WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 472,648: 112,557 89,565 164,337 163,410 169,277 440,303 423,178: 32,344 49,470
Old : 292,057: 85,530 78,023 84,910 99,930 102,328 270,370 265,261: 21,687 26,796
Other: 180,590: 50,388 34,903 56,065 63,480 66,948 169,933 157,917: 10,657 22,674
: : :
: : Changes in Commitments from: December 8, 2020 :
: 2,366: 125 -10,430 4,893 -2,786 7,103 2,232 1,566: 134 801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 18.9 34.8 34.6 35.8 93.2 89.5: 6.8 10.5
Old : 100.0: 29.3 26.7 29.1 34.2 35.0 92.6 90.8: 7.4 9.2
Other: 100.0: 27.9 19.3 31.0 35.2 37.1 94.1 87.4: 5.9 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 116 108 117 91 130 281 292:
Old : 353: 109 104 90 83 119 244 262:
Other: 236: 67 51 47 57 98 152 173:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 12.3 25.7 20.0 12.1 6.6 18.8 11.7
Old : 15.4 11.4 26.0 20.0 13.4 8.5 22.4 15.3
Other: 22.3 20.7 32.7 29.6 13.8 11.0 21.3 17.3
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 23,706: 9,957 455 703 12,126 21,833 22,786 22,991: 920 715
Old : 20,127: 8,483 541 164 11,257 18,801 19,904 19,506: 223 621
Other: 3,579: 2,013 453 0 869 3,032 2,882 3,485: 697 94
: : :
: : Changes in Commitments from: December 8, 2020 :
: 118: -482 155 477 -85 -389 -90 243: 208 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 1.9 3.0 51.2 92.1 96.1 97.0: 3.9 3.0
Old : 100.0: 42.1 2.7 0.8 55.9 93.4 98.9 96.9: 1.1 3.1
Other: 100.0: 56.2 12.7 0.0 24.3 84.7 80.5 97.4: 19.5 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 6 2 3 11 20 18 24:
Old : 29: 5 2 1 10 19 16 21:
Other: 14: 2 2 0 3 8 5 10:
:----------------------------------------------------------------------------------------------------
: 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 : 74.0 34.8 88.1 59.7 63.0 33.2 75.4 55.3
Old : 83.9 37.7 92.8 62.8 74.7 37.5 81.1 59.7
Other: 78.1 53.7 80.5 88.2 69.3 49.2 69.3 79.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 224,349: 72,739 17,979 42,873 87,790 143,101 203,402 203,953: 20,947 20,396
Old : 166,029: 68,686 24,351 18,674 62,850 111,247 150,210 154,272: 15,818 11,756
Other: 58,321: 17,968 7,543 10,284 24,940 31,854 53,192 49,681: 5,129 8,640
: : :
: : Changes in Commitments from: December 8, 2020 :
: 7,543: 4,167 -3,295 -1,860 3,994 11,783 6,301 6,628: 1,242 916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 8.0 19.1 39.1 63.8 90.7 90.9: 9.3 9.1
Old : 100.0: 41.4 14.7 11.2 37.9 67.0 90.5 92.9: 9.5 7.1
Other: 100.0: 30.8 12.9 17.6 42.8 54.6 91.2 85.2: 8.8 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 79 42 56 81 102 190 173:
Old : 240: 75 43 42 71 94 167 159:
Other: 156: 36 23 22 45 75 96 107:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 22.2 25.5 31.1 14.3 19.6 23.0 28.0
Old : 17.7 25.3 28.8 34.4 17.0 23.1 28.2 32.2
Other: 17.5 21.5 28.9 32.6 17.1 20.2 26.9 29.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 2,117,529: 525,177 127,782 497,397 899,635 1,275,775 1,922,209 1,900,954: 195,320 216,575
Old : 1,775,235: 457,400 153,700 401,640 760,903 1,049,341 1,619,942 1,604,681: 155,293 170,553
Other: 342,294: 105,932 12,236 57,603 138,732 226,434 302,267 296,273: 40,027 46,021
: : :
: : Changes in Commitments from: December 8, 2020 :
: 27,689: -7,908 7,009 11,670 23,093 12,330 26,855 31,009: 834 -3,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 6.0 23.5 42.5 60.2 90.8 89.8: 9.2 10.2
Old : 100.0: 25.8 8.7 22.6 42.9 59.1 91.3 90.4: 8.7 9.6
Other: 100.0: 30.9 3.6 16.8 40.5 66.2 88.3 86.6: 11.7 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 956: 252 149 206 396 463 742 739:
Old : 941: 251 153 196 375 451 713 719:
Other: 575: 78 89 56 151 349 259 467:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 11.4 17.5 18.3 9.2 8.3 14.4 14.0
Old : 11.3 10.9 19.6 17.8 10.8 8.0 17.1 13.6
Other: 18.8 20.7 27.9 30.2 17.4 19.8 25.4 27.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 4,651: 1,851 0 0 997 3,536 2,848 3,536: 1,803 1,115
Old : 4,434: 1,851 0 0 895 3,408 2,746 3,408: 1,688 1,026
Other: 217: 0 0 0 102 128 102 128: 115 89
: : :
: : Changes in Commitments from: December 8, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 0.0 0.0 21.4 76.0 61.2 76.0: 38.8 24.0
Old : 100.0: 41.7 0.0 0.0 20.2 76.9 61.9 76.9: 38.1 23.1
Other: 100.0: 0.0 0.0 0.0 47.0 59.0 47.0 59.0: 53.0 41.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 10 0 0 7 10 17 10:
Old : 22: 10 0 0 7 8 17 8:
Other: 5: 0 0 0 2 4 2 4:
:----------------------------------------------------------------------------------------------------
: 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 63.2 44.7 75.8 26.2 61.6 44.5 72.8
Old : 27.5 63.6 45.5 76.9 27.5 61.9 45.5 73.9
Other: 47.0 59.0 47.0 59.0 44.7 56.7 44.7 56.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 1,278,091: 271,595 35,193 389,336 528,782 764,356 1,189,713 1,188,885: 88,378 89,206
Old : 1,075,805: 227,278 52,413 314,317 460,222 637,760 1,001,817 1,004,490: 73,988 71,315
Other: 202,285: 70,163 8,628 49,172 68,560 126,596 187,895 184,395: 14,390 17,891
: : :
: : Changes in Commitments from: December 8, 2020 :
: 23,282: 566 -5,209 21,917 -5,432 4,911 17,051 21,619: 6,231 1,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 2.8 30.5 41.4 59.8 93.1 93.0: 6.9 7.0
Old : 100.0: 21.1 4.9 29.2 42.8 59.3 93.1 93.4: 6.9 6.6
Other: 100.0: 34.7 4.3 24.3 33.9 62.6 92.9 91.2: 7.1 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 698: 233 134 231 238 283 571 564:
Old : 691: 221 145 212 229 277 549 546:
Other: 396: 94 57 64 97 210 210 314:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 15.7 20.1 25.9 6.8 13.2 11.1 20.2
Old : 11.7 17.3 20.7 27.9 7.5 14.7 12.5 21.4
Other: 22.3 19.5 35.0 31.4 17.0 17.7 25.0 27.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 578,648: 141,731 21,985 159,407 224,614 365,788 525,752 547,179: 52,897 31,469
Old : 509,457: 136,806 34,077 130,745 196,393 316,639 463,945 481,461: 45,512 27,996
Other: 69,191: 21,628 4,611 11,958 28,220 49,148 61,806 65,718: 7,385 3,473
: : :
: : Changes in Commitments from: December 8, 2020 :
: 19,284: 7,104 -2,466 14,064 -4,766 5,390 16,402 16,987: 2,882 2,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 3.8 27.5 38.8 63.2 90.9 94.6: 9.1 5.4
Old : 100.0: 26.9 6.7 25.7 38.5 62.2 91.1 94.5: 8.9 5.5
Other: 100.0: 31.3 6.7 17.3 40.8 71.0 89.3 95.0: 10.7 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 132 49 104 101 91 280 217:
Old : 327: 131 54 101 99 91 277 214:
Other: 111: 29 21 27 44 29 91 61:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 29.0 20.3 40.0 8.3 26.1 13.7 34.3
Old : 12.7 27.9 21.3 38.4 9.2 25.0 14.8 33.0
Other: 29.2 37.2 46.3 58.5 27.4 35.1 41.4 53.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 1,331,821: 106,493 301,212 117,452 942,346 752,762 1,166,291 1,171,426: 165,530 160,395
Old : 1,331,821: 106,493 301,212 117,452 942,346 752,762 1,166,291 1,171,426: 165,530 160,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -5,969: 3,678 -18,287 -10,768 -6,348 26,590 -13,438 -2,465: 7,469 -3,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 22.6 8.8 70.8 56.5 87.6 88.0: 12.4 12.0
Old : 100.0: 8.0 22.6 8.8 70.8 56.5 87.6 88.0: 12.4 12.0
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 : 192: 36 30 44 99 103 158 154:
Old : 192: 36 30 44 99 103 158 154:
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 : 30.3 23.9 38.6 36.3 24.3 22.3 32.0 32.1
Old : 30.3 23.9 38.6 36.3 24.3 22.3 32.0 32.1
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 15, 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 : 1,028,088: 69,076 315,074 16,424 802,880 562,283 888,380 893,781: 139,708 134,307
Old : 1,028,088: 69,076 315,074 16,424 802,880 562,283 888,380 893,781: 139,708 134,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -1,629: -1,244 3,904 -2,215 841 138 -2,618 1,827: 989 -3,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 30.6 1.6 78.1 54.7 86.4 86.9: 13.6 13.1
Old : 100.0: 6.7 30.6 1.6 78.1 54.7 86.4 86.9: 13.6 13.1
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 : 133: 12 18 11 78 78 94 103:
Old : 133: 12 18 11 78 78 94 103:
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 : 21.9 30.0 33.8 44.7 17.8 27.8 28.2 38.4
Old : 21.9 30.0 33.8 44.7 17.8 27.8 28.2 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 15, 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 : 492,444: 108,613 12,857 107,163 218,613 340,455 434,390 460,476: 58,055 31,969
Old : 437,010: 106,069 21,227 89,982 188,298 295,606 384,349 406,815: 52,661 30,195
Other: 55,434: 13,679 2,764 6,047 30,315 44,849 50,040 53,660: 5,394 1,774
: : :
: : Changes in Commitments from: December 8, 2020 :
: 13,117: 807 -13,215 8,699 844 14,200 10,350 9,685: 2,767 3,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 2.6 21.8 44.4 69.1 88.2 93.5: 11.8 6.5
Old : 100.0: 24.3 4.9 20.6 43.1 67.6 87.9 93.1: 12.1 6.9
Other: 100.0: 24.7 5.0 10.9 54.7 80.9 90.3 96.8: 9.7 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 93 37 80 119 97 252 185:
Old : 271: 94 35 80 117 96 250 184:
Other: 108: 24 10 18 60 30 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 : 9.2 33.2 15.3 44.1 6.3 28.8 11.5 37.4
Old : 9.3 32.6 15.6 43.2 6.4 28.9 11.6 37.4
Other: 27.7 41.5 41.6 61.4 22.6 39.7 35.1 57.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 9,606: 2,783 611 735 4,581 7,573 8,098 8,919: 1,507 686
Old : 9,567: 2,783 611 735 4,581 7,541 8,098 8,887: 1,468 679
Other: 39: 0 0 0 0 32 0 32: 39 7
: : :
: : Changes in Commitments from: December 8, 2020 :
: 271: -87 -167 210 110 96 233 139: 38 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 6.4 7.7 47.7 78.8 84.3 92.9: 15.7 7.1
Old : 100.0: 29.1 6.4 7.7 47.9 78.8 84.7 92.9: 15.3 7.1
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 4 5 12 18 28 26:
Old : 44: 12 4 5 12 18 28 26:
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 : 44.6 50.8 60.4 72.3 44.6 49.6 59.4 70.7
Old : 44.8 50.7 60.6 72.3 44.8 49.4 59.6 70.7
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 15, 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 : 1,893,251: 380,891 576,948 47,099 1,302,459 1,169,563 1,730,449 1,793,610: 162,802 99,641
Old : 1,893,251: 380,891 576,948 47,099 1,302,459 1,169,563 1,730,449 1,793,610: 162,802 99,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 40,831: 50,445 -8,611 -6,775 1,015 65,316 44,685 49,930: -3,854 -9,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 30.5 2.5 68.8 61.8 91.4 94.7: 8.6 5.3
Old : 100.0: 20.1 30.5 2.5 68.8 61.8 91.4 94.7: 8.6 5.3
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 : 275: 58 36 25 137 120 206 170:
Old : 275: 58 36 25 137 120 206 170:
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 : 15.9 34.8 24.9 47.8 13.9 29.4 21.8 40.7
Old : 15.9 34.8 24.9 47.8 13.9 29.4 21.8 40.7
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 15, 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 : 3,712,495: 570,427 511,605 289,710 2,472,836 2,506,505 3,332,973 3,307,821: 379,523 404,674
Old : 3,712,495: 570,427 511,605 289,710 2,472,836 2,506,505 3,332,973 3,307,821: 379,523 404,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -41,101: 15,391 -9,639 -23,847 -38,490 3,112 -46,947 -30,374: 5,846 -10,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 13.8 7.8 66.6 67.5 89.8 89.1: 10.2 10.9
Old : 100.0: 15.4 13.8 7.8 66.6 67.5 89.8 89.1: 10.2 10.9
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 : 389: 67 84 79 199 187 310 306:
Old : 389: 67 84 79 199 187 310 306:
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 : 14.3 21.5 22.6 29.6 9.9 12.4 17.1 20.0
Old : 14.3 21.5 22.6 29.6 9.9 12.4 17.1 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 15, 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 : 997,012: 207,781 46,462 10,524 653,601 733,955 871,906 790,941: 125,106 206,071
Old : 997,012: 207,781 46,462 10,524 653,601 733,955 871,906 790,941: 125,106 206,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 24,427: 11 7,713 -3,350 31,504 12,633 28,165 16,996: -3,738 7,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 4.7 1.1 65.6 73.6 87.5 79.3: 12.5 20.7
Old : 100.0: 20.8 4.7 1.1 65.6 73.6 87.5 79.3: 12.5 20.7
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 : 118: 15 8 10 69 73 89 86:
Old : 118: 15 8 10 69 73 89 86:
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 27.6 37.5 36.8 23.7 26.4 36.1 34.4
Old : 23.9 27.6 37.5 36.8 23.7 26.4 36.1 34.4
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, December 15, 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 : 3,339,736: 499,099 722,634 224,136 2,320,835 2,092,140 3,044,070 3,038,910: 295,666 300,826
Old : 3,339,736: 499,099 722,634 224,136 2,320,835 2,092,140 3,044,070 3,038,910: 295,666 300,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 67,148: 80,528 -12,808 -3,192 -14,718 69,251 62,618 53,250: 4,530 13,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 21.6 6.7 69.5 62.6 91.1 91.0: 8.9 9.0
Old : 100.0: 14.9 21.6 6.7 69.5 62.6 91.1 91.0: 8.9 9.0
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: 56 38 38 147 158 218 219:
Old : 294: 56 38 38 147 158 218 219:
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 : 26.5 19.4 38.0 32.0 22.7 18.6 30.6 28.4
Old : 26.5 19.4 38.0 32.0 22.7 18.6 30.6 28.4
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 15, 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 : 1,073,738: 282,760 191,582 153,401 615,809 704,214 1,051,970 1,049,197: 21,768 24,541
Old : 1,073,738: 282,760 191,582 153,401 615,809 704,214 1,051,970 1,049,197: 21,768 24,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 84,961: 25,925 2,238 2,072 56,294 81,255 84,291 85,565: 670 -604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 17.8 14.3 57.4 65.6 98.0 97.7: 2.0 2.3
Old : 100.0: 26.3 17.8 14.3 57.4 65.6 98.0 97.7: 2.0 2.3
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 : 98: 26 10 28 54 55 88 85:
Old : 98: 26 10 28 54 55 88 85:
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 : 31.7 43.3 44.0 54.6 25.8 39.5 34.1 48.5
Old : 31.7 43.3 44.0 54.6 25.8 39.5 34.1 48.5
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 15, 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 : 53,781: 10,821 19,591 1,131 32,079 25,744 44,031 46,466: 9,749 7,314
Old : 53,781: 10,821 19,591 1,131 32,079 25,744 44,031 46,466: 9,749 7,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 2,240: -1,763 722 515 2,493 1,473 1,245 2,710: 995 -470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 36.4 2.1 59.6 47.9 81.9 86.4: 18.1 13.6
Old : 100.0: 20.1 36.4 2.1 59.6 47.9 81.9 86.4: 18.1 13.6
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 : 98: 28 20 15 32 32 66 61:
Old : 98: 28 20 15 32 32 66 61:
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 : 32.2 43.0 43.9 57.4 29.6 41.7 40.3 55.0
Old : 32.2 43.0 43.9 57.4 29.6 41.7 40.3 55.0
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 15, 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 : 107,562: 21,642 39,183 2,263 64,158 51,487 88,063 92,933: 19,499 14,629
Old : 107,562: 21,642 39,183 2,263 64,158 51,487 88,063 92,933: 19,499 14,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 4,480: -3,526 1,444 1,030 4,985 2,947 2,490 5,421: 1,991 -940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 36.4 2.1 59.6 47.9 81.9 86.4: 18.1 13.6
Old : 100.0: 20.1 36.4 2.1 59.6 47.9 81.9 86.4: 18.1 13.6
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 : 98: 28 20 15 32 32 66 61:
Old : 98: 28 20 15 32 32 66 61:
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 : 32.2 43.0 43.9 57.4 29.6 41.7 40.3 55.0
Old : 32.2 43.0 43.9 57.4 29.6 41.7 40.3 55.0
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 15, 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 : 32,705: 2,684 36 384 26,745 31,248 29,813 31,668: 2,892 1,037
Old : 32,705: 2,684 36 384 26,745 31,248 29,813 31,668: 2,892 1,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 5,656: -503 -395 384 5,274 4,961 5,155 4,950: 501 706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.1 1.2 81.8 95.5 91.2 96.8: 8.8 3.2
Old : 100.0: 8.2 0.1 1.2 81.8 95.5 91.2 96.8: 8.8 3.2
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 2 18 12 24 14:
Old : 30: 5 1 2 18 12 24 14:
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 : 54.0 59.3 71.5 86.6 41.7 53.1 59.1 78.0
Old : 54.0 59.3 71.5 86.6 41.7 53.1 59.1 78.0
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 15, 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 : 33,889: 18,297 23,817 7,225 8,129 2,834 33,651 33,876: 238 13
Old : 33,889: 18,297 23,817 7,225 8,129 2,834 33,651 33,876: 238 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 9,240: 414 169 7,225 1,661 1,847 9,300 9,241: -60 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 70.3 21.3 24.0 8.4 99.3 100.0: 0.7 0.0
Old : 100.0: 54.0 70.3 21.3 24.0 8.4 99.3 100.0: 0.7 0.0
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 : 41: 24 13 2 4 2 30 15:
Old : 41: 24 13 2 4 2 30 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 : 58.4 68.7 81.1 91.8 43.0 47.5 63.8 65.1
Old : 58.4 68.7 81.1 91.8 43.0 47.5 63.8 65.1
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 15, 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 : 100,729: 18,968 60,115 20,275 61,471 20,187 100,714 100,577: 15 152
Old : 100,729: 18,968 60,115 20,275 61,471 20,187 100,714 100,577: 15 152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -58,433: 129 44,074 -64,252 5,699 -38,258 -58,424 -58,436: -9 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 59.7 20.1 61.0 20.0 100.0 99.8: 0.0 0.2
Old : 100.0: 18.8 59.7 20.1 61.0 20.0 100.0 99.8: 0.0 0.2
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 : 26: 7 6 1 3 10 11 16:
Old : 26: 7 6 1 3 10 11 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 : 86.2 95.2 97.1 97.9 69.5 75.1 78.3 77.7
Old : 86.2 95.2 97.1 97.9 69.5 75.1 78.3 77.7
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 15, 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 : 2,794: 975 285 120 1,665 2,194 2,760 2,599: 34 195
Old : 2,794: 975 285 120 1,665 2,194 2,760 2,599: 34 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 50: 15 0 0 20 50 35 50: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 10.2 4.3 59.6 78.5 98.8 93.0: 1.2 7.0
Old : 100.0: 34.9 10.2 4.3 59.6 78.5 98.8 93.0: 1.2 7.0
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 : 79.5 54.4 94.0 78.5 78.4 50.6 89.1 73.2
Old : 79.5 54.4 94.0 78.5 78.4 50.6 89.1 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 18, 2020