WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 515,700 COMMITMENTS 121,518 94,537 181,576 178,323 194,188 481,417 470,301 34,283 45,399 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 2,946) 3,785 5,987 1,576 -1,084 -4,099 4,277 3,464 -1,331 -518 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 18.3 35.2 34.6 37.7 93.4 91.2 6.6 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374) 119 97 127 89 125 283 289 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 17,955 COMMITMENTS 7,441 5,346 275 9,190 11,437 16,906 17,058 1,049 897 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,065) 800 70 100 199 774 1,099 944 -34 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.4 29.8 1.5 51.2 63.7 94.2 95.0 5.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 2 1 11 15 18 18 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 238,843 COMMITMENTS 63,696 42,303 58,890 95,604 115,493 218,191 216,686 20,653 22,157 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 6,596) -4,531 5,818 3,469 8,736 -4,068 7,675 5,219 -1,078 1,377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 17.7 24.7 40.0 48.4 91.4 90.7 8.6 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 69 54 67 84 89 187 181 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,341,060 COMMITMENTS 578,983 74,938 577,664 976,867 1456718 2133514 2109320 207,546 231,740 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -48,603) 28,058 794 -18,455 -52,131 -33,267 -42,529 -50,928 -6,074 2,324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 3.2 24.7 41.7 62.2 91.1 90.1 8.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 923) 259 111 200 419 492 749 737 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,396 COMMITMENTS 1,313 72 75 1,307 3,394 2,695 3,541 1,701 856 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -26) -112 57 46 103 -102 37 1 -63 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 1.6 1.7 29.7 77.2 61.3 80.5 38.7 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 10 2 2 12 10 23 13 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,176,773 COMMITMENTS 229,284 40,031 370,028 494,035 675,190 1093347 1085249 83,426 91,524 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -2,738) 5,740 -1,520 -1,361 -6,252 -2,166 -1,873 -5,048 -865 2,310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 3.4 31.4 42.0 57.4 92.9 92.2 7.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 664) 252 91 197 231 279 548 514 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 615,294 COMMITMENTS 144,674 39,554 158,474 262,438 389,530 565,586 587,558 49,708 27,736 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 10,316) -5,906 6,258 -1,444 19,484 5,564 12,135 10,379 -1,818 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 6.4 25.8 42.7 63.3 91.9 95.5 8.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324) 137 48 100 111 99 289 211 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,509,826 COMMITMENTS 69,666 203,323 208,832 1066087 888,792 1344585 1300947 165,241 208,880 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 33,279) -9,727 -24,022 21,664 22,197 36,153 34,134 33,795 -855 -516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 13.5 13.8 70.6 58.9 89.1 86.2 10.9 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 28 41 44 106 105 161 163 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,138,639 COMMITMENTS 62,779 328,495 5,849 937,690 659,596 1006318 993,940 132,321 144,699 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -33,882) -2,811 4,242 -6,368 -12,719 -30,606 -21,898 -32,732 -11,984 -1,150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 28.8 0.5 82.4 57.9 88.4 87.3 11.6 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 17 22 10 91 89 112 117 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 472,467 COMMITMENTS 91,458 15,602 97,777 222,407 329,850 411,642 443,229 60,825 29,238 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -4,600) -4,141 436 934 -2,374 -5,339 -5,581 -3,970 982 -630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 3.3 20.7 47.1 69.8 87.1 93.8 12.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 97 41 77 120 109 246 202 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,701 COMMITMENTS 2,273 1,256 393 5,197 7,620 7,863 9,269 1,837 431 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 373) -111 -171 177 318 404 384 409 -12 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 12.9 4.1 53.6 78.6 81.1 95.6 18.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 11 6 7 15 15 29 26 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,311,733 COMMITMENTS 358,449 726,805 43,971 1766935 1414293 2169355 2185069 142,378 126,664 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -60,475) -23,833 32,420 -7,506 -32,264 -79,032 -63,602 -54,117 3,128 -6,358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 31.4 1.9 76.4 61.2 93.8 94.5 6.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 54 34 26 152 138 216 188 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,291,483 COMMITMENTS 640,742 678,235 737,086 3559484 3356247 4937312 4771568 354,171 519,915 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 121,931) 64,502 60,447 -22,956 74,858 123,994 116,404 161,484 5,527 -39,553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 12.8 13.9 67.3 63.4 93.3 90.2 6.7 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 435) 63 90 92 224 225 341 353 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,298,194 COMMITMENTS 351,116 77,487 4,382 830,326 988,173 1185824 1070042 112,370 228,152 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 32,296) 19,757 1,309 -6,960 20,582 45,271 33,379 39,620 -1,083 -7,324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 6.0 0.3 64.0 76.1 91.3 82.4 8.7 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 21 14 9 76 94 102 112 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,049,008 COMMITMENTS 549,359 487,653 445,539 2781882 2726786 3776780 3659979 272,228 389,030 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 78,195) -9,718 35,721 -3,113 98,005 57,952 85,174 90,559 -6,979 -12,365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 12.0 11.0 68.7 67.3 93.3 90.4 6.7 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329) 50 53 49 164 181 240 257 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,093,485 COMMITMENTS 108,006 185,453 203,019 761,408 677,260 1072433 1065732 21,052 27,753 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 45,601) 44,294 1,503 -9,548 10,022 52,698 44,768 44,653 833 948 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 17.0 18.6 69.6 61.9 98.1 97.5 1.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 20 12 25 55 57 86 84 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 45,554 COMMITMENTS 10,710 17,642 1,458 24,055 20,285 36,223 39,385 9,331 6,169 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -9,050) 1,346 -1,054 -383 -9,629 -6,630 -8,666 -8,067 -384 -983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 38.7 3.2 52.8 44.5 79.5 86.5 20.5 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 34 18 11 39 29 78 53 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 91,108 COMMITMENTS 21,419 35,284 2,917 48,111 40,570 72,447 78,771 18,661 12,337 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -18,099) 2,692 -2,109 -765 -19,258 -13,259 -17,331 -16,134 -768 -1,966 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 38.7 3.2 52.8 44.5 79.5 86.5 20.5 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 34 18 11 39 29 78 53 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 22,829 COMMITMENTS 3,296 775 0 17,348 21,429 20,644 22,204 2,185 625 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -11,902) 342 -678 -31 -11,834 -11,006 -11,523 -11,715 -379 -187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 3.4 0.0 76.0 93.9 90.4 97.3 9.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 0 14 11 17 13 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 38,472 COMMITMENTS 13,964 34,123 73 24,053 4,217 38,090 38,413 382 59 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -20,619) -11,073 -12,514 -8,102 -1,402 0 -20,577 -20,616 -42 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.3 88.7 0.2 62.5 11.0 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 24 13 1 4 2 29 15 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 132,750 COMMITMENTS 30,634 29,464 54,873 47,240 48,285 132,747 132,622 3 128 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 10,246) 3,899 -8,633 15,166 -8,820 3,664 10,245 10,197 1 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 22.2 41.3 35.6 36.4 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 9 1 3 11 11 20 UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,040 COMMITMENTS 970 70 135 920 1,730 2,025 1,935 15 105 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 115) -15 15 45 90 60 120 120 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.5 3.4 6.6 45.1 84.8 99.3 94.9 0.7 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 2 4 7 8 16 13
Updated March 25, 2021