WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 512,754 COMMITMENTS 117,732 88,549 180,001 179,407 198,287 477,140 466,837 35,614 45,917 CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 9,218) -4,055 4,002 5,662 6,756 2,298 8,363 11,962 855 -2,744 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 17.3 35.1 35.0 38.7 93.1 91.0 6.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367) 112 102 123 87 125 270 289 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 16,890 COMMITMENTS 6,641 5,276 175 8,991 10,663 15,807 16,114 1,083 776 CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 578) 390 794 -51 196 -286 535 457 43 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.3 31.2 1.0 53.2 63.1 93.6 95.4 6.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 2 1 10 14 17 17 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 232,247 COMMITMENTS 68,227 36,484 55,421 86,868 119,561 210,516 211,467 21,731 20,780 CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: -989) -3,218 12,709 -1,271 3,976 -6,292 -513 5,146 -475 -6,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 15.7 23.9 37.4 51.5 90.6 91.1 9.4 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 73 52 69 83 93 190 185 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,389,663 COMMITMENTS 550,925 74,143 596,120 1028998 1489985 2176043 2160248 213,620 229,415 CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 14,944) -739 -5,815 12,459 7,487 5,958 19,207 12,602 -4,263 2,342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 3.1 24.9 43.1 62.4 91.1 90.4 8.9 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 942) 264 118 212 416 493 756 754 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,422 COMMITMENTS 1,425 15 29 1,204 3,495 2,659 3,540 1,764 883 CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: -44) -134 11 18 113 -208 -3 -179 -42 134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.2 0.3 0.7 27.2 79.0 60.1 80.0 39.9 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 2 2 12 10 23 12 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,179,511 COMMITMENTS 223,544 41,551 371,389 500,287 677,356 1095220 1090297 84,291 89,214 CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: -14,132) -6,879 2,611 -3,961 -3,622 -13,743 -14,462 -15,092 329 960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 3.5 31.5 42.4 57.4 92.9 92.4 7.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 671) 241 100 203 231 282 550 523 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 604,977 COMMITMENTS 150,580 33,296 159,918 242,954 383,965 553,451 577,179 51,526 27,798 CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 14,483) 5,026 7,383 4,128 2,027 3,050 11,180 14,561 3,303 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 5.5 26.4 40.2 63.5 91.5 95.4 8.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326) 141 46 93 106 99 288 204 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,476,548 COMMITMENTS 79,394 227,345 187,167 1043891 852,640 1310452 1267152 166,096 209,395 CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 31,200) -18,504 -58,805 27,729 19,240 54,509 28,466 23,433 2,734 7,766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 15.4 12.7 70.7 57.7 88.8 85.8 11.2 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 30 39 44 103 107 161 162 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,172,521 COMMITMENTS 65,590 324,253 12,217 950,409 690,202 1028216 1026672 144,305 145,849 CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 12,628) 2,622 10,606 -3,121 7,003 7,396 6,504 14,881 6,124 -2,253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 27.7 1.0 81.1 58.9 87.7 87.6 12.3 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 15 25 11 91 89 112 119 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 477,067 COMMITMENTS 95,599 15,166 96,843 224,781 335,189 417,223 447,199 59,844 29,868 CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 5,565) -1,881 -147 -1,516 11,113 6,531 7,716 4,868 -2,151 697 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 3.2 20.3 47.1 70.3 87.5 93.7 12.5 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 95 43 82 117 110 250 203 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,328 COMMITMENTS 2,384 1,427 217 4,879 7,217 7,479 8,860 1,849 468 CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: -316) -401 49 -10 112 -359 -299 -320 -17 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 15.3 2.3 52.3 77.4 80.2 95.0 19.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 13 7 7 13 14 29 25 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,372,208 COMMITMENTS 382,282 694,385 51,476 1799198 1493325 2232957 2239187 139,251 133,021 CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: -29,228) 6,253 -84,173 -4,059 -13,582 42,632 -11,388 -45,600 -17,840 16,372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 29.3 2.2 75.8 63.0 94.1 94.4 5.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 50 36 28 150 136 210 190 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,169,552 COMMITMENTS 576,240 617,788 760,043 3484626 3232253 4820909 4610084 348,644 559,468 CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 221,087) 25,949 -7,749 8,734 184,953 212,510 219,636 213,495 1,451 7,592 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 12.0 14.7 67.4 62.5 93.3 89.2 6.7 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428) 69 84 90 221 221 337 348 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,265,898 COMMITMENTS 331,359 76,178 11,342 809,744 942,902 1152445 1030422 113,453 235,476 CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: -28,173) 17,915 -12,884 -7,679 -42,379 -7,945 -32,143 -28,508 3,970 335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 6.0 0.9 64.0 74.5 91.0 81.4 9.0 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 22 16 14 72 88 100 112 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,970,814 COMMITMENTS 559,077 451,932 448,653 2683877 2668835 3691606 3569419 279,207 401,394 CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 27,015) -27,254 -122,346 43,132 14,197 102,808 30,075 23,593 -3,060 3,421 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 11.4 11.3 67.6 67.2 93.0 89.9 7.0 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 46 54 52 164 173 237 252 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,047,884 COMMITMENTS 63,712 183,950 212,567 751,386 624,562 1027665 1021079 20,219 26,805 CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 37,514) 5,673 -9,427 23,981 8,916 22,529 38,570 37,083 -1,056 431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 17.6 20.3 71.7 59.6 98.1 97.4 1.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 14 18 25 52 56 82 84 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 54,604 COMMITMENTS 9,364 18,696 1,841 33,684 26,915 44,889 47,452 9,715 7,152 CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 8,042) 1,209 -1,595 1,119 4,661 7,860 6,990 7,384 1,052 658 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 34.2 3.4 61.7 49.3 82.2 86.9 17.8 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 35 17 17 43 36 84 64 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 109,207 COMMITMENTS 18,728 37,393 3,682 67,369 53,829 89,778 94,904 19,429 14,303 CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 16,083) 2,418 -3,190 2,239 9,323 15,720 13,980 14,768 2,103 1,315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 34.2 3.4 61.7 49.3 82.2 86.9 17.8 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 35 17 17 43 36 84 64 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 34,731 COMMITMENTS 2,954 1,453 31 29,182 32,435 32,167 33,919 2,564 812 CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 8,870) -252 1,009 -179 8,876 7,667 8,445 8,497 425 373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 4.2 0.1 84.0 93.4 92.6 97.7 7.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 1 21 14 25 17 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 59,091 COMMITMENTS 25,037 46,637 8,175 25,455 4,217 58,667 59,029 424 62 CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 6,907) 3,067 -2,435 8,168 -4,291 1,174 6,944 6,907 -37 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.4 78.9 13.8 43.1 7.1 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 30 14 4 5 2 38 17 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 122,504 COMMITMENTS 26,735 38,097 39,707 56,060 44,621 122,502 122,425 2 79 CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: -53,952) 2,049 -15,556 -53,403 -2,598 15,014 -53,952 -53,945 0 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 31.1 32.4 45.8 36.4 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 9 1 3 12 10 21 UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,925 COMMITMENTS 985 55 90 830 1,670 1,905 1,815 20 110 CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 50) 15 -30 0 30 45 45 15 5 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.2 2.9 4.7 43.1 86.8 99.0 94.3 1.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 1 3 7 8 16 12
Updated March 19, 2021