WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 516,298 COMMITMENTS 128,359 88,616 170,764 178,883 205,649 478,006 465,029 38,292 51,269 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -45,255) 2,918 -512 -36,221 -10,947 -8,665 -44,250 -45,398 -1,005 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 17.2 33.1 34.6 39.8 92.6 90.1 7.4 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378) 108 116 128 91 124 282 297 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 16,456 COMMITMENTS 6,075 4,482 231 8,979 11,286 15,285 15,999 1,171 457 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 625) -52 406 231 347 382 526 1,019 99 -394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.9 27.2 1.4 54.6 68.6 92.9 97.2 7.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 2 1 11 18 18 21 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 243,842 COMMITMENTS 73,093 24,042 58,965 87,451 139,047 219,509 222,054 24,333 21,788 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -8,121) -1,994 1,157 -4,246 -1,633 -4,438 -7,872 -7,527 -248 -594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 9.9 24.2 35.9 57.0 90.0 91.1 10.0 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 83 37 65 79 102 188 184 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,462,699 COMMITMENTS 580,165 75,768 623,441 1035727 1524015 2239334 2223224 223,365 239,475 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -202,270) -7,532 4,640 -121,670 -67,302 -78,679 -196,504 -195,709 -5,766 -6,561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 3.1 25.3 42.1 61.9 90.9 90.3 9.1 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 956) 261 119 220 430 496 782 765 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,352 COMMITMENTS 1,381 0 118 1,034 3,329 2,533 3,446 1,820 906 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -173) -216 -15 87 -33 -85 -162 -13 -11 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 0.0 2.7 23.8 76.5 58.2 79.2 41.8 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 10 0 1 9 11 19 12 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,173,245 COMMITMENTS 251,689 36,721 344,691 488,172 694,287 1084552 1075699 88,693 97,546 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -121,388) 12,884 1,995 -86,339 -48,925 -44,308 -122,380 -128,653 992 7,266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 3.1 29.4 41.6 59.2 92.4 91.7 7.6 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 657) 249 88 207 222 274 548 508 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 551,290 COMMITMENTS 149,651 20,987 132,110 222,347 372,248 504,109 525,345 47,182 25,945 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -75,551) 2,549 -714 -41,328 -35,897 -34,358 -74,676 -76,400 -875 849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 3.8 24.0 40.3 67.5 91.4 95.3 8.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 132 48 88 108 101 280 204 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,425,498 COMMITMENTS 111,906 282,984 134,922 993,316 788,074 1240144 1205980 185,354 219,518 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -6,928) 16,965 -7,746 -17,758 -22,221 2,039 -23,013 -23,464 16,085 16,536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 19.9 9.5 69.7 55.3 87.0 84.6 13.0 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 30 36 40 101 102 156 155 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,188,957 COMMITMENTS 90,156 305,192 35,713 912,983 684,466 1038852 1025371 150,105 163,586 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 62,530) -1,629 -15,890 21,397 37,609 46,208 57,377 51,715 5,153 10,815 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 25.7 3.0 76.8 57.6 87.4 86.2 12.6 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 17 22 18 86 81 115 110 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 464,978 COMMITMENTS 100,584 13,235 91,164 212,191 329,773 403,939 434,172 61,040 30,807 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -32,674) 1,221 -1,495 -19,459 -14,103 -11,850 -32,341 -32,805 -334 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 2.8 19.6 45.6 70.9 86.9 93.4 13.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 96 31 74 123 110 251 194 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,729 COMMITMENTS 2,484 1,158 375 4,711 7,457 7,570 8,989 2,160 740 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -526) -692 -25 69 91 -770 -532 -725 6 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 11.9 3.9 48.4 76.6 77.8 92.4 22.2 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 12 6 6 14 15 30 25 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,379,056 COMMITMENTS 623,693 663,559 97,433 1512141 1541801 2233267 2302793 145,789 76,263 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 32,557) 105,619 2,697 20,276 -72,885 42,612 53,010 65,585 -20,454 -33,029 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 27.9 4.1 63.6 64.8 93.9 96.8 6.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 71 30 35 147 138 231 191 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,885,734 COMMITMENTS 648,808 610,690 799,116 2998653 2849483 4446577 4259289 439,157 626,445 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 142,784) -25,560 68,426 193,448 -84,327 -190,314 83,561 71,560 59,222 71,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 12.5 16.4 61.4 58.3 91.0 87.2 9.0 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422) 65 93 92 214 217 334 347 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,362,907 COMMITMENTS 258,297 85,109 28,784 940,572 986,729 1227653 1100622 135,254 262,285 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 106,656) 18,301 2,230 -1,229 67,740 70,884 84,812 71,885 21,844 34,771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 6.2 2.1 69.0 72.4 90.1 80.8 9.9 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 19 16 15 77 94 105 116 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,069,175 COMMITMENTS 832,118 683,156 480,997 2431298 2509920 3744414 3674073 324,762 395,102 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 258,695) 18,224 -91,202 230,502 -14,674 69,713 234,052 209,013 24,643 49,681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 16.8 11.8 59.7 61.7 92.0 90.3 8.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 51 50 56 158 170 234 252 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,192,400 COMMITMENTS 98,122 209,600 208,908 863,148 750,345 1170178 1168853 22,222 23,547 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 43,944) -37,886 -6,799 14,280 63,878 34,895 40,272 42,376 3,672 1,568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 17.6 17.5 72.4 62.9 98.1 98.0 1.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 23 14 28 56 54 91 84 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 46,192 COMMITMENTS 14,789 18,113 951 21,453 20,937 37,193 40,000 8,999 6,191 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -913) -91 -477 -13 -610 15 -714 -475 -199 -438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.0 39.2 2.1 46.4 45.3 80.5 86.6 19.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 34 16 11 29 32 66 56 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 92,383 COMMITMENTS 29,579 36,226 1,901 42,906 41,874 74,386 80,001 17,997 12,382 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -1,826) -182 -955 -25 -1,221 30 -1,429 -951 -397 -875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.0 39.2 2.1 46.4 45.3 80.5 86.6 19.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 34 16 11 29 32 66 56 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 24,734 COMMITMENTS 2,543 1,099 0 20,064 23,166 22,607 24,265 2,127 469 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 707) 106 655 0 757 -50 863 605 -156 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 4.4 0.0 81.1 93.7 91.4 98.1 8.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 0 18 10 22 12 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 48,571 COMMITMENTS 22,506 45,629 49 25,609 2,841 48,164 48,519 407 52 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -6,377) -6,461 -6,367 1 29 0 -6,431 -6,366 54 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.3 93.9 0.1 52.7 5.8 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 30 13 2 4 2 35 16 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 147,511 COMMITMENTS 26,487 46,975 71,972 49,031 28,419 147,490 147,366 21 145 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 4,986) -329 2,379 3,659 1,640 -1,116 4,970 4,922 16 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 31.8 48.8 33.2 19.3 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 8 7 1 3 12 12 19 UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,295 COMMITMENTS 1,000 145 90 1,175 1,950 2,265 2,185 30 110 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 45) 60 0 0 0 30 60 30 -15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.6 6.3 3.9 51.2 85.0 98.7 95.2 1.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 4 2 7 8 15 13
Updated February 26, 2021