WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 510,549 COMMITMENTS 129,334 87,105 171,357 174,893 203,076 475,584 461,537 34,965 49,012 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -5,749) 975 -1,512 593 -3,990 -2,573 -2,422 -3,492 -3,327 -2,257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 17.1 33.6 34.3 39.8 93.2 90.4 6.8 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381) 118 111 126 87 128 280 298 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 16,499 COMMITMENTS 6,411 4,722 0 8,860 11,269 15,271 15,991 1,228 508 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 43) 336 240 -231 -119 -17 -14 -8 57 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.9 28.6 0.0 53.7 68.3 92.6 96.9 7.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 2 0 10 17 17 19 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 238,498 COMMITMENTS 72,592 20,677 60,162 84,097 130,900 216,851 211,739 21,647 26,759 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -5,344) -501 -3,365 1,197 -3,354 -8,147 -2,658 -10,315 -2,686 4,971 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 8.7 25.2 35.3 54.9 90.9 88.8 9.1 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 85 41 68 80 101 194 186 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,358,552 COMMITMENTS 550,839 74,324 573,159 1019683 1485640 2143682 2133124 214,871 225,429 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -104,147) -29,326 -1,444 -50,282 -16,045 -38,375 -95,652 -90,100 -8,495 -14,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 3.2 24.3 43.2 63.0 90.9 90.4 9.1 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 930) 250 118 201 414 494 739 744 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,193 COMMITMENTS 1,404 0 17 1,073 3,402 2,494 3,419 1,699 774 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -160) 23 0 -101 39 73 -39 -28 -121 -132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 0.0 0.4 25.6 81.1 59.5 81.5 40.5 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 11 0 1 10 12 21 13 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,156,624 COMMITMENTS 225,556 37,235 355,863 495,103 677,373 1076522 1070470 80,102 86,154 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -16,621) -26,132 514 11,172 6,930 -16,915 -8,030 -5,229 -8,590 -11,392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 3.2 30.8 42.8 58.6 93.1 92.6 6.9 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 660) 240 94 204 215 283 532 518 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 548,774 COMMITMENTS 146,643 21,621 131,963 223,152 369,676 501,757 523,260 47,017 25,514 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -2,516) -3,008 635 -148 804 -2,572 -2,351 -2,085 -165 -431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 3.9 24.0 40.7 67.4 91.4 95.4 8.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315) 133 45 84 102 93 271 194 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,437,524 COMMITMENTS 107,140 309,343 138,960 1028094 782,658 1274194 1230961 163,330 206,563 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 12,026) -4,767 26,360 4,038 34,778 -5,417 34,050 24,982 -22,024 -12,955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 21.5 9.7 71.5 54.4 88.6 85.6 11.4 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 22 50 43 99 102 154 162 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,145,389 COMMITMENTS 65,849 321,309 18,665 926,471 653,793 1010985 993,767 134,404 151,622 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -43,568) -24,307 16,117 -17,048 13,488 -30,673 -27,867 -31,604 -15,701 -11,964 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 28.1 1.6 80.9 57.1 88.3 86.8 11.7 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 13 28 11 87 87 106 120 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 461,010 COMMITMENTS 97,174 14,236 94,556 210,643 323,049 402,373 431,840 58,637 29,170 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -3,968) -3,410 1,001 3,392 -1,548 -6,725 -1,566 -2,331 -2,403 -1,637 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 3.1 20.5 45.7 70.1 87.3 93.7 12.7 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 96 31 72 125 111 251 194 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,379 COMMITMENTS 2,760 1,333 139 4,739 7,345 7,638 8,817 1,741 562 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -350) 276 175 -236 28 -112 68 -173 -419 -178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 14.2 1.5 50.5 78.3 81.4 94.0 18.6 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 15 7 7 12 14 30 25 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,283,615 COMMITMENTS 410,951 666,403 36,991 1682378 1472742 2130321 2176137 153,294 107,478 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -95,441) -212,742 2,844 -60,442 170,237 -69,059 -102,946 -126,656 7,505 31,215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 29.2 1.6 73.7 64.5 93.3 95.3 6.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 55 38 27 145 135 211 189 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,593,722 COMMITMENTS 496,270 608,634 656,021 3094773 2793885 4247064 4058540 346,659 535,183 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -292,012) -152,538 -2,056 -143,095 96,119 -55,598 -199,514 -200,750 -92,498 -91,262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 13.2 14.3 67.4 60.8 92.5 88.3 7.5 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407) 55 84 82 219 216 322 334 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,269,560 COMMITMENTS 284,102 101,867 16,719 863,870 917,752 1164691 1036338 104,869 233,222 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -93,347) 25,805 16,758 -12,065 -76,702 -68,977 -62,962 -64,284 -30,385 -29,063 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 8.0 1.3 68.0 72.3 91.7 81.6 8.3 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 19 20 15 80 90 107 117 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,894,679 COMMITMENTS 681,926 628,323 337,048 2600449 2561408 3619424 3526780 275,255 367,899 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -174,497) -150,192 -54,833 -143,949 169,151 51,488 -124,990 -147,293 -49,507 -27,203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 16.1 8.7 66.8 65.8 92.9 90.6 7.1 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315) 48 49 50 159 166 226 246 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 985,434 COMMITMENTS 69,511 180,568 186,547 711,875 593,655 967,933 960,770 17,501 24,664 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -206,966) -28,611 -29,032 -22,361 -151,273 -156,690 -202,245 -208,083 -4,721 1,117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 18.3 18.9 72.2 60.2 98.2 97.5 1.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 15 16 24 52 53 82 79 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 44,868 COMMITMENTS 9,942 20,341 1,548 24,792 16,962 36,281 38,850 8,587 6,018 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -1,324) -4,847 2,228 597 3,339 -3,975 -912 -1,150 -412 -174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 45.3 3.4 55.3 37.8 80.9 86.6 19.1 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 32 13 10 36 29 71 49 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 89,736 COMMITMENTS 19,884 40,681 3,095 49,583 33,925 72,562 77,701 17,174 12,035 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -2,647) -9,695 4,455 1,194 6,677 -7,949 -1,824 -2,300 -823 -347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 45.3 3.4 55.3 37.8 80.9 86.6 19.1 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 32 13 10 36 29 71 49 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 25,659 COMMITMENTS 2,951 444 0 20,026 24,638 22,977 25,082 2,682 577 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 925) 408 -655 0 -38 1,472 370 817 555 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 1.7 0.0 78.0 96.0 89.5 97.8 10.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 0 16 11 20 12 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 53,066 COMMITMENTS 21,963 50,066 37 30,637 2,895 52,637 52,998 429 68 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 4,495) -543 4,437 -12 5,028 54 4,473 4,479 22 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.4 94.3 0.1 57.7 5.5 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 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 169,674 COMMITMENTS 23,040 61,810 79,275 67,336 28,486 169,651 169,571 23 103 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 22,163) -3,447 14,835 7,303 18,305 67 22,161 22,205 2 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 36.4 46.7 39.7 16.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 7 1 3 12 10 19 UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,755 COMMITMENTS 910 85 75 740 1,505 1,725 1,665 30 90 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -540) -90 -60 -15 -435 -445 -540 -520 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.9 4.8 4.3 42.2 85.8 98.3 94.9 1.7 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 2 2 7 7 15 11
Updated March 05, 2021