WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 479,170: 111,617 92,487 169,089 165,354 169,829 446,061 431,405: 33,110 47,765
Old : 295,664: 83,932 81,438 88,392 101,255 100,962 273,579 270,792: 22,085 24,872
Other: 183,506: 51,201 34,565 57,181 64,099 68,868 172,482 160,613: 11,024 22,893
: : :
: : Changes in Commitments from: December 15, 2020 :
: 6,523: -940 2,922 4,753 1,945 553 5,757 8,227: 765 -1,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 19.3 35.3 34.5 35.4 93.1 90.0: 6.9 10.0
Old : 100.0: 28.4 27.5 29.9 34.2 34.1 92.5 91.6: 7.5 8.4
Other: 100.0: 27.9 18.8 31.2 34.9 37.5 94.0 87.5: 6.0 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 388: 113 118 117 90 131 279 300:
Old : 361: 101 118 95 82 121 247 272:
Other: 234: 71 46 45 56 97 150 170:
:----------------------------------------------------------------------------------------------------
: 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 12.4 25.6 19.9 12.1 6.5 18.8 11.4
Old : 15.2 11.2 25.9 19.9 13.4 8.2 22.4 14.8
Other: 22.2 20.3 32.4 29.3 13.5 10.5 21.2 17.2
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 22,985: 10,917 509 925 10,090 20,787 21,932 22,221: 1,053 764
Old : 19,146: 9,613 590 121 9,101 17,865 18,835 18,576: 311 570
Other: 3,839: 2,108 723 0 989 2,922 3,097 3,645: 742 194
: : :
: : Changes in Commitments from: December 15, 2020 :
: -721: 960 54 222 -2,036 -1,046 -854 -770: 133 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 2.2 4.0 43.9 90.4 95.4 96.7: 4.6 3.3
Old : 100.0: 50.2 3.1 0.6 47.5 93.3 98.4 97.0: 1.6 3.0
Other: 100.0: 54.9 18.8 0.0 25.8 76.1 80.7 94.9: 19.3 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 2 3 11 19 17 23:
Old : 27: 4 2 1 9 18 14 20:
Other: 15: 3 2 0 4 8 7 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 : 73.0 33.8 89.4 60.6 65.9 33.5 71.3 53.1
Old : 83.6 38.5 94.8 64.5 72.6 38.5 77.8 60.0
Other: 75.4 56.1 80.7 87.4 67.6 53.2 69.7 77.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 227,476: 73,436 18,981 45,034 88,655 142,703 207,125 206,718: 20,352 20,758
Old : 166,791: 69,719 24,674 19,836 61,812 109,874 151,368 154,384: 15,423 12,407
Other: 60,686: 17,956 8,546 10,959 26,843 32,829 55,757 52,334: 4,929 8,352
: : :
: : Changes in Commitments from: December 15, 2020 :
: 3,127: 697 1,002 2,161 864 -398 3,722 2,765: -595 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 8.3 19.8 39.0 62.7 91.1 90.9: 8.9 9.1
Old : 100.0: 41.8 14.8 11.9 37.1 65.9 90.8 92.6: 9.2 7.4
Other: 100.0: 29.6 14.1 18.1 44.2 54.1 91.9 86.2: 8.1 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 81 40 55 80 101 188 173:
Old : 239: 80 39 40 71 93 166 158:
Other: 158: 34 27 23 46 75 98 109:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 21.3 25.5 29.9 14.2 18.5 22.8 26.8
Old : 17.5 24.2 28.8 32.6 16.8 22.0 27.9 30.1
Other: 17.2 20.9 29.3 33.1 16.6 19.7 26.8 28.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 2,191,529: 538,939 120,652 530,033 917,420 1,315,029 1,986,392 1,965,714: 205,137 225,815
Old : 1,830,982: 469,744 150,385 425,911 771,978 1,077,716 1,667,633 1,654,012: 163,349 176,970
Other: 360,547: 111,643 12,715 61,673 145,442 237,314 318,759 311,702: 41,789 48,846
: : :
: : Changes in Commitments from: December 15, 2020 :
: 74,000: 13,762 -7,130 32,635 17,785 39,254 64,182 64,759: 9,818 9,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 5.5 24.2 41.9 60.0 90.6 89.7: 9.4 10.3
Old : 100.0: 25.7 8.2 23.3 42.2 58.9 91.1 90.3: 8.9 9.7
Other: 100.0: 31.0 3.5 17.1 40.3 65.8 88.4 86.5: 11.6 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 937: 234 153 207 387 465 729 732:
Old : 921: 230 159 194 364 454 697 711:
Other: 576: 77 88 59 154 351 261 471:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 11.9 17.9 18.9 9.1 8.5 14.1 14.1
Old : 11.4 11.5 19.8 18.6 10.7 8.1 16.8 13.7
Other: 18.7 20.4 27.7 29.5 17.2 19.1 25.3 26.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 4,722: 2,004 0 0 952 3,630 2,956 3,630: 1,765 1,092
Old : 4,506: 2,004 0 0 850 3,502 2,854 3,502: 1,651 1,004
Other: 216: 0 0 0 102 128 102 128: 114 88
: : :
: : Changes in Commitments from: December 15, 2020 :
: 71: 153 0 0 -45 94 108 94: -37 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 0.0 0.0 20.2 76.9 62.6 76.9: 37.4 23.1
Old : 100.0: 44.5 0.0 0.0 18.9 77.7 63.3 77.7: 36.7 22.3
Other: 100.0: 0.0 0.0 0.0 47.2 59.3 47.2 59.3: 52.8 40.7
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 11 0 0 8 10 19 10:
Old : 24: 11 0 0 8 9 19 9:
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 : 27.1 63.2 42.1 76.5 27.1 61.5 41.9 73.1
Old : 28.4 63.6 43.3 77.5 28.4 61.8 43.1 74.4
Other: 47.2 59.3 47.2 59.3 44.9 56.9 44.9 56.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 1,346,329: 286,961 36,580 423,717 538,795 790,068 1,249,473 1,250,365: 96,856 95,964
Old : 1,135,602: 238,901 51,477 346,822 468,068 662,281 1,053,792 1,060,581: 81,810 75,021
Other: 210,727: 70,709 7,752 54,246 70,727 127,787 195,681 189,784: 15,046 20,943
: : :
: : Changes in Commitments from: December 15, 2020 :
: 68,238: 15,367 1,387 34,380 10,013 25,713 59,760 61,480: 8,478 6,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 2.7 31.5 40.0 58.7 92.8 92.9: 7.2 7.1
Old : 100.0: 21.0 4.5 30.5 41.2 58.3 92.8 93.4: 7.2 6.6
Other: 100.0: 33.6 3.7 25.7 33.6 60.6 92.9 90.1: 7.1 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 698: 246 115 229 238 278 576 553:
Old : 690: 235 127 213 227 271 555 533:
Other: 391: 91 54 65 99 207 211 308:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 15.3 20.7 25.6 6.5 13.0 10.5 20.5
Old : 12.3 17.0 21.4 27.7 7.5 14.7 12.2 21.8
Other: 21.9 18.1 34.1 29.3 16.3 16.0 24.0 25.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 588,977: 147,002 24,239 160,085 229,415 374,223 536,503 558,548: 52,474 30,429
Old : 514,345: 140,130 37,193 129,335 199,554 321,134 469,018 487,662: 45,326 26,683
Other: 74,632: 24,498 4,672 13,124 29,861 53,089 67,484 70,886: 7,148 3,746
: : :
: : Changes in Commitments from: December 15, 2020 :
: 10,328: 5,271 2,254 679 4,801 8,436 10,751 11,369: -423 -1,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 4.1 27.2 39.0 63.5 91.1 94.8: 8.9 5.2
Old : 100.0: 27.2 7.2 25.1 38.8 62.4 91.2 94.8: 8.8 5.2
Other: 100.0: 32.8 6.3 17.6 40.0 71.1 90.4 95.0: 9.6 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 132 48 87 103 90 274 201:
Old : 323: 134 49 83 100 90 269 198:
Other: 116: 31 22 26 47 30 95 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 : 12.4 29.6 20.2 40.0 8.7 25.7 14.1 34.5
Old : 13.3 28.3 21.3 38.3 9.7 24.8 15.2 33.0
Other: 27.2 38.6 43.7 58.5 26.1 35.0 40.7 52.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 1,316,694: 111,256 267,796 112,134 929,331 772,332 1,152,722 1,152,263: 163,972 164,431
Old : 1,316,694: 111,256 267,796 112,134 929,331 772,332 1,152,722 1,152,263: 163,972 164,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -15,127: 4,763 -33,415 -5,318 -13,015 19,570 -13,570 -19,163: -1,558 4,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 20.3 8.5 70.6 58.7 87.5 87.5: 12.5 12.5
Old : 100.0: 8.4 20.3 8.5 70.6 58.7 87.5 87.5: 12.5 12.5
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 : 196: 31 35 43 99 108 158 158:
Old : 196: 31 35 43 99 108 158 158:
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 21.5 38.7 34.3 24.5 20.4 32.2 31.0
Old : 30.3 21.5 38.7 34.3 24.5 20.4 32.2 31.0
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 21, 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 : 1,020,584: 72,774 322,563 5,554 810,152 558,317 888,480 886,433: 132,105 134,151
Old : 1,020,584: 72,774 322,563 5,554 810,152 558,317 888,480 886,433: 132,105 134,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -7,504: 3,698 7,489 -10,870 7,272 -3,966 100 -7,348: -7,604 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 31.6 0.5 79.4 54.7 87.1 86.9: 12.9 13.1
Old : 100.0: 7.1 31.6 0.5 79.4 54.7 87.1 86.9: 12.9 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 : 134: 13 18 9 76 76 92 100:
Old : 134: 13 18 9 76 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 : 22.3 29.6 34.0 44.3 17.9 28.2 28.1 38.6
Old : 22.3 29.6 34.0 44.3 17.9 28.2 28.1 38.6
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 21, 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 : 511,728: 118,255 11,371 116,371 216,617 352,313 451,244 480,055: 60,485 31,673
Old : 450,680: 114,140 18,628 98,205 183,567 304,242 395,912 421,075: 54,767 29,604
Other: 61,049: 14,164 2,792 8,117 33,050 48,071 55,331 58,980: 5,717 2,069
: : :
: : Changes in Commitments from: December 15, 2020 :
: 19,284: 9,642 -1,486 9,208 -1,996 11,858 16,854 19,580: 2,430 -296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 2.2 22.7 42.3 68.8 88.2 93.8: 11.8 6.2
Old : 100.0: 25.3 4.1 21.8 40.7 67.5 87.8 93.4: 12.2 6.6
Other: 100.0: 23.2 4.6 13.3 54.1 78.7 90.6 96.6: 9.4 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 107 30 82 122 102 264 191:
Old : 282: 104 32 82 120 101 262 189:
Other: 113: 28 10 18 60 32 97 52:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 32.3 15.9 42.7 6.1 27.8 11.1 36.8
Old : 9.7 31.8 16.3 41.9 6.1 27.9 11.0 37.1
Other: 26.7 39.4 40.3 58.1 21.5 37.6 32.9 54.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 10,635: 2,830 699 1,188 4,989 8,156 9,007 10,043: 1,629 592
Old : 10,572: 2,830 699 1,188 4,989 8,122 9,007 10,009: 1,566 563
Other: 63: 0 0 0 0 34 0 34: 63 29
: : :
: : Changes in Commitments from: December 15, 2020 :
: 1,029: 48 88 452 408 583 908 1,123: 121 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 6.6 11.2 46.9 76.7 84.7 94.4: 15.3 5.6
Old : 100.0: 26.8 6.6 11.2 47.2 76.8 85.2 94.7: 14.8 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 54.0 0.0 54.0: 100.0 46.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 13 4 7 11 18 30 28:
Old : 47: 13 4 7 11 18 30 28:
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 : 42.0 46.6 58.6 67.6 42.0 46.6 56.8 66.4
Old : 42.2 46.6 58.9 67.6 42.2 46.6 57.1 66.4
Other: 0.0 54.0 0.0 54.0 0.0 54.0 0.0 54.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 1,895,572: 401,230 561,631 42,629 1,283,503 1,194,864 1,727,361 1,799,124: 168,210 96,448
Old : 1,895,572: 401,230 561,631 42,629 1,283,503 1,194,864 1,727,361 1,799,124: 168,210 96,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 2,321: 20,339 -15,317 -4,470 -18,957 25,301 -3,087 5,514: 5,408 -3,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 29.6 2.2 67.7 63.0 91.1 94.9: 8.9 5.1
Old : 100.0: 21.2 29.6 2.2 67.7 63.0 91.1 94.9: 8.9 5.1
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 : 274: 57 35 27 134 121 204 170:
Old : 274: 57 35 27 134 121 204 170:
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 : 16.2 35.1 25.4 48.1 14.1 29.1 22.4 41.2
Old : 16.2 35.1 25.4 48.1 14.1 29.1 22.4 41.2
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 21, 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 : 3,698,604: 568,223 484,760 288,084 2,467,833 2,508,605 3,324,139 3,281,449: 374,465 417,155
Old : 3,698,604: 568,223 484,760 288,084 2,467,833 2,508,605 3,324,139 3,281,449: 374,465 417,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -13,891: -2,204 -26,845 -1,627 -5,003 2,100 -8,833 -26,372: -5,058 12,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 13.1 7.8 66.7 67.8 89.9 88.7: 10.1 11.3
Old : 100.0: 15.4 13.1 7.8 66.7 67.8 89.9 88.7: 10.1 11.3
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 : 392: 75 78 81 198 188 313 307:
Old : 392: 75 78 81 198 188 313 307:
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 : 14.5 21.1 22.9 28.6 9.9 11.8 17.4 18.8
Old : 14.5 21.1 22.9 28.6 9.9 11.8 17.4 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 998,050: 202,906 58,492 6,199 673,025 723,912 882,130 788,603: 115,920 209,447
Old : 998,050: 202,906 58,492 6,199 673,025 723,912 882,130 788,603: 115,920 209,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 1,038: -4,875 12,030 -4,325 19,424 -10,043 10,224 -2,338: -9,186 3,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 5.9 0.6 67.4 72.5 88.4 79.0: 11.6 21.0
Old : 100.0: 20.3 5.9 0.6 67.4 72.5 88.4 79.0: 11.6 21.0
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 : 121: 15 10 9 72 71 92 85:
Old : 121: 15 10 9 72 71 92 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 : 23.6 27.1 37.9 36.0 23.3 25.7 36.8 33.5
Old : 23.6 27.1 37.9 36.0 23.3 25.7 36.8 33.5
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 21, 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 : 3,312,676: 479,128 707,705 216,358 2,330,407 2,094,989 3,025,893 3,019,052: 286,783 293,624
Old : 3,312,676: 479,128 707,705 216,358 2,330,407 2,094,989 3,025,893 3,019,052: 286,783 293,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -27,059: -19,971 -14,929 -7,778 9,572 2,849 -18,177 -19,858: -8,883 -7,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 21.4 6.5 70.3 63.2 91.3 91.1: 8.7 8.9
Old : 100.0: 14.5 21.4 6.5 70.3 63.2 91.3 91.1: 8.7 8.9
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 : 300: 60 40 41 143 156 220 220:
Old : 300: 60 40 41 143 156 220 220:
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 : 26.4 19.8 37.4 32.1 22.3 19.1 30.0 28.8
Old : 26.4 19.8 37.4 32.1 22.3 19.1 30.0 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 21, 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 : 1,093,704: 279,236 185,986 151,866 641,813 732,170 1,072,915 1,070,022: 20,789 23,682
Old : 1,093,704: 279,236 185,986 151,866 641,813 732,170 1,072,915 1,070,022: 20,789 23,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 19,966: -3,524 -5,596 -1,535 26,004 27,956 20,945 20,825: -979 -859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 17.0 13.9 58.7 66.9 98.1 97.8: 1.9 2.2
Old : 100.0: 25.5 17.0 13.9 58.7 66.9 98.1 97.8: 1.9 2.2
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 : 100: 26 9 26 56 57 89 85:
Old : 100: 26 9 26 56 57 89 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 : 31.3 45.2 44.0 55.6 26.1 41.2 35.3 49.9
Old : 31.3 45.2 44.0 55.6 26.1 41.2 35.3 49.9
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 21, 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 : 40,894: 11,719 18,217 976 20,375 14,993 33,069 34,186: 7,825 6,708
Old : 40,894: 11,719 18,217 976 20,375 14,993 33,069 34,186: 7,825 6,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -12,887: 897 -1,374 -155 -11,704 -10,750 -10,962 -12,280: -1,924 -607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 44.5 2.4 49.8 36.7 80.9 83.6: 19.1 16.4
Old : 100.0: 28.7 44.5 2.4 49.8 36.7 80.9 83.6: 19.1 16.4
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 : 94: 30 18 7 30 25 62 48:
Old : 94: 30 18 7 30 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 : 30.5 52.1 41.4 63.2 29.9 52.1 40.7 62.7
Old : 30.5 52.1 41.4 63.2 29.9 52.1 40.7 62.7
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 21, 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 : 81,788: 23,437 36,434 1,952 40,749 29,987 66,138 68,373: 15,650 13,416
Old : 81,788: 23,437 36,434 1,952 40,749 29,987 66,138 68,373: 15,650 13,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -25,773: 1,795 -2,749 -311 -23,409 -21,501 -21,925 -24,560: -3,848 -1,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 44.5 2.4 49.8 36.7 80.9 83.6: 19.1 16.4
Old : 100.0: 28.7 44.5 2.4 49.8 36.7 80.9 83.6: 19.1 16.4
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 : 94: 30 18 7 30 25 62 48:
Old : 94: 30 18 7 30 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 : 30.5 52.1 41.4 63.2 29.9 52.1 40.7 62.7
Old : 30.5 52.1 41.4 63.2 29.9 52.1 40.7 62.7
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 21, 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 : 23,290: 3,249 444 0 17,719 22,590 20,968 23,034: 2,322 256
Old : 23,290: 3,249 444 0 17,719 22,590 20,968 23,034: 2,322 256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -9,415: 565 408 -384 -9,026 -8,658 -8,845 -8,634: -570 -781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 1.9 0.0 76.1 97.0 90.0 98.9: 10.0 1.1
Old : 100.0: 14.0 1.9 0.0 76.1 97.0 90.0 98.9: 10.0 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: 5 1 0 16 12 21 13:
Old : 29: 5 1 0 16 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 : 44.7 63.4 68.3 92.2 40.9 57.1 62.8 85.0
Old : 44.7 63.4 68.3 92.2 40.9 57.1 62.8 85.0
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 21, 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 : 24,887: 18,358 21,976 50 6,238 2,834 24,646 24,860: 241 27
Old : 24,887: 18,358 21,976 50 6,238 2,834 24,646 24,860: 241 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -9,002: 61 -1,841 -7,175 -1,891 0 -9,005 -9,016: 3 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 88.3 0.2 25.1 11.4 99.0 99.9: 1.0 0.1
Old : 100.0: 73.8 88.3 0.2 25.1 11.4 99.0 99.9: 1.0 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 : 36: 23 9 1 3 2 27 11:
Old : 36: 23 9 1 3 2 27 11:
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 : 58.6 85.3 87.0 99.3 58.6 85.3 86.9 99.1
Old : 58.6 85.3 87.0 99.3 58.6 85.3 86.9 99.1
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 21, 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 : 101,795: 18,851 60,412 21,058 61,871 20,171 101,780 101,641: 15 154
Old : 101,795: 18,851 60,412 21,058 61,871 20,171 101,780 101,641: 15 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 1,066: -117 297 783 400 -16 1,066 1,064: 0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 59.3 20.7 60.8 19.8 100.0 99.8: 0.0 0.2
Old : 100.0: 18.5 59.3 20.7 60.8 19.8 100.0 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 2 3 10 11 17:
Old : 26: 7 6 2 3 10 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 : 86.0 95.7 96.7 97.9 68.7 75.1 77.4 77.2
Old : 86.0 95.7 96.7 97.9 68.7 75.1 77.4 77.2
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 21, 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 : 2,809: 1,020 285 120 1,635 2,239 2,775 2,644: 34 165
Old : 2,809: 1,020 285 120 1,635 2,239 2,775 2,644: 34 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 15: 45 0 0 -30 45 15 45: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 10.1 4.3 58.2 79.7 98.8 94.1: 1.2 5.9
Old : 100.0: 36.3 10.1 4.3 58.2 79.7 98.8 94.1: 1.2 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 : 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 : 79.6 55.7 94.0 79.7 78.0 51.9 89.2 74.4
Old : 79.6 55.7 94.0 79.7 78.0 51.9 89.2 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2020