11,409 -4,190 5,102 9,611 9,664 -11 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 47.9 30.4 51.3 21.6 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 7 1 3 10 11 17 UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,474 COMMITMENTS 915 225 30 1,435 2,059 2,380 2,314 94 160 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 85) -60 -15 -15 130 100 55 70 30 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.0 9.1 1.2 58.0 83.2 96.2 93.5 3.8 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 4 2 7 9 14 14
Updated January 15, 2021