WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 491,512: 124,916 93,544 156,040 175,031 190,600 455,987 440,184: 35,526 51,329
Old : 312,543: 93,931 77,035 82,804 109,684 122,937 286,419 282,776: 26,124 29,768
Other: 178,969: 52,254 37,778 51,966 65,347 67,664 169,567 157,408: 9,402 21,561
: : :
: : Changes in Commitments from: November 17, 2020 :
: -70,202: 3,535 -5,264 -47,771 -23,752 -17,555 -67,987 -70,590: -2,214 388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 19.0 31.7 35.6 38.8 92.8 89.6: 7.2 10.4
Old : 100.0: 30.1 24.6 26.5 35.1 39.3 91.6 90.5: 8.4 9.5
Other: 100.0: 29.2 21.1 29.0 36.5 37.8 94.7 88.0: 5.3 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 395: 130 109 128 91 129 300 297:
Old : 374: 114 117 107 85 123 267 280:
Other: 229: 67 49 46 60 90 153 164:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 11.9 24.2 19.8 11.8 6.9 18.5 11.4
Old : 14.5 10.4 24.6 18.7 13.2 7.9 22.0 14.0
Other: 21.3 23.4 32.5 33.8 14.0 13.6 21.5 20.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 22,773: 11,208 390 0 10,765 21,526 21,973 21,916: 800 857
Old : 19,436: 9,187 390 0 9,897 18,405 19,084 18,795: 352 641
Other: 3,337: 2,021 0 0 868 3,121 2,889 3,121: 448 216
: : :
: : Changes in Commitments from: November 17, 2020 :
: -490: -345 -30 0 50 -520 -295 -550: -195 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 1.7 0.0 47.3 94.5 96.5 96.2: 3.5 3.8
Old : 100.0: 47.3 2.0 0.0 50.9 94.7 98.2 96.7: 1.8 3.3
Other: 100.0: 60.6 0.0 0.0 26.0 93.5 86.6 93.5: 13.4 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 6 1 0 11 22 17 23:
Old : 29: 6 1 0 10 21 16 22:
Other: 12: 2 0 0 3 8 5 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 39.3 87.9 62.8 67.6 37.2 76.2 57.0
Old : 72.9 40.0 89.9 67.3 68.2 39.1 78.6 60.7
Other: 82.2 57.3 86.6 93.5 74.6 52.7 74.6 81.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 231,979: 73,555 25,550 48,709 88,702 137,733 210,967 211,992: 21,012 19,987
Old : 175,994: 72,884 28,005 22,746 63,822 112,358 159,452 163,109: 16,542 12,885
Other: 55,985: 15,744 12,619 10,890 24,880 25,375 51,515 48,884: 4,470 7,101
: : :
: : Changes in Commitments from: November 17, 2020 :
: -29,307: -1,890 -2,968 -16,847 -10,455 -8,287 -29,192 -28,102: -115 -1,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 11.0 21.0 38.2 59.4 90.9 91.4: 9.1 8.6
Old : 100.0: 41.4 15.9 12.9 36.3 63.8 90.6 92.7: 9.4 7.3
Other: 100.0: 28.1 22.5 19.5 44.4 45.3 92.0 87.3: 8.0 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 76 47 60 78 99 188 180:
Old : 248: 79 45 51 71 92 174 168:
Other: 159: 29 35 25 43 72 93 114:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 20.5 24.6 30.2 14.9 19.5 24.1 28.5
Old : 16.7 23.9 27.8 33.9 16.4 23.8 27.5 33.2
Other: 18.6 22.9 31.6 39.8 18.3 20.7 29.8 32.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 2,136,443: 537,543 108,165 505,890 892,516 1,300,221 1,935,949 1,914,275: 200,493 222,167
Old : 1,827,473: 481,721 135,345 406,513 774,719 1,102,497 1,662,953 1,644,355: 164,520 183,117
Other: 308,970: 102,190 19,188 53,009 117,797 197,723 272,996 269,920: 35,974 39,050
: : :
: : Changes in Commitments from: November 17, 2020 :
: -206,771: 23,555 3,222 -100,389 -124,363 -99,377 -201,197 -196,545: -5,574 -10,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 5.1 23.7 41.8 60.9 90.6 89.6: 9.4 10.4
Old : 100.0: 26.4 7.4 22.2 42.4 60.3 91.0 90.0: 9.0 10.0
Other: 100.0: 33.1 6.2 17.2 38.1 64.0 88.4 87.4: 11.6 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 925: 226 146 209 405 460 738 727:
Old : 911: 222 154 195 384 450 706 709:
Other: 558: 77 83 58 135 336 240 452:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.9 11.4 17.4 18.4 9.0 8.3 14.1 13.9
Old : 10.8 11.2 18.8 18.3 10.1 8.5 16.0 13.6
Other: 21.0 20.9 31.3 30.4 19.8 20.0 29.4 27.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 5,631: 2,099 6 177 1,670 4,623 3,945 4,806: 1,686 825
Old : 5,554: 2,119 0 157 1,626 4,618 3,901 4,775: 1,653 779
Other: 77: 0 26 0 44 5 44 31: 33 46
: : :
: : Changes in Commitments from: November 17, 2020 :
: -666: -1 -81 -39 -347 -420 -387 -540: -280 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 0.1 3.1 29.6 82.1 70.1 85.3: 29.9 14.7
Old : 100.0: 38.1 0.0 2.8 29.3 83.1 70.2 86.0: 29.8 14.0
Other: 100.0: 0.0 33.8 0.0 57.1 6.5 57.1 40.3: 42.9 59.7
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 11 1 1 9 10 21 11:
Old : 25: 12 0 1 9 9 21 10:
Other: 3: 0 1 0 2 1 2 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 66.3 48.1 82.6 25.2 54.2 38.9 66.0
Old : 31.0 67.2 48.0 83.3 25.5 54.9 38.7 66.9
Other: 57.1 40.3 57.1 40.3 54.5 37.7 54.5 37.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,262,347: 290,440 39,682 370,867 514,417 767,963 1,175,723 1,178,512: 86,624 83,836
Old : 1,092,394: 249,774 55,099 304,406 464,553 664,885 1,018,733 1,024,390: 73,661 68,004
Other: 169,954: 64,828 8,746 42,299 49,864 103,078 156,990 154,122: 12,964 15,832
: : :
: : Changes in Commitments from: November 17, 2020 :
: 12,387: -6,101 -2,755 12,019 6,002 1,773 11,920 11,037: 467 1,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 3.1 29.4 40.8 60.8 93.1 93.4: 6.9 6.6
Old : 100.0: 22.9 5.0 27.9 42.5 60.9 93.3 93.8: 6.7 6.2
Other: 100.0: 38.1 5.1 24.9 29.3 60.7 92.4 90.7: 7.6 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 727: 245 126 212 245 301 579 567:
Old : 721: 235 142 193 234 297 555 552:
Other: 404: 80 61 58 97 225 200 325:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.0 15.1 18.8 25.3 7.0 12.8 11.0 19.3
Old : 11.2 16.1 19.7 26.5 7.6 13.9 12.6 20.2
Other: 21.0 20.3 33.4 32.0 17.2 18.4 26.4 26.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 536,745: 144,534 15,212 124,151 220,181 368,648 488,866 508,012: 47,879 28,733
Old : 479,099: 139,910 25,019 101,585 196,029 326,776 437,523 453,380: 41,575 25,719
Other: 57,646: 17,440 3,009 9,751 24,152 41,872 51,343 54,632: 6,304 3,014
: : :
: : Changes in Commitments from: November 17, 2020 :
: -39,650: 769 -1,994 -20,595 -17,895 -16,723 -37,721 -39,312: -1,929 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 2.8 23.1 41.0 68.7 91.1 94.6: 8.9 5.4
Old : 100.0: 29.2 5.2 21.2 40.9 68.2 91.3 94.6: 8.7 5.4
Other: 100.0: 30.3 5.2 16.9 41.9 72.6 89.1 94.8: 10.9 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 135 39 89 101 95 269 201:
Old : 312: 137 40 86 100 95 267 198:
Other: 96: 25 18 23 41 22 82 49:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.3 33.4 18.6 45.1 9.2 29.7 14.4 38.6
Old : 11.2 32.8 19.0 43.6 9.8 28.9 15.3 37.4
Other: 34.6 44.5 50.7 66.0 32.4 42.9 44.6 61.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,480,759: 123,375 316,519 219,923 966,514 765,025 1,309,812 1,301,467: 170,946 179,292
Old : 1,480,759: 123,375 316,519 219,923 966,514 765,025 1,309,812 1,301,467: 170,946 179,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 67,832: 7,364 -24,629 72,549 -31,569 -8,904 48,344 39,016: 19,488 28,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 21.4 14.9 65.3 51.7 88.5 87.9: 11.5 12.1
Old : 100.0: 8.3 21.4 14.9 65.3 51.7 88.5 87.9: 11.5 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 32 34 48 95 95 157 147:
Old : 183: 32 34 48 95 95 157 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 26.0 38.7 40.4 20.1 23.1 27.9 31.7
Old : 29.5 26.0 38.7 40.4 20.1 23.1 27.9 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,120,470: 85,970 322,013 51,155 820,537 614,192 957,662 987,360: 162,808 133,110
Old : 1,120,470: 85,970 322,013 51,155 820,537 614,192 957,662 987,360: 162,808 133,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 97,053: 9,364 8,132 41,381 25,551 39,829 76,296 89,342: 20,757 7,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 28.7 4.6 73.2 54.8 85.5 88.1: 14.5 11.9
Old : 100.0: 7.7 28.7 4.6 73.2 54.8 85.5 88.1: 14.5 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 14 17 14 78 77 100 101:
Old : 132: 14 17 14 78 77 100 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 31.7 31.4 46.0 15.9 26.3 24.7 36.1
Old : 19.6 31.7 31.4 46.0 15.9 26.3 24.7 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 485,195: 114,465 19,458 91,462 220,755 343,014 426,682 453,934: 58,513 31,261
Old : 440,998: 113,918 25,797 76,837 196,289 308,850 387,044 411,484: 53,954 29,513
Other: 44,197: 10,300 3,415 4,872 24,466 34,164 39,638 42,450: 4,559 1,747
: : :
: : Changes in Commitments from: November 17, 2020 :
: -71,807: -2,863 4,696 -37,688 -29,649 -38,896 -70,200 -71,888: -1,607 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 4.0 18.9 45.5 70.7 87.9 93.6: 12.1 6.4
Old : 100.0: 25.8 5.8 17.4 44.5 70.0 87.8 93.3: 12.2 6.7
Other: 100.0: 23.3 7.7 11.0 55.4 77.3 89.7 96.0: 10.3 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 99 43 81 112 98 254 190:
Old : 282: 101 43 81 110 97 252 189:
Other: 104: 27 12 16 51 29 85 50:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.4 33.4 16.0 43.1 6.6 29.1 12.0 37.0
Old : 9.2 32.5 16.1 42.3 6.8 29.2 12.2 37.0
Other: 32.5 45.4 48.3 68.9 25.3 42.9 39.1 61.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 9,127: 3,214 772 127 4,448 7,623 7,789 8,522: 1,338 605
Old : 9,092: 3,214 772 127 4,448 7,595 7,789 8,494: 1,303 598
Other: 35: 0 0 0 0 28 0 28: 35 7
: : :
: : Changes in Commitments from: November 17, 2020 :
: -4: 6 26 -151 99 160 -46 34: 42 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 8.5 1.4 48.7 83.5 85.3 93.4: 14.7 6.6
Old : 100.0: 35.3 8.5 1.4 48.9 83.5 85.7 93.4: 14.3 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 80.0 0.0 80.0: 100.0 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 13 5 2 11 16 25 22:
Old : 42: 13 5 2 11 16 25 22:
Other: 3: 0 0 0 0 3 0 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 58.6 64.9 76.8 49.2 57.9 64.9 76.1
Old : 49.4 58.5 65.1 76.8 49.4 57.8 65.1 76.1
Other: 0.0 80.0 0.0 80.0 0.0 80.0 0.0 80.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,998,387: 402,616 703,874 69,079 1,355,067 1,097,242 1,826,762 1,870,196: 171,625 128,191
Old : 1,998,387: 402,616 703,874 69,079 1,355,067 1,097,242 1,826,762 1,870,196: 171,625 128,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -36,336: 24,627 -44,073 25,121 -96,953 -40,933 -47,204 -59,885: 10,868 23,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 35.2 3.5 67.8 54.9 91.4 93.6: 8.6 6.4
Old : 100.0: 20.1 35.2 3.5 67.8 54.9 91.4 93.6: 8.6 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 58 36 34 145 117 219 172:
Old : 271: 58 36 34 145 117 219 172:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 34.6 23.5 48.4 13.5 31.2 20.7 41.8
Old : 15.5 34.6 23.5 48.4 13.5 31.2 20.7 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,938,447: 599,525 490,501 333,773 2,570,027 2,638,990 3,503,325 3,463,264: 435,122 475,183
Old : 3,938,447: 599,525 490,501 333,773 2,570,027 2,638,990 3,503,325 3,463,264: 435,122 475,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -15,687: 34,400 63,267 -50,677 -31,919 -56,357 -48,195 -43,767: 32,508 28,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 12.5 8.5 65.3 67.0 89.0 87.9: 11.0 12.1
Old : 100.0: 15.2 12.5 8.5 65.3 67.0 89.0 87.9: 11.0 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 71 66 73 185 179 293 282:
Old : 367: 71 66 73 185 179 293 282:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 22.0 21.5 31.4 9.4 13.2 16.2 20.8
Old : 13.6 22.0 21.5 31.4 9.4 13.2 16.2 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,021,091: 227,083 36,403 17,896 626,486 753,673 871,465 807,972: 149,626 213,119
Old : 1,021,091: 227,083 36,403 17,896 626,486 753,673 871,465 807,972: 149,626 213,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 47,499: -9,784 -27,131 9,780 16,314 40,825 16,310 23,474: 31,189 24,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 3.6 1.8 61.4 73.8 85.3 79.1: 14.7 20.9
Old : 100.0: 22.2 3.6 1.8 61.4 73.8 85.3 79.1: 14.7 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 15 10 12 66 73 87 89:
Old : 118: 15 10 12 66 73 87 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 25.2 36.3 33.8 23.7 23.9 35.3 31.4
Old : 23.9 25.2 36.3 33.8 23.7 23.9 35.3 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,443,218: 447,729 686,404 284,681 2,347,401 2,150,014 3,079,812 3,121,099: 363,406 322,118
Old : 3,443,218: 447,729 686,404 284,681 2,347,401 2,150,014 3,079,812 3,121,099: 363,406 322,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 98,268: 38,942 -97,459 84,512 -87,675 90,802 35,779 77,855: 62,489 20,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 19.9 8.3 68.2 62.4 89.4 90.6: 10.6 9.4
Old : 100.0: 13.0 19.9 8.3 68.2 62.4 89.4 90.6: 10.6 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 60 35 50 141 152 222 219:
Old : 294: 60 35 50 141 152 222 219:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 18.7 35.7 31.0 22.2 18.1 29.3 28.3
Old : 26.2 18.7 35.7 31.0 22.2 18.1 29.3 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,071,327: 316,802 213,470 145,746 586,744 683,493 1,049,292 1,042,709: 22,035 28,618
Old : 1,071,327: 316,802 213,470 145,746 586,744 683,493 1,049,292 1,042,709: 22,035 28,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -29,622: 8,363 845 -24,868 -13,844 -6,744 -30,349 -30,767: 727 1,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 19.9 13.6 54.8 63.8 97.9 97.3: 2.1 2.7
Old : 100.0: 29.6 19.9 13.6 54.8 63.8 97.9 97.3: 2.1 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 26 12 27 55 58 89 89:
Old : 103: 26 12 27 55 58 89 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 41.0 47.0 53.8 26.9 37.3 35.9 45.7
Old : 33.1 41.0 47.0 53.8 26.9 37.3 35.9 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 49,537: 13,092 17,884 1,431 26,225 23,950 40,748 43,266: 8,789 6,271
Old : 49,537: 13,092 17,884 1,431 26,225 23,950 40,748 43,266: 8,789 6,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 1,285: -1,892 577 1,143 1,773 -146 1,024 1,575: 261 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 36.1 2.9 52.9 48.3 82.3 87.3: 17.7 12.7
Old : 100.0: 26.4 36.1 2.9 52.9 48.3 82.3 87.3: 17.7 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 37 18 8 36 29 76 52:
Old : 108: 37 18 8 36 29 76 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 42.0 40.7 56.2 25.0 41.9 35.0 54.9
Old : 27.5 42.0 40.7 56.2 25.0 41.9 35.0 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 99,074: 26,185 35,769 2,863 52,449 47,900 81,497 86,532: 17,577 12,543
Old : 99,074: 26,185 35,769 2,863 52,449 47,900 81,497 86,532: 17,577 12,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 2,571: -3,785 1,154 2,287 3,546 -292 2,049 3,149: 522 -578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 36.1 2.9 52.9 48.3 82.3 87.3: 17.7 12.7
Old : 100.0: 26.4 36.1 2.9 52.9 48.3 82.3 87.3: 17.7 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 37 18 8 36 29 76 52:
Old : 108: 37 18 8 36 29 76 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 42.0 40.7 56.2 25.0 41.9 35.0 54.9
Old : 27.5 42.0 40.7 56.2 25.0 41.9 35.0 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X DJ US REAL ESTATE INDEX) :
: : :
All : 28,272: 3,394 431 0 22,110 27,481 25,504 27,912: 2,768 360
Old : 28,272: 3,394 431 0 22,110 27,481 25,504 27,912: 2,768 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -4,321: 156 0 0 -4,639 -4,248 -4,483 -4,248: 162 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 1.5 0.0 78.2 97.2 90.2 98.7: 9.8 1.3
Old : 100.0: 12.0 1.5 0.0 78.2 97.2 90.2 98.7: 9.8 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 1 0 18 11 22 12:
Old : 30: 4 1 0 18 11 22 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 65.8 70.5 95.3 47.5 59.0 65.2 88.1
Old : 49.4 65.8 70.5 95.3 47.5 59.0 65.2 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 23,330: 17,560 22,203 89 5,474 1,006 23,123 23,298: 207 32
Old : 23,330: 17,560 22,203 89 5,474 1,006 23,123 23,298: 207 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 422: 91 412 10 282 0 383 422: 39 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 95.2 0.4 23.5 4.3 99.1 99.9: 0.9 0.1
Old : 100.0: 75.3 95.2 0.4 23.5 4.3 99.1 99.9: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 20 13 1 3 2 24 15:
Old : 37: 20 13 1 3 2 24 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 74.9 88.2 91.3 63.2 74.9 87.9 90.9
Old : 63.2 74.9 88.2 91.3 63.2 74.9 87.9 90.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 154,902: 18,011 17,015 80,782 56,088 56,941 154,881 154,738: 21 164
Old : 154,902: 18,011 17,015 80,782 56,088 56,941 154,881 154,738: 21 164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 3,253: 74 280 1,651 1,529 1,323 3,254 3,254: -1 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 11.0 52.2 36.2 36.8 100.0 99.9: 0.0 0.1
Old : 100.0: 11.6 11.0 52.2 36.2 36.8 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 8 6 1 3 11 12 17:
Old : 27: 8 6 1 3 11 12 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.7 96.1 98.4 98.6 41.7 44.0 46.9 46.5
Old : 91.7 96.1 98.4 98.6 41.7 44.0 46.9 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 3,025: 990 345 90 1,840 2,395 2,920 2,830: 105 195
Old : 3,025: 990 345 90 1,840 2,395 2,920 2,830: 105 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 135: -75 0 0 210 135 135 135: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 11.4 3.0 60.8 79.2 96.5 93.6: 3.5 6.4
Old : 100.0: 32.7 11.4 3.0 60.8 79.2 96.5 93.6: 3.5 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 6 4 6 9 13 16:
Old : 21: 4 6 4 6 9 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.2 52.9 92.1 77.7 76.7 48.9 83.1 67.8
Old : 77.2 52.9 92.1 77.7 76.7 48.9 83.1 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2020