WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 565,381 COMMITMENTS 136,572 95,843 201,628 187,140 217,430 525,340 514,901 40,041 50,480 CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 27,189) 6,204 156 15,331 3,279 11,259 24,814 26,746 2,375 443 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 17.0 35.7 33.1 38.5 92.9 91.1 7.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400) 144 101 126 93 125 304 296 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 18,179 COMMITMENTS 6,615 200 1,005 9,024 16,078 16,644 17,283 1,535 896 CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 373) -1,124 0 1,002 375 -486 253 516 120 -143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.4 1.1 5.5 49.6 88.4 91.6 95.1 8.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 1 11 19 15 21 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 239,814 COMMITMENTS 78,747 20,696 51,235 87,022 146,383 217,003 218,314 22,811 21,501 CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -2,503) -51 -2,462 1,086 -3,134 -1,468 -2,099 -2,844 -404 341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.8 8.6 21.4 36.3 61.0 90.5 91.0 9.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 97 37 65 81 101 205 180 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,609,505 COMMITMENTS 622,565 79,216 714,053 1053804 1574568 2390422 2367837 219,083 241,668 CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 28,830) -39,397 -25,164 21,327 47,906 37,571 29,836 33,734 -1,006 -4,904 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 3.0 27.4 40.4 60.3 91.6 90.7 8.4 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 965) 280 123 213 409 489 770 753 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,766 COMMITMENTS 1,963 0 0 587 3,815 2,550 3,815 2,216 951 CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 45) -4 0 0 -37 -1 -41 -1 86 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.2 0.0 0.0 12.3 80.0 53.5 80.0 46.5 20.0 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 01/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,355,785 COMMITMENTS 252,603 45,088 451,856 556,330 765,404 1260789 1262348 94,996 93,437 CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 13,451) -14,777 1,592 20,243 9,094 -8,719 14,560 13,116 -1,109 335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 3.3 33.3 41.0 56.5 93.0 93.1 7.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 671) 257 100 214 228 267 553 523 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 559,232 COMMITMENTS 131,167 23,544 152,754 229,299 357,182 513,219 533,480 46,012 25,752 CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -9,176) -6,210 -32 -5,704 4,133 -3,309 -7,780 -9,045 -1,396 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 4.2 27.3 41.0 63.9 91.8 95.4 8.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 126 38 88 104 98 260 203 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,313,465 COMMITMENTS 95,760 291,822 102,136 943,470 732,668 1141367 1126626 172,098 186,839 CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -17,895) -2,136 -7,837 -5,682 -16,157 3,199 -23,975 -10,320 6,080 -7,575 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 22.2 7.8 71.8 55.8 86.9 85.8 13.1 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 25 35 34 95 105 143 151 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,074,911 COMMITMENTS 101,341 321,359 5,220 831,816 603,722 938,377 930,301 136,534 144,610 CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 14,491) 14,461 3,129 -1,408 528 11,116 13,581 12,838 910 1,653 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 29.9 0.5 77.4 56.2 87.3 86.5 12.7 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 14 19 9 77 80 94 105 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 490,258 COMMITMENTS 110,869 12,891 113,577 206,680 337,588 431,126 464,056 59,132 26,203 CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -9,597) -7,707 2,378 -3,150 -143 -7,974 -11,000 -8,745 1,403 -851 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 2.6 23.2 42.2 68.9 87.9 94.7 12.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 106 32 73 123 110 253 197 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,524 COMMITMENTS 3,227 1,226 183 4,955 8,664 8,366 10,074 2,158 451 CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 707) 308 139 -21 -217 850 70 968 637 -261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 11.6 1.7 47.1 82.3 79.5 95.7 20.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 18 7 5 12 16 33 25 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,973,910 COMMITMENTS 397,575 683,216 21,173 1381591 1169180 1800339 1873569 173,571 100,342 CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -3,251) 7,686 1,952 -13,855 -1,602 6,779 -7,771 -5,124 4,520 1,873 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 34.6 1.1 70.0 59.2 91.2 94.9 8.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 54 29 26 142 128 206 173 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,245,615 COMMITMENTS 605,630 562,207 482,803 2791141 2707160 3879574 3752171 366,041 493,445 CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -179,796) 38,871 -61,670 -70,098 -128,116 -30,085 -159,343 -161,854 -20,453 -17,942 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 13.2 11.4 65.7 63.8 91.4 88.4 8.6 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407) 71 83 82 212 200 325 323 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,056,434 COMMITMENTS 188,008 63,224 6,995 742,363 766,314 937,366 836,533 119,068 219,901 CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -6,262) -14,802 -9,018 656 4,159 -10,117 -9,987 -18,479 3,725 12,217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 6.0 0.7 70.3 72.5 88.7 79.2 11.3 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 15 10 10 74 80 94 95 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,396,858 COMMITMENTS 519,207 727,711 174,750 2408345 2170488 3102302 3072950 294,556 323,908 CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -38,934) 24,027 -81,536 -23,328 -41,436 57,903 -40,737 -46,961 1,803 8,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 21.4 5.1 70.9 63.9 91.3 90.5 8.7 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 53 43 36 148 160 216 224 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,061,488 COMMITMENTS 207,564 186,341 167,190 669,985 681,994 1044739 1035525 16,749 25,963 CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 27,133) -4,886 -616 10,370 25,906 20,927 31,390 30,681 -4,257 -3,548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 17.6 15.8 63.1 64.2 98.4 97.6 1.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 23 16 31 55 54 91 88 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 43,473 COMMITMENTS 11,141 17,992 1,020 22,760 18,893 34,921 37,905 8,552 5,569 CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,217) -1,003 -307 268 2,526 1,940 1,791 1,901 -574 -684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 41.4 2.3 52.4 43.5 80.3 87.2 19.7 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 34 15 9 33 25 70 46 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 86,946 COMMITMENTS 22,283 35,984 2,040 45,520 37,785 69,843 75,809 17,104 11,137 CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 2,433) -2,007 -614 536 5,052 3,879 3,581 3,802 -1,148 -1,369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 41.4 2.3 52.4 43.5 80.3 87.2 19.7 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 34 15 9 33 25 70 46 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 26,791 COMMITMENTS 2,393 444 0 22,012 25,925 24,405 26,369 2,386 422 CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -1,112) -253 -271 0 -1,476 -932 -1,729 -1,203 617 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 1.7 0.0 82.2 96.8 91.1 98.4 8.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 0 15 12 19 13 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 39,201 COMMITMENTS 18,090 35,892 60 20,770 3,176 38,920 39,128 281 73 CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 7,388) 515 7,292 0 6,884 81 7,399 7,373 -11 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.1 91.6 0.2 53.0 8.1 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 27 11 1 5 2 33 13 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 126,918 COMMITMENTS 24,423 56,754 43,989 58,506 26,098 126,918 126,841 0 77 CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 6,953) 2,549 -689 7,503 -3,095 145 6,957 6,959 -4 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 44.7 34.7 46.1 20.6 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 8 7 1 3 10 12 17 UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,435 COMMITMENTS 790 220 105 1,416 1,965 2,311 2,290 124 145 CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -39) -125 -5 75 -19 -94 -69 -24 30 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.4 9.0 4.3 58.2 80.7 94.9 94.0 5.1 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 4 3 7 8 14 14
Updated January 22, 2021