WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 475,976: 110,946 100,279 160,460 173,472 166,419 444,878 427,157: 31,098 48,819
Old : 300,060: 84,491 87,292 85,133 108,578 100,498 278,201 272,922: 21,858 27,137
Other: 175,917: 50,024 36,556 51,758 64,895 65,921 166,677 154,235: 9,240 21,682
: : :
: : Changes in Commitments from: November 24, 2020 :
: -15,536: -13,970 6,735 4,420 -1,559 -24,181 -11,109 -13,026: -4,428 -2,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 21.1 33.7 36.4 35.0 93.5 89.7: 6.5 10.3
Old : 100.0: 28.2 29.1 28.4 36.2 33.5 92.7 91.0: 7.3 9.0
Other: 100.0: 28.4 20.8 29.4 36.9 37.5 94.7 87.7: 5.3 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 112 117 125 91 127 283 303:
Old : 363: 110 113 105 82 118 249 280:
Other: 238: 63 59 49 62 91 157 171:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 12.2 24.9 19.5 11.7 6.5 18.4 11.2
Old : 15.0 11.0 25.3 19.3 12.9 8.3 22.2 14.2
Other: 21.7 22.7 33.1 32.1 14.4 11.7 22.3 17.9
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 22,847: 10,067 300 0 11,715 21,577 21,782 21,877: 1,065 970
Old : 19,530: 8,192 300 0 10,847 18,476 19,039 18,776: 491 754
Other: 3,317: 1,875 0 0 868 3,101 2,743 3,101: 574 216
: : :
: : Changes in Commitments from: November 24, 2020 :
: 74: -1,141 -90 0 950 51 -191 -39: 265 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 1.3 0.0 51.3 94.4 95.3 95.8: 4.7 4.2
Old : 100.0: 41.9 1.5 0.0 55.5 94.6 97.5 96.1: 2.5 3.9
Other: 100.0: 56.5 0.0 0.0 26.2 93.5 82.7 93.5: 17.3 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 5 1 0 12 23 17 24:
Old : 31: 5 1 0 11 22 16 23:
Other: 11: 1 0 0 3 8 4 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 : 69.6 40.6 87.7 61.4 65.5 37.8 76.9 55.7
Old : 73.1 41.3 89.6 65.5 66.0 39.8 79.5 58.9
Other: 82.7 57.0 82.7 93.5 70.6 52.5 70.6 81.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 223,335: 70,034 24,242 46,709 86,141 133,591 202,884 204,542: 20,451 18,793
Old : 167,610: 68,286 28,110 21,273 62,177 106,388 151,736 155,772: 15,874 11,838
Other: 55,725: 16,965 11,349 10,218 23,965 27,203 51,148 48,770: 4,577 6,955
: : :
: : Changes in Commitments from: November 24, 2020 :
: -8,644: -3,522 -1,308 -2,001 -2,561 -4,142 -8,083 -7,451: -561 -1,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 10.9 20.9 38.6 59.8 90.8 91.6: 9.2 8.4
Old : 100.0: 40.7 16.8 12.7 37.1 63.5 90.5 92.9: 9.5 7.1
Other: 100.0: 30.4 20.4 18.3 43.0 48.8 91.8 87.5: 8.2 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 71 51 61 77 102 185 184:
Old : 249: 75 50 48 68 94 167 170:
Other: 163: 35 30 26 44 75 98 115:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 20.8 24.5 30.5 15.2 19.8 24.2 28.7
Old : 16.8 23.7 27.8 33.5 16.8 23.5 27.7 33.0
Other: 18.1 23.6 31.7 40.5 18.1 22.3 29.8 33.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 2,078,871: 530,117 115,479 487,332 869,870 1,256,534 1,887,319 1,859,345: 191,552 219,526
Old : 1,764,205: 473,151 145,690 388,308 747,631 1,051,660 1,609,090 1,585,658: 155,115 178,547
Other: 314,666: 103,672 16,495 52,317 122,239 204,874 278,229 273,687: 36,437 40,979
: : :
: : Changes in Commitments from: November 24, 2020 :
: -57,572: -7,426 7,314 -18,558 -22,646 -43,686 -48,630 -54,931: -8,941 -2,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 5.6 23.4 41.8 60.4 90.8 89.4: 9.2 10.6
Old : 100.0: 26.8 8.3 22.0 42.4 59.6 91.2 89.9: 8.8 10.1
Other: 100.0: 32.9 5.2 16.6 38.8 65.1 88.4 87.0: 11.6 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 926: 238 143 194 379 460 708 718:
Old : 912: 234 144 182 360 450 678 700:
Other: 554: 67 86 56 136 344 236 457:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 11.1 18.1 18.1 9.3 7.7 14.5 13.4
Old : 11.8 10.8 20.0 17.8 10.6 8.7 16.8 13.5
Other: 20.6 21.1 29.9 30.4 19.3 20.2 28.1 28.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 1,253,881: 280,325 43,102 367,476 522,199 757,493 1,169,999 1,168,071: 83,882 85,810
Old : 1,081,585: 237,700 58,240 301,023 472,214 652,429 1,010,937 1,011,691: 70,648 69,893
Other: 172,296: 65,285 7,522 43,793 49,984 105,064 159,062 156,379: 13,235 15,917
: : :
: : Changes in Commitments from: November 24, 2020 :
: -8,466: -10,115 3,420 -3,391 7,782 -10,470 -5,724 -10,441: -2,742 1,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 3.4 29.3 41.6 60.4 93.3 93.2: 6.7 6.8
Old : 100.0: 22.0 5.4 27.8 43.7 60.3 93.5 93.5: 6.5 6.5
Other: 100.0: 37.9 4.4 25.4 29.0 61.0 92.3 90.8: 7.7 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 732: 254 131 224 242 296 589 573:
Old : 727: 239 148 207 232 291 567 558:
Other: 404: 83 62 61 97 225 204 327:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 15.6 18.8 25.2 6.7 12.7 10.6 19.0
Old : 11.4 16.7 19.8 26.6 7.4 13.8 12.5 20.0
Other: 21.6 20.4 34.0 32.4 17.4 18.6 26.2 26.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 545,609: 140,745 16,664 133,830 224,933 367,560 499,508 518,055: 46,101 27,554
Old : 487,028: 136,932 26,598 110,132 200,274 325,724 447,338 462,455: 39,690 24,574
Other: 58,581: 17,860 4,114 9,650 24,659 41,836 52,170 55,600: 6,410 2,980
: : :
: : Changes in Commitments from: November 24, 2020 :
: 8,864: -3,789 1,452 9,679 4,752 -1,088 10,642 10,043: -1,778 -1,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 3.1 24.5 41.2 67.4 91.6 94.9: 8.4 5.1
Old : 100.0: 28.1 5.5 22.6 41.1 66.9 91.9 95.0: 8.1 5.0
Other: 100.0: 30.5 7.0 16.5 42.1 71.4 89.1 94.9: 10.9 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 134 42 92 100 90 272 198:
Old : 312: 135 45 89 98 90 269 195:
Other: 100: 27 19 24 41 23 84 51:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 31.4 21.0 43.6 9.8 28.9 15.6 37.6
Old : 12.8 30.7 21.7 42.1 10.9 28.1 16.8 36.6
Other: 34.5 40.7 50.1 65.3 32.3 39.0 44.4 60.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 1,313,153: 106,211 329,836 118,745 932,956 696,557 1,157,911 1,145,139: 155,241 168,014
Old : 1,313,153: 106,211 329,836 118,745 932,956 696,557 1,157,911 1,145,139: 155,241 168,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -167,606: -17,165 13,317 -101,178 -33,558 -68,467 -151,901 -156,328: -15,705 -11,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 25.1 9.0 71.0 53.0 88.2 87.2: 11.8 12.8
Old : 100.0: 8.1 25.1 9.0 71.0 53.0 88.2 87.2: 11.8 12.8
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 : 189: 31 35 43 98 97 154 150:
Old : 189: 31 35 43 98 97 154 150:
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 : 29.6 24.9 38.2 38.3 23.6 23.8 31.5 34.1
Old : 29.6 24.9 38.2 38.3 23.6 23.8 31.5 34.1
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, December 01, 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 : 1,036,200: 66,316 307,951 26,668 806,171 565,289 899,155 899,908: 137,045 136,292
Old : 1,036,200: 66,316 307,951 26,668 806,171 565,289 899,155 899,908: 137,045 136,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -84,270: -19,654 -14,062 -24,487 -14,366 -48,903 -58,507 -87,452: -25,763 3,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 29.7 2.6 77.8 54.6 86.8 86.8: 13.2 13.2
Old : 100.0: 6.4 29.7 2.6 77.8 54.6 86.8 86.8: 13.2 13.2
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 : 129: 12 16 12 78 78 96 100:
Old : 129: 12 16 12 78 78 96 100:
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 : 21.2 30.8 33.8 45.7 17.2 28.4 26.7 38.4
Old : 21.2 30.8 33.8 45.7 17.2 28.4 26.7 38.4
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, December 01, 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 : 475,823: 111,989 19,393 96,627 211,589 329,655 420,204 445,675: 55,619 30,149
Old : 429,320: 111,213 26,433 81,097 185,878 293,429 378,187 400,958: 51,133 28,362
Other: 46,503: 11,381 3,565 4,925 25,711 36,226 42,017 44,716: 4,486 1,786
: : :
: : Changes in Commitments from: November 24, 2020 :
: -9,372: -2,476 -66 5,165 -9,166 -13,359 -6,478 -8,260: -2,894 -1,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 4.1 20.3 44.5 69.3 88.3 93.7: 11.7 6.3
Old : 100.0: 25.9 6.2 18.9 43.3 68.3 88.1 93.4: 11.9 6.6
Other: 100.0: 24.5 7.7 10.6 55.3 77.9 90.4 96.2: 9.6 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 102 33 81 115 99 254 188:
Old : 279: 100 35 80 114 97 252 186:
Other: 108: 27 10 16 55 28 89 48:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 32.9 15.5 43.2 6.6 29.8 12.1 37.7
Old : 9.1 31.9 15.8 42.1 6.7 29.9 12.1 37.6
Other: 32.0 45.3 47.0 67.9 25.2 43.2 38.3 62.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 9,342: 3,184 791 192 4,366 7,825 7,742 8,808: 1,600 534
Old : 9,306: 3,184 791 192 4,366 7,796 7,742 8,779: 1,564 527
Other: 36: 0 0 0 0 29 0 29: 36 7
: : :
: : Changes in Commitments from: November 24, 2020 :
: 215: -30 19 65 -81 202 -46 287: 261 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 8.5 2.1 46.7 83.8 82.9 94.3: 17.1 5.7
Old : 100.0: 34.2 8.5 2.1 46.9 83.8 83.2 94.3: 16.8 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 80.6 0.0 80.6: 100.0 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 14 4 3 12 17 27 24:
Old : 44: 14 4 3 12 17 27 24:
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 : 48.3 57.1 63.7 75.3 48.3 56.7 63.7 74.9
Old : 48.5 57.0 63.9 75.3 48.5 56.6 63.9 74.8
Other: 0.0 80.6 0.0 80.6 0.0 80.6 0.0 80.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 1,860,531: 322,968 640,257 59,344 1,323,917 1,050,523 1,706,228 1,750,124: 154,303 110,407
Old : 1,860,531: 322,968 640,257 59,344 1,323,917 1,050,523 1,706,228 1,750,124: 154,303 110,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -137,856: -79,648 -63,617 -9,736 -31,150 -46,720 -120,534 -120,072: -17,322 -17,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 34.4 3.2 71.2 56.5 91.7 94.1: 8.3 5.9
Old : 100.0: 17.4 34.4 3.2 71.2 56.5 91.7 94.1: 8.3 5.9
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 : 263: 53 34 28 144 111 210 160:
Old : 263: 53 34 28 144 111 210 160:
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 : 16.5 36.6 25.2 50.5 14.4 31.9 21.9 42.7
Old : 16.5 36.6 25.2 50.5 14.4 31.9 21.9 42.7
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, December 01, 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 : 3,770,726: 559,544 523,237 315,578 2,513,698 2,495,887 3,388,821 3,334,702: 381,906 436,024
Old : 3,770,726: 559,544 523,237 315,578 2,513,698 2,495,887 3,388,821 3,334,702: 381,906 436,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -167,721: -39,981 32,736 -18,195 -56,329 -143,103 -114,505 -128,562: -53,216 -39,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 13.9 8.4 66.7 66.2 89.9 88.4: 10.1 11.6
Old : 100.0: 14.8 13.9 8.4 66.7 66.2 89.9 88.4: 10.1 11.6
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 : 369: 68 74 73 189 174 292 286:
Old : 369: 68 74 73 189 174 292 286:
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 : 14.0 21.5 22.2 29.9 9.6 12.6 16.6 20.4
Old : 14.0 21.5 22.2 29.9 9.6 12.6 16.6 20.4
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, December 01, 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 : 950,027: 204,456 32,268 12,241 608,811 701,179 825,508 745,688: 124,519 204,339
Old : 950,027: 204,456 32,268 12,241 608,811 701,179 825,508 745,688: 124,519 204,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -71,064: -22,627 -4,135 -5,655 -17,675 -52,494 -45,957 -62,284: -25,107 -8,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 3.4 1.3 64.1 73.8 86.9 78.5: 13.1 21.5
Old : 100.0: 21.5 3.4 1.3 64.1 73.8 86.9 78.5: 13.1 21.5
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 : 119: 14 8 9 71 74 89 87:
Old : 119: 14 8 9 71 74 89 87:
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 : 25.1 26.9 38.4 36.0 24.8 25.9 37.0 33.1
Old : 25.1 26.9 38.4 36.0 24.8 25.9 37.0 33.1
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, December 01, 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 : 3,256,699: 376,753 712,812 241,532 2,331,458 2,004,705 2,949,743 2,959,049: 306,956 297,650
Old : 3,256,699: 376,753 712,812 241,532 2,331,458 2,004,705 2,949,743 2,959,049: 306,956 297,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -186,519: -70,977 26,408 -43,150 -15,943 -145,308 -130,069 -162,050: -56,450 -24,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 21.9 7.4 71.6 61.6 90.6 90.9: 9.4 9.1
Old : 100.0: 11.6 21.9 7.4 71.6 61.6 90.6 90.9: 9.4 9.1
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 : 281: 49 39 44 141 150 208 215:
Old : 281: 49 39 44 141 150 208 215:
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 : 27.7 20.6 39.2 32.7 24.1 19.4 32.1 29.4
Old : 27.7 20.6 39.2 32.7 24.1 19.4 32.1 29.4
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, December 01, 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 : 954,713: 252,071 197,306 133,532 550,781 604,263 936,384 935,101: 18,329 19,612
Old : 954,713: 252,071 197,306 133,532 550,781 604,263 936,384 935,101: 18,329 19,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -116,614: -64,731 -16,164 -12,214 -35,963 -79,230 -112,908 -107,608: -3,706 -9,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 20.7 14.0 57.7 63.3 98.1 97.9: 1.9 2.1
Old : 100.0: 26.4 20.7 14.0 57.7 63.3 98.1 97.9: 1.9 2.1
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 : 100: 26 10 27 56 58 89 88:
Old : 100: 26 10 27 56 58 89 88:
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 : 32.4 41.5 46.5 55.1 26.1 37.6 35.2 47.7
Old : 32.4 41.5 46.5 55.1 26.1 37.6 35.2 47.7
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, December 01, 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 : 47,213: 10,567 18,653 726 26,578 21,608 37,871 40,987: 9,342 6,226
Old : 47,213: 10,567 18,653 726 26,578 21,608 37,871 40,987: 9,342 6,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -2,325: -2,526 768 -705 353 -2,342 -2,878 -2,279: 553 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 39.5 1.5 56.3 45.8 80.2 86.8: 19.8 13.2
Old : 100.0: 22.4 39.5 1.5 56.3 45.8 80.2 86.8: 19.8 13.2
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 : 90: 23 18 9 35 25 62 48:
Old : 90: 23 18 9 35 25 62 48:
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 : 29.3 45.1 43.5 60.4 28.4 45.0 40.0 58.5
Old : 29.3 45.1 43.5 60.4 28.4 45.0 40.0 58.5
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, December 01, 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 : 94,425: 21,133 37,305 1,452 53,155 43,216 75,741 81,973: 18,684 12,452
Old : 94,425: 21,133 37,305 1,452 53,155 43,216 75,741 81,973: 18,684 12,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -4,649: -5,052 1,536 -1,410 706 -4,684 -5,756 -4,558: 1,107 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 39.5 1.5 56.3 45.8 80.2 86.8: 19.8 13.2
Old : 100.0: 22.4 39.5 1.5 56.3 45.8 80.2 86.8: 19.8 13.2
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 : 90: 23 18 9 35 25 62 48:
Old : 90: 23 18 9 35 25 62 48:
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 : 29.3 45.1 43.5 60.4 28.4 45.0 40.0 58.5
Old : 29.3 45.1 43.5 60.4 28.4 45.0 40.0 58.5
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, December 01, 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 : 26,395: 3,268 431 0 20,339 25,682 23,607 26,113: 2,788 282
Old : 26,395: 3,268 431 0 20,339 25,682 23,607 26,113: 2,788 282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -1,877: -126 0 0 -1,771 -1,799 -1,897 -1,799: 20 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 1.6 0.0 77.1 97.3 89.4 98.9: 10.6 1.1
Old : 100.0: 12.4 1.6 0.0 77.1 97.3 89.4 98.9: 10.6 1.1
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 : 29: 4 1 0 17 12 21 13:
Old : 29: 4 1 0 17 12 21 13:
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 : 49.8 66.5 68.0 96.1 48.8 62.3 66.5 92.0
Old : 49.8 66.5 68.0 96.1 48.8 62.3 66.5 92.0
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, December 01, 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 : 24,430: 17,880 23,352 122 6,158 943 24,160 24,417: 270 13
Old : 24,430: 17,880 23,352 122 6,158 943 24,160 24,417: 270 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 1,100: 320 1,149 33 684 -63 1,037 1,119: 63 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 95.6 0.5 25.2 3.9 98.9 99.9: 1.1 0.1
Old : 100.0: 73.2 95.6 0.5 25.2 3.9 98.9 99.9: 1.1 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 : 36: 19 13 2 3 2 24 15:
Old : 36: 19 13 2 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 : 60.5 74.7 88.3 90.3 60.5 74.7 88.2 90.0
Old : 60.5 74.7 88.3 90.3 60.5 74.7 88.2 90.0
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, December 01, 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 : 157,631: 18,874 17,340 82,255 56,472 57,841 157,601 157,436: 30 195
Old : 157,631: 18,874 17,340 82,255 56,472 57,841 157,601 157,436: 30 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 2,729: 863 325 1,473 384 900 2,720 2,698: 9 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 11.0 52.2 35.8 36.7 100.0 99.9: 0.0 0.1
Old : 100.0: 12.0 11.0 52.2 35.8 36.7 100.0 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: 7 6 2 3 11 11 18:
Old : 27: 7 6 2 3 11 11 18:
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 : 91.2 95.5 98.2 98.3 41.2 43.4 46.9 46.2
Old : 91.2 95.5 98.2 98.3 41.2 43.4 46.9 46.2
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, December 01, 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 : 2,665: 870 285 75 1,660 2,125 2,605 2,485: 60 180
Old : 2,665: 870 285 75 1,660 2,125 2,605 2,485: 60 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -360: -120 -60 -15 -180 -270 -315 -345: -45 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 10.7 2.8 62.3 79.7 97.7 93.2: 2.3 6.8
Old : 100.0: 32.6 10.7 2.8 62.3 79.7 97.7 93.2: 2.3 6.8
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: 5 5 4 6 9 13 16:
Old : 21: 5 5 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 : 81.1 55.5 93.8 78.6 80.5 51.2 88.4 73.2
Old : 81.1 55.5 93.8 78.6 80.5 51.2 88.4 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 04, 2020