WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 470,281: 112,432 99,995 159,444 166,195 162,174 438,071 421,612: 32,210 48,669
Old : 295,196: 87,873 85,746 84,025 100,767 98,138 272,665 267,909: 22,531 27,287
Other: 175,085: 48,130 37,820 51,848 65,428 64,036 165,406 153,703: 9,679 21,382
: : :
: : Changes in Commitments from: December 1, 2020 :
: -5,695: 1,486 -284 -1,016 -7,277 -4,245 -6,807 -5,545: 1,112 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 21.3 33.9 35.3 34.5 93.2 89.7: 6.8 10.3
Old : 100.0: 29.8 29.0 28.5 34.1 33.2 92.4 90.8: 7.6 9.2
Other: 100.0: 27.5 21.6 29.6 37.4 36.6 94.5 87.8: 5.5 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 118 108 117 92 127 281 294:
Old : 357: 118 99 97 84 116 248 268:
Other: 236: 58 62 48 60 91 156 169:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 12.0 25.3 19.2 11.8 6.3 18.7 11.4
Old : 15.1 11.7 25.7 19.6 12.9 8.4 21.8 14.4
Other: 21.7 20.4 32.9 29.5 14.8 10.7 23.1 17.0
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 23,588: 10,439 300 226 12,211 22,222 22,876 22,748: 712 840
Old : 20,170: 8,557 300 183 11,342 19,071 20,082 19,554: 88 616
Other: 3,418: 1,882 0 43 869 3,151 2,794 3,194: 624 224
: : :
: : Changes in Commitments from: December 1, 2020 :
: 741: 372 0 226 496 645 1,094 871: -353 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 1.3 1.0 51.8 94.2 97.0 96.4: 3.0 3.6
Old : 100.0: 42.4 1.5 0.9 56.2 94.6 99.6 96.9: 0.4 3.1
Other: 100.0: 55.1 0.0 1.3 25.4 92.2 81.7 93.4: 18.3 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 6 1 1 12 22 18 24:
Old : 31: 6 1 1 11 21 17 23:
Other: 12: 2 0 1 3 8 5 9:
:----------------------------------------------------------------------------------------------------
: 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 : 70.6 38.6 88.0 61.0 64.7 37.4 76.9 55.4
Old : 79.2 40.9 91.9 64.3 71.8 39.5 80.8 58.8
Other: 80.3 56.8 81.7 92.2 68.8 52.4 68.8 80.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 216,806: 68,572 21,275 44,732 83,796 131,319 197,101 197,326: 19,705 19,480
Old : 161,350: 65,856 25,940 20,458 60,184 102,999 146,498 149,397: 14,852 11,953
Other: 55,456: 16,677 9,294 10,314 23,612 28,320 50,603 47,928: 4,852 7,528
: : :
: : Changes in Commitments from: December 1, 2020 :
: -6,529: -1,461 -2,968 -1,976 -2,345 -2,272 -5,783 -7,216: -746 687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 9.8 20.6 38.7 60.6 90.9 91.0: 9.1 9.0
Old : 100.0: 40.8 16.1 12.7 37.3 63.8 90.8 92.6: 9.2 7.4
Other: 100.0: 30.1 16.8 18.6 42.6 51.1 91.2 86.4: 8.8 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 74 47 59 74 103 184 178:
Old : 242: 75 44 42 67 93 165 159:
Other: 161: 36 27 25 43 76 95 115:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 21.2 24.5 31.3 15.1 20.1 24.1 29.5
Old : 16.9 24.3 28.2 34.0 16.7 24.0 28.1 33.7
Other: 18.3 23.0 31.2 38.1 18.3 22.0 28.8 31.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 2,089,840: 533,085 120,773 485,728 876,542 1,263,445 1,895,354 1,869,945: 194,486 219,895
Old : 1,763,112: 470,844 148,607 389,016 747,242 1,049,514 1,607,102 1,587,137: 156,010 175,975
Other: 326,728: 104,879 14,804 54,074 129,300 213,931 288,253 282,808: 38,475 43,920
: : :
: : Changes in Commitments from: December 1, 2020 :
: 10,969: 2,968 5,294 -1,604 6,672 6,910 8,035 10,601: 2,934 368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 5.8 23.2 41.9 60.5 90.7 89.5: 9.3 10.5
Old : 100.0: 26.7 8.4 22.1 42.4 59.5 91.2 90.0: 8.8 10.0
Other: 100.0: 32.1 4.5 16.6 39.6 65.5 88.2 86.6: 11.8 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 934: 249 140 198 387 458 728 718:
Old : 922: 248 145 185 365 448 698 699:
Other: 558: 70 83 59 144 342 245 457:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 11.2 17.9 18.2 9.5 8.0 14.7 13.5
Old : 11.5 10.8 19.8 17.6 10.8 8.3 17.1 13.0
Other: 20.7 21.3 29.8 30.8 19.4 20.5 27.7 28.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 1,254,808: 271,028 40,402 367,420 534,214 759,445 1,172,661 1,167,266: 82,147 87,542
Old : 1,060,148: 225,908 55,226 297,118 468,869 637,135 991,895 989,479: 68,254 70,669
Other: 194,660: 68,341 8,396 47,081 65,345 122,310 180,767 177,787: 13,893 16,873
: : :
: : Changes in Commitments from: December 1, 2020 :
: 927: -9,296 -2,700 -56 12,015 1,952 2,663 -805: -1,735 1,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 3.2 29.3 42.6 60.5 93.5 93.0: 6.5 7.0
Old : 100.0: 21.3 5.2 28.0 44.2 60.1 93.6 93.3: 6.4 6.7
Other: 100.0: 35.1 4.3 24.2 33.6 62.8 92.9 91.3: 7.1 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 703: 239 121 219 243 290 571 556:
Old : 693: 224 134 199 234 282 546 536:
Other: 397: 84 55 62 101 219 208 316:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 16.0 19.4 25.7 6.8 12.6 11.2 19.0
Old : 11.3 17.5 19.9 27.5 7.5 13.9 12.6 20.0
Other: 22.8 19.7 35.5 31.7 17.4 18.3 26.1 27.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 559,365: 134,627 24,451 145,343 229,380 360,398 509,350 530,192: 50,015 29,173
Old : 495,528: 130,777 35,012 119,521 202,479 315,497 452,778 470,030: 42,751 25,498
Other: 63,836: 19,392 4,981 10,280 26,900 44,901 56,572 60,162: 7,265 3,675
: : :
: : Changes in Commitments from: December 1, 2020 :
: 13,756: -6,117 7,787 11,513 4,446 -7,163 9,842 12,137: 3,914 1,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 4.4 26.0 41.0 64.4 91.1 94.8: 8.9 5.2
Old : 100.0: 26.4 7.1 24.1 40.9 63.7 91.4 94.9: 8.6 5.1
Other: 100.0: 30.4 7.8 16.1 42.1 70.3 88.6 94.2: 11.4 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 127 53 97 102 90 274 209:
Old : 320: 131 52 93 100 90 271 205:
Other: 109: 27 25 25 43 25 89 57:
:----------------------------------------------------------------------------------------------------
: 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 29.5 22.1 40.9 9.3 26.8 14.9 34.8
Old : 13.8 28.4 23.0 39.2 10.3 25.5 16.0 33.3
Other: 31.7 38.5 47.2 61.6 29.7 36.8 41.7 56.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 1,337,790: 102,815 319,499 128,220 948,694 726,172 1,179,729 1,173,891: 158,061 163,900
Old : 1,337,790: 102,815 319,499 128,220 948,694 726,172 1,179,729 1,173,891: 158,061 163,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 24,637: -3,395 -10,338 9,475 15,738 29,614 21,817 28,752: 2,820 -4,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 23.9 9.6 70.9 54.3 88.2 87.7: 11.8 12.3
Old : 100.0: 7.7 23.9 9.6 70.9 54.3 88.2 87.7: 11.8 12.3
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 : 197: 37 33 47 100 103 161 159:
Old : 197: 37 33 47 100 103 161 159:
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 : 30.1 24.1 38.6 37.1 24.4 22.5 32.1 32.7
Old : 30.1 24.1 38.6 37.1 24.4 22.5 32.1 32.7
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, December 08, 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 : 1,029,717: 70,320 311,170 18,639 802,039 562,145 890,998 891,954: 138,719 137,763
Old : 1,029,717: 70,320 311,170 18,639 802,039 562,145 890,998 891,954: 138,719 137,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -6,482: 4,004 3,219 -8,029 -4,132 -3,144 -8,157 -7,954: 1,675 1,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 30.2 1.8 77.9 54.6 86.5 86.6: 13.5 13.4
Old : 100.0: 6.8 30.2 1.8 77.9 54.6 86.5 86.6: 13.5 13.4
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 : 129: 12 17 10 77 76 92 100:
Old : 129: 12 17 10 77 76 92 100:
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 : 21.8 30.4 33.6 45.4 17.6 27.9 27.1 38.2
Old : 21.8 30.4 33.6 45.4 17.6 27.9 27.1 38.2
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 08, 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 : 479,328: 107,806 26,072 98,464 217,769 326,255 424,040 450,791: 55,288 28,537
Old : 429,635: 106,296 33,213 82,330 190,679 287,151 379,305 402,694: 50,331 26,941
Other: 49,692: 12,020 3,368 5,625 27,090 39,103 44,735 48,096: 4,958 1,596
: : :
: : Changes in Commitments from: December 1, 2020 :
: 3,504: -4,182 6,679 1,837 6,181 -3,400 3,835 5,116: -331 -1,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 5.4 20.5 45.4 68.1 88.5 94.0: 11.5 6.0
Old : 100.0: 24.7 7.7 19.2 44.4 66.8 88.3 93.7: 11.7 6.3
Other: 100.0: 24.2 6.8 11.3 54.5 78.7 90.0 96.8: 10.0 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 87 45 82 122 96 253 190:
Old : 276: 85 47 82 119 95 250 189:
Other: 109: 26 12 19 58 27 94 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 : 9.1 32.1 15.4 42.6 6.3 28.0 11.6 36.2
Old : 8.9 30.9 15.4 41.2 6.2 27.6 11.6 35.5
Other: 29.9 45.5 44.4 67.0 24.1 43.5 36.9 61.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 9,334: 2,869 778 525 4,470 7,477 7,865 8,780: 1,469 554
Old : 9,295: 2,869 778 525 4,470 7,445 7,865 8,748: 1,430 547
Other: 39: 0 0 0 0 32 0 32: 39 7
: : :
: : Changes in Commitments from: December 1, 2020 :
: -8: -314 -13 333 104 -348 123 -28: -130 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 8.3 5.6 47.9 80.1 84.3 94.1: 15.7 5.9
Old : 100.0: 30.9 8.4 5.7 48.1 80.1 84.6 94.1: 15.4 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 82.1 0.0 82.1: 100.0 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 12 5 5 12 18 27 27:
Old : 44: 12 5 5 12 18 27 27:
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 : 47.9 51.7 62.9 71.7 47.9 50.3 62.8 70.3
Old : 48.1 51.6 63.1 71.7 48.1 50.2 63.1 70.2
Other: 0.0 82.1 0.0 82.1 0.0 82.1 0.0 82.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 1,852,420: 330,445 585,559 53,874 1,301,445 1,104,247 1,685,764 1,743,680: 166,656 108,740
Old : 1,852,420: 330,445 585,559 53,874 1,301,445 1,104,247 1,685,764 1,743,680: 166,656 108,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -8,111: 7,478 -54,698 -5,470 -22,472 53,724 -20,464 -6,444: 12,353 -1,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 31.6 2.9 70.3 59.6 91.0 94.1: 9.0 5.9
Old : 100.0: 17.8 31.6 2.9 70.3 59.6 91.0 94.1: 9.0 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 : 267: 54 34 26 138 117 204 165:
Old : 267: 54 34 26 138 117 204 165:
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 : 16.4 36.7 25.6 48.5 14.6 29.9 22.6 41.1
Old : 16.4 36.7 25.6 48.5 14.6 29.9 22.6 41.1
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 08, 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 : 3,753,596: 555,036 521,244 313,558 2,511,326 2,503,393 3,379,919 3,338,195: 373,677 415,402
Old : 3,753,596: 555,036 521,244 313,558 2,511,326 2,503,393 3,379,919 3,338,195: 373,677 415,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -17,130: -4,508 -1,994 -2,020 -2,373 7,506 -8,901 3,492: -8,229 -20,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 13.9 8.4 66.9 66.7 90.0 88.9: 10.0 11.1
Old : 100.0: 14.8 13.9 8.4 66.9 66.7 90.0 88.9: 10.0 11.1
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 : 379: 68 78 75 191 179 297 294:
Old : 379: 68 78 75 191 179 297 294:
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 : 14.1 21.1 22.2 29.5 9.7 12.4 16.8 20.0
Old : 14.1 21.1 22.2 29.5 9.7 12.4 16.8 20.0
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 08, 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 : 972,585: 207,770 38,749 13,874 622,097 721,322 843,741 773,945: 128,844 198,640
Old : 972,585: 207,770 38,749 13,874 622,097 721,322 843,741 773,945: 128,844 198,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 22,558: 3,314 6,481 1,633 13,286 20,143 18,233 28,257: 4,325 -5,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 4.0 1.4 64.0 74.2 86.8 79.6: 13.2 20.4
Old : 100.0: 21.4 4.0 1.4 64.0 74.2 86.8 79.6: 13.2 20.4
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 : 119: 16 8 13 70 73 90 90:
Old : 119: 16 8 13 70 73 90 90:
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 : 24.6 27.2 38.4 36.4 24.4 26.2 37.4 34.0
Old : 24.6 27.2 38.4 36.4 24.4 26.2 37.4 34.0
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 08, 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 : 3,272,588: 418,571 735,443 227,328 2,335,553 2,022,889 2,981,452 2,985,659: 291,136 286,929
Old : 3,272,588: 418,571 735,443 227,328 2,335,553 2,022,889 2,981,452 2,985,659: 291,136 286,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 15,889: 41,818 22,630 -14,204 4,095 18,184 31,709 26,610: -15,820 -10,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 22.5 6.9 71.4 61.8 91.1 91.2: 8.9 8.8
Old : 100.0: 12.8 22.5 6.9 71.4 61.8 91.1 91.2: 8.9 8.8
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 : 296: 49 47 43 146 155 215 225:
Old : 296: 49 47 43 146 155 215 225:
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 : 27.6 19.0 39.4 32.0 23.8 18.1 32.2 28.8
Old : 27.6 19.0 39.4 32.0 23.8 18.1 32.2 28.8
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 08, 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 : 988,777: 256,835 189,344 151,329 559,515 622,959 967,679 963,632: 21,098 25,145
Old : 988,777: 256,835 189,344 151,329 559,515 622,959 967,679 963,632: 21,098 25,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 34,064: 4,764 -7,962 17,797 8,734 18,696 31,295 28,531: 2,769 5,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 19.1 15.3 56.6 63.0 97.9 97.5: 2.1 2.5
Old : 100.0: 26.0 19.1 15.3 56.6 63.0 97.9 97.5: 2.1 2.5
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 : 96: 25 9 25 55 55 87 82:
Old : 96: 25 9 25 55 55 87 82:
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 : 33.0 42.8 45.7 55.3 27.9 40.5 36.0 50.0
Old : 33.0 42.8 45.7 55.3 27.9 40.5 36.0 50.0
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 08, 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 : 51,541: 12,584 18,869 616 29,586 24,270 42,787 43,756: 8,754 7,784
Old : 51,541: 12,584 18,869 616 29,586 24,270 42,787 43,756: 8,754 7,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 4,328: 2,017 217 -110 3,009 2,663 4,916 2,770: -588 1,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 36.6 1.2 57.4 47.1 83.0 84.9: 17.0 15.1
Old : 100.0: 24.4 36.6 1.2 57.4 47.1 83.0 84.9: 17.0 15.1
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 : 98: 31 14 9 36 28 70 48:
Old : 98: 31 14 9 36 28 70 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 : 28.0 41.5 40.7 57.9 25.0 41.4 36.8 56.2
Old : 28.0 41.5 40.7 57.9 25.0 41.4 36.8 56.2
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 08, 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 : 103,081: 25,168 37,739 1,233 59,173 48,541 85,573 87,512: 17,508 15,569
Old : 103,081: 25,168 37,739 1,233 59,173 48,541 85,573 87,512: 17,508 15,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 8,656: 4,035 434 -220 6,017 5,325 9,832 5,539: -1,176 3,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 36.6 1.2 57.4 47.1 83.0 84.9: 17.0 15.1
Old : 100.0: 24.4 36.6 1.2 57.4 47.1 83.0 84.9: 17.0 15.1
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 : 98: 31 14 9 36 28 70 48:
Old : 98: 31 14 9 36 28 70 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 : 28.0 41.5 40.7 57.9 25.0 41.4 36.8 56.2
Old : 28.0 41.5 40.7 57.9 25.0 41.4 36.8 56.2
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 08, 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 : 27,049: 3,187 431 0 21,471 26,287 24,658 26,718: 2,391 331
Old : 27,049: 3,187 431 0 21,471 26,287 24,658 26,718: 2,391 331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 654: -81 0 0 1,132 605 1,051 605: -397 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 1.6 0.0 79.4 97.2 91.2 98.8: 8.8 1.2
Old : 100.0: 11.8 1.6 0.0 79.4 97.2 91.2 98.8: 8.8 1.2
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 : 30: 5 1 0 17 11 22 12:
Old : 30: 5 1 0 17 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 : 47.4 64.8 66.3 94.5 44.7 60.9 63.6 90.6
Old : 47.4 64.8 66.3 94.5 44.7 60.9 63.6 90.6
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 08, 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 : 24,649: 17,883 23,648 0 6,468 987 24,351 24,635: 298 14
Old : 24,649: 17,883 23,648 0 6,468 987 24,351 24,635: 298 14
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 219: 3 296 -122 310 44 191 218: 28 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 95.9 0.0 26.2 4.0 98.8 99.9: 1.2 0.1
Old : 100.0: 72.6 95.9 0.0 26.2 4.0 98.8 99.9: 1.2 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 : 39: 22 13 0 4 2 26 15:
Old : 39: 22 13 0 4 2 26 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 : 60.1 75.3 88.6 91.0 60.1 75.3 88.5 90.8
Old : 60.1 75.3 88.6 91.0 60.1 75.3 88.5 90.8
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 08, 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 : 159,162: 18,839 16,041 84,527 55,772 58,445 159,138 159,013: 24 149
Old : 159,162: 18,839 16,041 84,527 55,772 58,445 159,138 159,013: 24 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 1,531: -35 -1,299 2,272 -700 604 1,537 1,577: -6 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 10.1 53.1 35.0 36.7 100.0 99.9: 0.0 0.1
Old : 100.0: 11.8 10.1 53.1 35.0 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 1 3 11 11 17:
Old : 27: 7 6 1 3 11 11 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 : 91.2 95.9 98.1 98.5 40.2 42.7 45.9 45.4
Old : 91.2 95.9 98.1 98.5 40.2 42.7 45.9 45.4
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 08, 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 : 2,744: 960 285 120 1,645 2,144 2,725 2,549: 19 195
Old : 2,744: 960 285 120 1,645 2,144 2,725 2,549: 19 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 79: 90 0 45 -15 19 120 64: -41 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 10.4 4.4 59.9 78.1 99.3 92.9: 0.7 7.1
Old : 100.0: 35.0 10.4 4.4 59.9 78.1 99.3 92.9: 0.7 7.1
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 : 22: 6 5 5 5 9 13 17:
Old : 22: 6 5 5 5 9 13 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 : 80.4 55.7 94.4 78.1 78.7 51.5 89.7 72.8
Old : 80.4 55.7 94.4 78.1 78.7 51.5 89.7 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 11, 2020