WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 511,903 COMMITMENTS 112,325 106,563 182,576 183,003 176,503 477,904 465,643 33,999 46,260 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -3,797) -9,192 12,027 999 4,680 -17,684 -3,513 -4,658 -284 862 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 20.8 35.7 35.7 34.5 93.4 91.0 6.6 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357) 101 104 125 86 124 265 285 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 18,440 COMMITMENTS 7,177 3,942 804 9,490 12,897 17,471 17,643 969 797 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 485) -264 -1,404 529 300 1,460 565 585 -80 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.9 21.4 4.4 51.5 69.9 94.7 95.7 5.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 4 3 12 15 21 19 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 242,246 COMMITMENTS 60,921 45,583 60,314 99,701 112,649 220,936 218,546 21,310 23,700 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 3,403) -2,774 3,281 1,424 4,096 -2,844 2,745 1,860 657 1,543 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 18.8 24.9 41.2 46.5 91.2 90.2 8.8 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 64 49 63 90 88 181 179 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,320,111 COMMITMENTS 585,032 72,263 560,558 974,422 1452197 2120012 2085018 200,099 235,093 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -20,948) 6,049 -2,675 -17,106 -2,445 -4,521 -13,502 -24,302 -7,446 3,354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 3.1 24.2 42.0 62.6 91.4 89.9 8.6 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 914) 251 105 195 427 500 745 738 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,377 COMMITMENTS 1,285 78 94 1,350 3,365 2,730 3,537 1,647 840 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -19) -28 7 19 44 -29 35 -4 -54 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 1.8 2.1 30.9 76.9 62.4 80.8 37.6 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 10 2 2 11 9 22 12 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,175,658 COMMITMENTS 207,874 48,452 369,695 519,154 664,410 1096723 1082557 78,935 93,101 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -1,115) -21,410 8,421 -333 25,119 -10,780 3,376 -2,692 -4,491 1,577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 4.1 31.4 44.2 56.5 93.3 92.1 6.7 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 652) 235 100 206 238 275 545 520 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 589,479 COMMITMENTS 139,709 47,001 140,446 266,478 374,063 546,633 561,509 42,846 27,970 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -25,815) -4,965 7,446 -18,028 4,039 -15,467 -18,953 -26,049 -6,862 234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 8.0 23.8 45.2 63.5 92.7 95.3 7.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328) 129 49 93 116 105 287 216 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,356,145 COMMITMENTS 70,851 187,286 118,633 997,316 834,933 1186801 1140852 169,344 215,292 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -153,682) 1,185 -16,036 -90,199 -68,771 -53,859 -157,785 -160,095 4,103 6,413 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 13.8 8.7 73.5 61.6 87.5 84.1 12.5 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 24 37 34 101 106 146 156 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,124,487 COMMITMENTS 60,132 319,256 4,185 927,716 652,572 992,033 976,013 132,454 148,474 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -14,152) -2,647 -9,239 -1,664 -9,974 -7,024 -14,286 -17,927 133 3,775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 28.4 0.4 82.5 58.0 88.2 86.8 11.8 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 15 24 9 89 88 108 117 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 470,594 COMMITMENTS 93,457 14,582 94,666 222,117 329,503 410,240 438,752 60,354 31,843 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -1,873) 1,999 -1,020 -3,110 -290 -347 -1,401 -4,477 -471 2,605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 3.1 20.1 47.2 70.0 87.2 93.2 12.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 90 39 74 122 106 246 190 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,965 COMMITMENTS 2,326 1,253 489 5,314 7,768 8,130 9,510 1,836 456 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 264) 53 -3 96 117 148 266 240 -2 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 12.6 4.9 53.3 77.9 81.6 95.4 18.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 11 6 7 14 15 28 26 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,340,633 COMMITMENTS 410,408 753,071 37,386 1748989 1430852 2196783 2221309 143,850 119,324 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 28,900) 51,958 26,265 -6,585 -17,945 16,559 27,428 36,240 1,472 -7,340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 32.2 1.6 74.7 61.1 93.9 94.9 6.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 58 39 26 148 143 215 199 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,831,983 COMMITMENTS 693,183 741,007 512,989 3273427 3048730 4479599 4302725 352,384 529,257 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -459,500) 52,441 62,772 -224,097 -286,057 -307,517 -457,713 -468,843 -1,787 9,342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 15.3 10.6 67.7 63.1 92.7 89.0 7.3 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442) 71 93 89 216 217 339 347 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,348,606 COMMITMENTS 312,051 76,941 4,599 928,708 1030185 1245358 1111725 103,248 236,881 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 50,412) -39,065 -546 217 98,382 42,012 59,534 41,683 -9,122 8,729 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 5.7 0.3 68.9 76.4 92.3 82.4 7.7 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 22 14 9 77 96 104 114 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,051,492 COMMITMENTS 614,092 497,070 302,969 2849291 2843698 3766353 3643737 285,139 407,755 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 2,483) 64,734 9,416 -142,570 67,409 116,912 -10,427 -16,242 12,910 18,725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 12.3 7.5 70.3 70.2 93.0 89.9 7.0 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 52 53 52 156 175 233 255 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,115,554 COMMITMENTS 108,423 191,054 212,669 773,039 681,786 1094131 1085509 21,423 30,045 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 22,069) 417 5,601 9,650 11,631 4,526 21,698 19,777 371 2,292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 17.1 19.1 69.3 61.1 98.1 97.3 1.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 19 12 23 55 57 85 82 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 44,859 COMMITMENTS 11,194 18,495 1,159 23,240 18,951 35,592 38,605 9,267 6,254 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -695) 484 853 -299 -815 -1,334 -631 -780 -64 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 41.2 2.6 51.8 42.2 79.3 86.1 20.7 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 38 15 13 38 30 82 52 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 89,718 COMMITMENTS 22,387 36,991 2,318 46,480 37,902 71,185 77,211 18,533 12,508 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -1,390) 968 1,707 -599 -1,631 -2,668 -1,262 -1,560 -128 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 41.2 2.6 51.8 42.2 79.3 86.1 20.7 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 38 15 13 38 30 82 52 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 26,928 COMMITMENTS 4,250 1,154 0 20,074 25,245 24,324 26,399 2,604 529 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 4,099) 954 379 0 2,726 3,816 3,680 4,195 419 -96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 4.3 0.0 74.5 93.8 90.3 98.0 9.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 0 14 13 18 15 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 35,141 COMMITMENTS 15,498 30,696 162 19,071 4,217 34,731 35,075 410 66 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -3,331) 1,534 -3,427 89 -4,982 0 -3,359 -3,338 28 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.1 87.4 0.5 54.3 12.0 98.8 99.8 1.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 29 9 2 4 2 34 12 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 138,779 COMMITMENTS 30,065 29,602 60,113 48,599 48,948 138,777 138,663 2 116 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 6,029) -569 138 5,240 1,359 663 6,030 6,041 -1 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 21.3 43.3 35.0 35.3 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 9 1 4 12 12 21
Updated April 02, 2021