WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 452,142: 139,986 103,805 111,049 165,356 189,870 416,391 404,724: 35,751 47,418
Old : 256,690: 99,175 76,930 46,096 89,150 112,358 234,421 235,384: 22,269 21,306
Other: 195,452: 70,158 56,222 35,606 76,206 77,512 181,970 169,340: 13,482 26,112
: : :
: : Changes in Commitments from: January 19, 2021 :
: 11,244: -5,859 -2,993 9,141 9,275 4,632 12,557 10,780: -1,313 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 23.0 24.6 36.6 42.0 92.1 89.5: 7.9 10.5
Old : 100.0: 38.6 30.0 18.0 34.7 43.8 91.3 91.7: 8.7 8.3
Other: 100.0: 35.9 28.8 18.2 39.0 39.7 93.1 86.6: 6.9 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 121 90 118 76 121 268 273:
Old : 332: 100 93 85 58 110 208 243:
Other: 266: 93 53 42 59 92 175 168:
:----------------------------------------------------------------------------------------------------
: 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 14.2 26.5 23.0 13.7 8.3 21.8 13.8
Old : 16.3 14.0 28.7 23.8 16.2 10.9 27.1 17.5
Other: 20.9 21.2 32.1 31.8 14.9 13.2 23.4 21.0
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 21,324: 5,156 0 3,794 11,019 16,604 19,969 20,398: 1,355 926
Old : 14,149: 996 0 3,744 9,038 9,967 13,778 13,711: 371 438
Other: 7,175: 4,160 0 50 1,981 6,637 6,191 6,687: 984 488
: : :
: : Changes in Commitments from: January 19, 2021 :
: 3,145: -1,459 -200 2,789 1,995 526 3,325 3,115: -180 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 0.0 17.8 51.7 77.9 93.6 95.7: 6.4 4.3
Old : 100.0: 7.0 0.0 26.5 63.9 70.4 97.4 96.9: 2.6 3.1
Other: 100.0: 58.0 0.0 0.7 27.6 92.5 86.3 93.2: 13.7 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 0 2 12 18 17 20:
Old : 18: 3 0 1 7 13 10 14:
Other: 16: 3 0 1 8 9 11 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 : 65.6 51.7 84.1 72.8 30.6 24.9 37.8 36.4
Old : 77.2 61.6 94.9 88.2 40.8 39.5 49.3 47.2
Other: 69.0 64.3 83.5 87.8 64.8 58.7 70.4 77.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 220,736: 80,334 23,084 38,034 81,405 140,706 199,773 201,824: 20,963 18,912
Old : 147,163: 67,074 27,193 13,691 51,559 96,762 132,324 137,646: 14,839 9,517
Other: 73,573: 29,696 12,327 7,907 29,846 43,944 67,449 64,178: 6,124 9,395
: : :
: : Changes in Commitments from: January 19, 2021 :
: 2,123: -630 2,392 1,534 1,352 -1,092 2,256 2,834: -133 -711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 10.5 17.2 36.9 63.7 90.5 91.4: 9.5 8.6
Old : 100.0: 45.6 18.5 9.3 35.0 65.8 89.9 93.5: 10.1 6.5
Other: 100.0: 40.4 16.8 10.7 40.6 59.7 91.7 87.2: 8.3 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 91 36 58 70 98 183 174:
Old : 244: 77 42 35 56 94 144 161:
Other: 183: 55 24 26 49 75 116 114:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 19.7 26.5 28.4 14.6 18.2 24.1 26.3
Old : 18.5 24.4 32.6 33.0 18.0 23.3 31.7 31.5
Other: 15.6 18.6 28.4 32.7 14.0 16.9 23.3 29.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,923,315: 627,272 79,595 276,798 872,690 1,377,706 1,776,760 1,734,099: 146,555 189,216
Old : 1,553,998: 526,756 128,030 199,504 719,468 1,088,187 1,445,728 1,415,721: 108,270 138,277
Other: 369,317: 169,338 20,387 8,472 153,222 289,519 331,032 318,378: 38,285 50,939
: : :
: : Changes in Commitments from: January 19, 2021 :
: 29,791: -1,039 -20,065 21,384 13,777 29,681 34,122 31,000: -4,331 -1,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 4.1 14.4 45.4 71.6 92.4 90.2: 7.6 9.8
Old : 100.0: 33.9 8.2 12.8 46.3 70.0 93.0 91.1: 7.0 8.9
Other: 100.0: 45.9 5.5 2.3 41.5 78.4 89.6 86.2: 10.4 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 901: 241 114 163 314 435 637 648:
Old : 872: 218 126 145 289 422 592 622:
Other: 606: 100 69 29 135 347 245 440:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 11.5 20.9 19.8 13.4 10.0 19.4 17.3
Old : 17.3 10.9 25.1 19.1 16.4 10.2 23.9 17.2
Other: 21.2 24.7 30.4 33.5 20.9 24.3 29.8 32.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,709: 1,768 29 20 1,267 3,836 3,055 3,885: 1,654 824
Old : 4,127: 1,768 49 0 898 3,444 2,666 3,493: 1,461 634
Other: 582: 20 0 0 369 392 389 392: 193 190
: : :
: : Changes in Commitments from: January 19, 2021 :
: -12: -195 29 20 680 21 505 70: -517 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 0.6 0.4 26.9 81.5 64.9 82.5: 35.1 17.5
Old : 100.0: 42.8 1.2 0.0 21.8 83.5 64.6 84.6: 35.4 15.4
Other: 100.0: 3.4 0.0 0.0 63.4 67.4 66.8 67.4: 33.2 32.6
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 12 1 1 9 10 22 11:
Old : 26: 12 1 0 7 10 19 11:
Other: 11: 1 0 0 6 5 7 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 65.4 42.7 80.4 24.5 56.2 38.5 70.4
Old : 28.9 69.5 47.1 82.4 28.0 59.5 42.4 72.0
Other: 56.5 66.5 66.8 67.4 55.7 66.5 66.0 66.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 934,794: 279,147 42,714 138,923 445,281 676,648 863,351 858,285: 71,443 76,509
Old : 672,767: 212,297 53,991 78,484 328,642 490,540 619,423 623,015: 53,344 49,752
Other: 262,027: 91,016 12,889 36,273 116,639 186,108 243,928 235,270: 18,099 26,757
: : :
: : Changes in Commitments from: January 19, 2021 :
: -7,032: 3,012 -6,734 -2,071 -2,613 3,800 -1,672 -5,005: -5,360 -2,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 4.6 14.9 47.6 72.4 92.4 91.8: 7.6 8.2
Old : 100.0: 31.6 8.0 11.7 48.8 72.9 92.1 92.6: 7.9 7.4
Other: 100.0: 34.7 4.9 13.8 44.5 71.0 93.1 89.8: 6.9 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 623: 218 89 155 186 256 464 458:
Old : 603: 198 105 136 160 243 417 435:
Other: 397: 95 50 32 106 202 214 273:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 16.4 21.4 27.6 11.0 15.8 17.3 26.4
Old : 11.6 20.5 20.5 32.7 10.8 19.9 18.2 31.6
Other: 31.9 22.3 42.3 35.1 29.1 22.2 36.3 34.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 474,837: 149,812 21,992 88,475 192,182 340,248 430,469 450,715: 44,368 24,122
Old : 388,435: 139,989 36,097 58,174 155,671 274,466 353,834 368,737: 34,601 19,698
Other: 86,402: 28,317 4,389 11,807 36,511 65,782 76,635 81,978: 9,767 4,424
: : :
: : Changes in Commitments from: January 19, 2021 :
: 9,059: 10,166 -2,596 27 -970 12,584 9,223 10,015: -164 -956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 4.6 18.6 40.5 71.7 90.7 94.9: 9.3 5.1
Old : 100.0: 36.0 9.3 15.0 40.1 70.7 91.1 94.9: 8.9 5.1
Other: 100.0: 32.8 5.1 13.7 42.3 76.1 88.7 94.9: 11.3 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 122 35 81 100 88 259 184:
Old : 302: 126 37 74 94 84 244 179:
Other: 123: 38 17 16 52 31 102 53:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 32.7 17.9 43.9 9.8 31.5 15.6 41.7
Old : 11.2 32.6 19.0 43.2 11.0 32.2 18.1 41.1
Other: 23.4 39.7 38.2 56.9 21.8 37.8 34.0 54.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,169,156: 114,965 312,416 21,670 877,494 663,179 1,014,129 997,265: 155,027 171,891
Old : 1,169,156: 114,965 312,416 21,670 877,494 663,179 1,014,129 997,265: 155,027 171,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 11,715: 10,217 8,645 -5,055 11,349 10,608 16,511 14,198: -4,796 -2,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 26.7 1.9 75.1 56.7 86.7 85.3: 13.3 14.7
Old : 100.0: 9.8 26.7 1.9 75.1 56.7 86.7 85.3: 13.3 14.7
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 : 181: 26 33 20 76 94 112 137:
Old : 181: 26 33 20 76 94 112 137:
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 : 34.5 21.3 43.9 33.3 29.0 19.8 38.0 31.1
Old : 34.5 21.3 43.9 33.3 29.0 19.8 38.0 31.1
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 - Futures Only, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,082,808: 110,337 319,262 6,233 830,670 615,166 947,240 940,661: 135,568 142,147
Old : 1,082,808: 110,337 319,262 6,233 830,670 615,166 947,240 940,661: 135,568 142,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 8,076: 8,996 -2,097 1,013 -1,135 11,444 8,874 10,360: -798 -2,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 29.5 0.6 76.7 56.8 87.5 86.9: 12.5 13.1
Old : 100.0: 10.2 29.5 0.6 76.7 56.8 87.5 86.9: 12.5 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 : 141: 15 18 11 79 82 98 107:
Old : 141: 15 18 11 79 82 98 107:
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 : 23.3 28.5 35.1 42.9 19.4 27.1 29.7 37.3
Old : 23.3 28.5 35.1 42.9 19.4 27.1 29.7 37.3
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 - Futures Only, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 407,148: 113,219 13,649 50,993 190,949 316,349 355,161 380,991: 51,987 26,157
Old : 330,706: 101,200 20,480 35,484 149,118 251,752 285,802 307,716: 44,904 22,990
Other: 76,442: 21,976 3,126 5,552 41,831 64,597 69,359 73,275: 7,083 3,167
: : :
: : Changes in Commitments from: January 19, 2021 :
: -2,495: -4,499 -893 -1,852 3,259 -2,855 -3,092 -5,600: 597 3,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 3.4 12.5 46.9 77.7 87.2 93.6: 12.8 6.4
Old : 100.0: 30.6 6.2 10.7 45.1 76.1 86.4 93.0: 13.6 7.0
Other: 100.0: 28.7 4.1 7.3 54.7 84.5 90.7 95.9: 9.3 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 103 27 61 110 87 233 162:
Old : 263: 102 30 61 103 82 226 157:
Other: 114: 33 8 10 58 34 95 48:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.1 35.1 16.0 47.1 8.0 31.3 14.2 42.5
Old : 8.5 35.4 15.8 48.9 8.2 34.3 15.3 46.7
Other: 27.3 37.5 38.6 56.4 22.0 36.4 31.7 55.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,171: 3,536 1,247 29 4,340 8,324 7,905 9,600: 2,266 571
Old : 9,923: 3,536 1,250 26 4,222 8,084 7,784 9,360: 2,139 563
Other: 248: 3 0 0 118 240 121 240: 127 8
: : :
: : Changes in Commitments from: January 19, 2021 :
: -40: 267 -2 8 -465 -182 -190 -176: 150 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 12.3 0.3 42.7 81.8 77.7 94.4: 22.3 5.6
Old : 100.0: 35.6 12.6 0.3 42.5 81.5 78.4 94.3: 21.6 5.7
Other: 100.0: 1.2 0.0 0.0 47.6 96.8 48.8 96.8: 51.2 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 17 8 5 9 13 31 21:
Old : 44: 17 8 5 8 13 30 21:
Other: 7: 1 0 0 3 3 4 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 : 42.2 54.7 59.8 75.1 42.2 54.3 59.8 74.7
Old : 43.1 54.0 60.4 74.7 43.1 54.0 60.4 74.7
Other: 48.8 96.8 48.8 96.8 48.8 96.8 48.8 96.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,124,684: 489,214 725,443 21,270 1,445,035 1,278,208 1,955,519 2,024,921: 169,165 99,763
Old : 2,124,684: 489,214 725,443 21,270 1,445,035 1,278,208 1,955,519 2,024,921: 169,165 99,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 152,720: 92,597 43,521 595 63,444 109,030 156,636 153,146: -3,916 -426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 34.1 1.0 68.0 60.2 92.0 95.3: 8.0 4.7
Old : 100.0: 23.0 34.1 1.0 68.0 60.2 92.0 95.3: 8.0 4.7
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 : 290: 67 27 21 142 135 216 176:
Old : 290: 67 27 21 142 135 216 176:
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 : 18.6 33.0 28.4 48.4 16.7 30.6 25.2 43.0
Old : 18.6 33.0 28.4 48.4 16.7 30.6 25.2 43.0
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 - Futures Only, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,447,076: 641,524 604,646 66,392 2,391,125 2,300,061 3,099,041 2,971,099: 348,035 475,977
Old : 3,447,076: 641,524 604,646 66,392 2,391,125 2,300,061 3,099,041 2,971,099: 348,035 475,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 77,839: 8,162 17,860 -36,682 100,648 84,552 72,128 65,730: 5,711 12,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 17.5 1.9 69.4 66.7 89.9 86.2: 10.1 13.8
Old : 100.0: 18.6 17.5 1.9 69.4 66.7 89.9 86.2: 10.1 13.8
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 : 387: 63 81 33 175 179 254 277:
Old : 387: 63 81 33 175 179 254 277:
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 : 16.3 23.0 25.5 33.3 10.9 14.5 18.7 22.7
Old : 16.3 23.0 25.5 33.3 10.9 14.5 18.7 22.7
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 - Futures Only, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,099,499: 190,047 73,536 7,603 791,515 800,299 989,165 881,438: 110,334 218,061
Old : 1,099,499: 190,047 73,536 7,603 791,515 800,299 989,165 881,438: 110,334 218,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 43,065: 2,039 10,312 608 49,152 33,985 51,799 44,905: -8,734 -1,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 6.7 0.7 72.0 72.8 90.0 80.2: 10.0 19.8
Old : 100.0: 17.3 6.7 0.7 72.0 72.8 90.0 80.2: 10.0 19.8
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 : 128: 15 11 9 71 78 91 93:
Old : 128: 15 11 9 71 78 91 93:
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 : 26.9 27.1 41.2 36.4 25.9 26.3 39.8 33.8
Old : 26.9 27.1 41.2 36.4 25.9 26.3 39.8 33.8
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 - Futures Only, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,369,438: 639,692 738,814 71,834 2,349,599 2,254,440 3,061,125 3,065,088: 308,313 304,350
Old : 3,369,438: 639,692 738,814 71,834 2,349,599 2,254,440 3,061,125 3,065,088: 308,313 304,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 140,878: 126,484 -12,415 -4,715 -955 172,134 120,814 155,004: 20,064 -14,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 21.9 2.1 69.7 66.9 90.8 91.0: 9.2 9.0
Old : 100.0: 19.0 21.9 2.1 69.7 66.9 90.8 91.0: 9.2 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 : 301: 54 41 25 134 156 198 212:
Old : 301: 54 41 25 134 156 198 212:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 22.8 39.4 34.5 22.6 22.8 32.0 32.0
Old : 25.4 22.8 39.4 34.5 22.6 22.8 32.0 32.0
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 - Futures Only, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,105,010: 181,124 209,274 183,602 723,613 687,954 1,088,339 1,080,830: 16,671 24,180
Old : 1,105,010: 181,124 209,274 183,602 723,613 687,954 1,088,339 1,080,830: 16,671 24,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 43,522: -26,440 22,933 16,412 53,628 5,960 43,600 45,305: -78 -1,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 18.9 16.6 65.5 62.3 98.5 97.8: 1.5 2.2
Old : 100.0: 16.4 18.9 16.6 65.5 62.3 98.5 97.8: 1.5 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 : 101: 24 15 31 54 57 90 91:
Old : 101: 24 15 31 54 57 90 91:
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 : 27.3 38.7 41.4 49.6 24.5 31.8 34.3 39.9
Old : 27.3 38.7 41.4 49.6 24.5 31.8 34.3 39.9
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 - Futures Only, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,757: 11,463 19,124 1,388 23,821 18,477 36,671 38,988: 8,086 5,769
Old : 44,757: 11,463 19,124 1,388 23,821 18,477 36,671 38,988: 8,086 5,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 1,443: 330 1,132 423 1,074 -408 1,827 1,147: -384 296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 42.7 3.1 53.2 41.3 81.9 87.1: 18.1 12.9
Old : 100.0: 25.6 42.7 3.1 53.2 41.3 81.9 87.1: 18.1 12.9
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 : 103: 35 17 9 32 27 69 51:
Old : 103: 35 17 9 32 27 69 51:
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 : 28.5 46.8 40.9 60.2 28.3 46.8 40.6 59.1
Old : 28.5 46.8 40.9 60.2 28.3 46.8 40.6 59.1
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 - Futures Only, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 89,513: 22,925 38,247 2,775 47,641 36,953 73,341 77,975: 16,172 11,538
Old : 89,513: 22,925 38,247 2,775 47,641 36,953 73,341 77,975: 16,172 11,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 2,885: 660 2,263 845 2,148 -815 3,653 2,293: -768 592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 42.7 3.1 53.2 41.3 81.9 87.1: 18.1 12.9
Old : 100.0: 25.6 42.7 3.1 53.2 41.3 81.9 87.1: 18.1 12.9
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 : 103: 35 17 9 32 27 69 51:
Old : 103: 35 17 9 32 27 69 51:
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 : 28.5 46.8 40.9 60.2 28.3 46.8 40.6 59.1
Old : 28.5 46.8 40.9 60.2 28.3 46.8 40.6 59.1
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 - Futures Only, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,263: 3,127 444 0 19,489 24,420 22,616 24,864: 2,647 399
Old : 25,263: 3,127 444 0 19,489 24,420 22,616 24,864: 2,647 399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -1,528: 734 0 0 -2,523 -1,505 -1,789 -1,505: 261 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 1.8 0.0 77.1 96.7 89.5 98.4: 10.5 1.6
Old : 100.0: 12.4 1.8 0.0 77.1 96.7 89.5 98.4: 10.5 1.6
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 : 27: 5 1 0 15 10 20 11:
Old : 27: 5 1 0 15 10 20 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 : 45.1 63.8 69.1 93.6 41.7 59.5 63.7 85.9
Old : 45.1 63.8 69.1 93.6 41.7 59.5 63.7 85.9
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 - Futures Only, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 40,230: 19,004 36,920 70 20,817 3,176 39,891 40,166: 339 64
Old : 40,230: 19,004 36,920 70 20,817 3,176 39,891 40,166: 339 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 1,029: 914 1,028 10 47 0 971 1,038: 58 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 91.8 0.2 51.7 7.9 99.2 99.8: 0.8 0.2
Old : 100.0: 47.2 91.8 0.2 51.7 7.9 99.2 99.8: 0.8 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 : 43: 26 11 1 5 2 32 13:
Old : 43: 26 11 1 5 2 32 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 : 66.2 82.5 83.5 93.6 66.2 82.5 82.6 93.6
Old : 66.2 82.5 83.5 93.6 66.2 82.5 82.6 93.6
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 - Futures Only, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 131,584: 25,135 54,229 48,463 57,985 28,814 131,583 131,506: 1 78
Old : 131,584: 25,135 54,229 48,463 57,985 28,814 131,583 131,506: 1 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 4,666: 712 -2,525 4,474 -521 2,716 4,665 4,665: 1 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 41.2 36.8 44.1 21.9 100.0 99.9: 0.0 0.1
Old : 100.0: 19.1 41.2 36.8 44.1 21.9 100.0 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 : 29: 9 7 1 3 10 13 17:
Old : 29: 9 7 1 3 10 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 : 85.4 95.3 95.4 98.3 51.6 58.5 60.4 61.4
Old : 85.4 95.3 95.4 98.3 51.6 58.5 60.4 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 29, 2021