WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 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 : 565,737: 126,551 89,718 207,474 193,570 217,567 527,595 514,759: 38,142 50,978
Old : 314,053: 88,416 73,221 100,224 101,824 117,772 290,465 291,217: 23,588 22,835
Other: 251,684: 71,165 49,527 74,220 91,746 99,795 237,131 223,542: 14,554 28,142
: : :
: : Changes in Commitments from: January 26, 2021 :
: -2,732: -4,135 -860 2,711 -861 -4,732 -2,286 -2,882: -446 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 15.9 36.7 34.2 38.5 93.3 91.0: 6.7 9.0
Old : 100.0: 28.2 23.3 31.9 32.4 37.5 92.5 92.7: 7.5 7.3
Other: 100.0: 28.3 19.7 29.5 36.5 39.7 94.2 88.8: 5.8 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 120 112 139 91 125 299 304:
Old : 346: 99 109 106 75 117 240 273:
Other: 279: 99 57 56 73 96 201 187:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 12.4 23.7 20.7 11.4 6.3 17.7 10.8
Old : 13.6 12.8 24.0 21.2 13.4 8.8 21.9 13.7
Other: 18.7 17.9 28.5 28.5 11.9 11.0 18.8 17.9
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 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 : 21,549: 5,506 230 4,074 10,532 16,296 20,112 20,600: 1,437 949
Old : 13,680: 686 0 4,074 8,471 9,087 13,231 13,161: 449 519
Other: 7,869: 4,820 230 0 2,061 7,209 6,881 7,439: 988 430
: : :
: : Changes in Commitments from: January 26, 2021 :
: 225: 350 230 280 -487 -308 143 202: 82 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 1.1 18.9 48.9 75.6 93.3 95.6: 6.7 4.4
Old : 100.0: 5.0 0.0 29.8 61.9 66.4 96.7 96.2: 3.3 3.8
Other: 100.0: 61.3 2.9 0.0 26.2 91.6 87.4 94.5: 12.6 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 6 1 1 12 17 18 19:
Old : 18: 3 0 1 8 12 11 13:
Other: 18: 4 1 0 8 10 12 11:
:----------------------------------------------------------------------------------------------------
: 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 : 62.1 53.2 82.4 72.8 28.1 22.7 34.5 33.3
Old : 74.5 66.1 94.2 88.7 36.9 35.8 43.4 42.7
Other: 66.8 61.8 81.5 84.5 64.9 58.6 72.2 77.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 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 : 243,413: 77,373 25,736 53,286 90,106 142,874 220,765 221,896: 22,648 21,517
Old : 157,660: 66,063 29,715 19,957 56,316 96,939 142,336 146,611: 15,324 11,049
Other: 85,752: 30,338 15,050 14,300 33,790 45,935 78,428 75,285: 7,324 10,467
: : :
: : Changes in Commitments from: January 26, 2021 :
: 1,990: -859 3,244 546 2,102 -2,742 1,788 1,047: 201 943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 10.6 21.9 37.0 58.7 90.7 91.2: 9.3 8.8
Old : 100.0: 41.9 18.8 12.7 35.7 61.5 90.3 93.0: 9.7 7.0
Other: 100.0: 35.4 17.6 16.7 39.4 53.6 91.5 87.8: 8.5 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 88 38 61 84 102 196 182:
Old : 239: 71 44 41 72 97 158 168:
Other: 190: 54 29 27 55 81 124 124:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 18.3 24.5 27.0 13.3 17.1 22.5 24.8
Old : 17.6 23.0 31.2 32.2 17.3 22.4 30.6 29.7
Other: 14.3 17.9 25.5 30.0 11.3 15.6 19.9 25.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 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 : 2,639,800: 585,482 72,266 720,010 1,106,519 1,602,494 2,412,012 2,394,770: 227,788 245,029
Old : 2,078,539: 471,059 127,883 545,940 893,644 1,232,693 1,910,643 1,906,515: 167,896 172,023
Other: 561,261: 182,346 12,305 106,148 212,875 369,802 501,369 488,255: 59,892 73,006
: : :
: : Changes in Commitments from: January 26, 2021 :
: 64,935: -25,219 -5,450 35,485 39,287 31,198 49,553 61,234: 15,382 3,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 2.7 27.3 41.9 60.7 91.4 90.7: 8.6 9.3
Old : 100.0: 22.7 6.2 26.3 43.0 59.3 91.9 91.7: 8.1 8.3
Other: 100.0: 32.5 2.2 18.9 37.9 65.9 89.3 87.0: 10.7 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 964: 267 129 227 416 493 778 767:
Old : 938: 239 146 210 386 481 731 742:
Other: 646: 118 74 77 223 379 369 503:
:----------------------------------------------------------------------------------------------------
: 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 10.6 19.5 18.3 9.8 7.1 13.6 12.6
Old : 14.4 10.2 21.2 17.5 12.6 8.1 17.6 13.4
Other: 16.2 19.0 27.4 28.2 14.1 16.3 23.5 23.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 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 : 4,737: 1,646 27 34 1,263 3,716 2,944 3,778: 1,793 960
Old : 4,103: 1,646 34 9 891 3,292 2,546 3,335: 1,556 767
Other: 635: 7 0 18 373 424 398 442: 237 192
: : :
: : Changes in Commitments from: January 26, 2021 :
: -54: -122 -13 5 -55 -151 -172 -160: 118 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 0.6 0.7 26.7 78.5 62.1 79.7: 37.9 20.3
Old : 100.0: 40.1 0.8 0.2 21.7 80.2 62.1 81.3: 37.9 18.7
Other: 100.0: 1.1 0.0 2.9 58.7 66.9 62.6 69.7: 37.4 30.3
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 11 1 1 9 9 21 10:
Old : 25: 11 1 1 9 9 21 10:
Other: 10: 1 0 1 5 6 6 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 64.4 40.3 78.5 23.4 55.0 36.5 67.4
Old : 27.9 69.4 45.6 80.7 27.1 59.0 39.9 68.9
Other: 56.7 63.9 62.6 69.7 54.6 61.3 55.7 62.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 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 : 1,311,283: 244,866 38,334 428,491 546,402 753,353 1,219,759 1,220,178: 91,524 91,105
Old : 951,860: 194,423 50,084 304,442 384,777 539,426 883,643 893,953: 68,218 57,908
Other: 359,423: 74,448 12,255 100,044 161,625 213,927 336,116 326,226: 23,306 33,197
: : :
: : Changes in Commitments from: January 26, 2021 :
: -4,411: -2,288 -2,665 7,578 -12,018 -10,231 -6,728 -5,319: 2,317 908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 2.9 32.7 41.7 57.5 93.0 93.1: 7.0 6.9
Old : 100.0: 20.4 5.3 32.0 40.4 56.7 92.8 93.9: 7.2 6.1
Other: 100.0: 20.7 3.4 27.8 45.0 59.5 93.5 90.8: 6.5 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 667: 250 96 205 230 279 546 523:
Old : 649: 225 112 185 211 270 503 504:
Other: 418: 105 51 71 134 216 265 312:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 14.2 23.4 23.3 7.9 9.7 12.1 16.2
Old : 13.3 15.9 22.4 26.0 7.3 11.6 12.0 18.1
Other: 26.9 17.7 37.4 29.8 21.1 16.2 26.2 26.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 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 : 581,377: 143,575 23,841 157,795 235,749 376,703 537,118 558,339: 44,259 23,039
Old : 483,292: 133,087 36,474 122,813 192,473 305,183 448,372 464,470: 34,920 18,822
Other: 98,085: 28,033 4,912 17,437 43,276 71,520 88,746 93,869: 9,339 4,217
: : :
: : Changes in Commitments from: January 26, 2021 :
: 6,083: -1,257 2,618 3,080 5,637 2,187 7,460 7,885: -1,376 -1,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 4.1 27.1 40.6 64.8 92.4 96.0: 7.6 4.0
Old : 100.0: 27.5 7.5 25.4 39.8 63.1 92.8 96.1: 7.2 3.9
Other: 100.0: 28.6 5.0 17.8 44.1 72.9 90.5 95.7: 9.5 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 131 46 87 108 105 273 212:
Old : 318: 132 46 82 104 101 263 205:
Other: 135: 38 22 27 58 35 114 67:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.0 28.7 20.6 39.5 8.5 25.7 13.7 33.2
Old : 14.0 28.2 22.5 38.5 9.6 26.0 15.6 32.3
Other: 21.2 38.0 34.5 53.7 19.8 34.5 31.9 49.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 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 : 1,332,365: 103,893 312,233 99,921 964,531 726,505 1,168,345 1,138,659: 164,019 193,706
Old : 1,332,365: 103,893 312,233 99,921 964,531 726,505 1,168,345 1,138,659: 164,019 193,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2021 :
: 59,059: -12,282 10,013 24,621 46,395 13,466 58,735 48,100: 324 10,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 23.4 7.5 72.4 54.5 87.7 85.5: 12.3 14.5
Old : 100.0: 7.8 23.4 7.5 72.4 54.5 87.7 85.5: 12.3 14.5
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 : 201: 25 44 41 103 104 159 158:
Old : 201: 25 44 41 103 104 159 158:
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 : 30.7 19.0 39.6 30.7 25.3 17.5 33.1 26.9
Old : 30.7 19.0 39.6 30.7 25.3 17.5 33.1 26.9
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, February 02, 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 : 1,093,191: 105,819 317,691 6,590 844,873 618,828 957,282 943,109: 135,909 150,082
Old : 1,093,191: 105,819 317,691 6,590 844,873 618,828 957,282 943,109: 135,909 150,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2021 :
: 10,355: -4,518 -1,571 357 14,201 3,662 10,040 2,448: 315 7,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 29.1 0.6 77.3 56.6 87.6 86.3: 12.4 13.7
Old : 100.0: 9.7 29.1 0.6 77.3 56.6 87.6 86.3: 12.4 13.7
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 : 145: 17 19 10 81 81 102 106:
Old : 145: 17 19 10 81 81 102 106:
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 : 23.2 28.9 34.7 43.4 19.4 27.3 29.7 37.4
Old : 23.2 28.9 34.7 43.4 19.4 27.3 29.7 37.4
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, February 02, 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 : 483,991: 98,334 12,439 108,659 213,456 330,809 420,449 451,907: 63,542 32,084
Old : 395,993: 92,318 20,749 83,886 166,589 263,128 342,794 367,764: 53,200 28,230
Other: 87,998: 17,265 2,938 13,524 46,866 67,681 77,655 84,144: 10,343 3,854
: : :
: : Changes in Commitments from: January 26, 2021 :
: 607: -6,441 63 1,456 1,411 -3,644 -3,574 -2,125: 4,181 2,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 2.6 22.5 44.1 68.4 86.9 93.4: 13.1 6.6
Old : 100.0: 23.3 5.2 21.2 42.1 66.4 86.6 92.9: 13.4 7.1
Other: 100.0: 19.6 3.3 15.4 53.3 76.9 88.2 95.6: 11.8 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 100 29 77 120 107 248 192:
Old : 265: 101 28 75 113 102 240 185:
Other: 123: 26 11 20 73 42 109 64:
:----------------------------------------------------------------------------------------------------
: 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 : 9.4 29.7 16.4 40.2 5.8 25.9 10.9 35.2
Old : 9.5 29.7 16.4 40.5 6.2 28.3 11.5 37.9
Other: 23.3 32.7 35.1 49.6 19.0 30.6 28.0 46.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 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 : 10,511: 3,704 1,226 182 4,245 8,473 8,131 9,881: 2,380 630
Old : 10,251: 3,704 1,226 182 4,124 8,222 8,010 9,630: 2,241 621
Other: 260: 0 0 0 121 251 121 251: 139 9
: : :
: : Changes in Commitments from: January 26, 2021 :
: 201: 205 0 88 -150 74 143 162: 58 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 11.7 1.7 40.4 80.6 77.4 94.0: 22.6 6.0
Old : 100.0: 36.1 12.0 1.8 40.2 80.2 78.1 93.9: 21.9 6.1
Other: 100.0: 0.0 0.0 0.0 46.5 96.5 46.5 96.5: 53.5 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 20 7 6 10 13 34 23:
Old : 47: 20 7 6 9 13 33 23:
Other: 7: 0 0 0 3 4 3 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 : 40.5 54.6 58.1 73.2 40.5 54.5 58.1 72.9
Old : 41.4 54.0 58.5 72.7 41.4 54.0 58.5 72.5
Other: 46.5 96.5 46.5 96.5 46.5 96.5 46.5 96.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 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 : 2,174,828: 472,975 684,096 35,244 1,500,152 1,352,276 2,008,370 2,071,615: 166,457 103,212
Old : 2,174,828: 472,975 684,096 35,244 1,500,152 1,352,276 2,008,370 2,071,615: 166,457 103,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2021 :
: 47,053: -16,631 -42,616 12,897 53,909 74,066 50,175 44,347: -3,122 2,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 31.5 1.6 69.0 62.2 92.3 95.3: 7.7 4.7
Old : 100.0: 21.7 31.5 1.6 69.0 62.2 92.3 95.3: 7.7 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 : 295: 66 29 27 148 133 224 179:
Old : 295: 66 29 27 148 133 224 179:
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 : 19.2 33.1 28.4 48.6 17.5 31.3 25.2 43.6
Old : 19.2 33.1 28.4 48.6 17.5 31.3 25.2 43.6
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, February 02, 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 : 4,362,435: 728,237 577,980 491,602 2,779,191 2,787,806 3,999,029 3,857,388: 363,405 505,047
Old : 4,362,435: 728,237 577,980 491,602 2,779,191 2,787,806 3,999,029 3,857,388: 363,405 505,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2021 :
: 324,823: 94,761 46,933 134,433 100,041 141,138 329,235 322,504: -4,413 2,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 13.2 11.3 63.7 63.9 91.7 88.4: 8.3 11.6
Old : 100.0: 16.7 13.2 11.3 63.7 63.9 91.7 88.4: 8.3 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 420: 68 86 91 220 210 338 337:
Old : 420: 68 86 91 220 210 338 337:
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 : 13.3 18.0 21.0 27.3 8.5 10.7 14.8 17.1
Old : 13.3 18.0 21.0 27.3 8.5 10.7 14.8 17.1
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, February 02, 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 : 1,166,311: 208,360 77,958 9,722 835,298 851,891 1,053,380 939,571: 112,931 226,740
Old : 1,166,311: 208,360 77,958 9,722 835,298 851,891 1,053,380 939,571: 112,931 226,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2021 :
: 66,812: 18,313 4,422 2,119 43,783 51,592 64,215 58,133: 2,597 8,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 6.7 0.8 71.6 73.0 90.3 80.6: 9.7 19.4
Old : 100.0: 17.9 6.7 0.8 71.6 73.0 90.3 80.6: 9.7 19.4
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 : 137: 15 13 12 71 86 93 104:
Old : 137: 15 13 12 71 86 93 104:
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 : 27.1 25.8 40.7 34.4 26.7 24.7 39.3 31.3
Old : 27.1 25.8 40.7 34.4 26.7 24.7 39.3 31.3
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, February 02, 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 : 3,727,981: 720,558 806,729 204,414 2,515,202 2,410,459 3,440,173 3,421,602: 287,808 306,379
Old : 3,727,981: 720,558 806,729 204,414 2,515,202 2,410,459 3,440,173 3,421,602: 287,808 306,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2021 :
: 214,545: 81,409 93,314 49,018 110,118 77,728 240,546 220,060: -26,000 -5,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 21.6 5.5 67.5 64.7 92.3 91.8: 7.7 8.2
Old : 100.0: 19.3 21.6 5.5 67.5 64.7 92.3 91.8: 7.7 8.2
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 : 314: 57 47 42 150 162 227 231:
Old : 314: 57 47 42 150 162 227 231:
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 : 25.3 22.2 38.6 34.3 22.6 21.9 31.7 31.4
Old : 25.3 22.2 38.6 34.3 22.6 21.9 31.7 31.4
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, February 02, 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 : 1,053,727: 116,801 221,904 192,753 725,770 613,555 1,035,324 1,028,212: 18,403 25,515
Old : 1,053,727: 116,801 221,904 192,753 725,770 613,555 1,035,324 1,028,212: 18,403 25,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2021 :
: -51,283: -64,323 12,630 9,151 2,157 -74,399 -53,015 -52,618: 1,732 1,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 21.1 18.3 68.9 58.2 98.3 97.6: 1.7 2.4
Old : 100.0: 11.1 21.1 18.3 68.9 58.2 98.3 97.6: 1.7 2.4
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 : 95: 17 22 31 51 52 86 87:
Old : 95: 17 22 31 51 52 86 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 38.0 40.1 49.9 21.1 28.4 29.7 34.2
Old : 26.6 38.0 40.1 49.9 21.1 28.4 29.7 34.2
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, February 02, 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 : 50,064: 16,689 19,524 1,091 22,809 23,151 40,589 43,767: 9,475 6,297
Old : 50,064: 16,689 19,524 1,091 22,809 23,151 40,589 43,767: 9,475 6,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2021 :
: 5,155: 5,199 400 -331 -1,027 4,662 3,841 4,730: 1,314 424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 39.0 2.2 45.6 46.2 81.1 87.4: 18.9 12.6
Old : 100.0: 33.3 39.0 2.2 45.6 46.2 81.1 87.4: 18.9 12.6
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 : 96: 29 18 9 34 26 69 47:
Old : 96: 29 18 9 34 26 69 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 46.5 44.4 60.4 33.8 45.7 44.3 58.8
Old : 33.8 46.5 44.4 60.4 33.8 45.7 44.3 58.8
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, February 02, 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 : 100,128: 33,379 39,048 2,182 45,617 46,303 81,178 87,534: 18,950 12,594
Old : 100,128: 33,379 39,048 2,182 45,617 46,303 81,178 87,534: 18,950 12,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2021 :
: 10,309: 10,397 800 -663 -2,053 9,323 7,681 9,461: 2,628 848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 39.0 2.2 45.6 46.2 81.1 87.4: 18.9 12.6
Old : 100.0: 33.3 39.0 2.2 45.6 46.2 81.1 87.4: 18.9 12.6
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 : 96: 29 18 9 34 26 69 47:
Old : 96: 29 18 9 34 26 69 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 46.5 44.4 60.4 33.8 45.7 44.3 58.8
Old : 33.8 46.5 44.4 60.4 33.8 45.7 44.3 58.8
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, February 02, 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 : 24,064: 3,010 444 0 18,618 23,456 21,628 23,900: 2,436 164
Old : 24,064: 3,010 444 0 18,618 23,456 21,628 23,900: 2,436 164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2021 :
: -1,199: -117 0 0 -871 -964 -988 -964: -211 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 1.8 0.0 77.4 97.5 89.9 99.3: 10.1 0.7
Old : 100.0: 12.5 1.8 0.0 77.4 97.5 89.9 99.3: 10.1 0.7
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 : 30: 6 1 0 17 10 23 11:
Old : 30: 6 1 0 17 10 23 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 : 45.2 70.4 67.8 94.5 41.7 68.2 61.3 86.3
Old : 45.2 70.4 67.8 94.5 41.7 68.2 61.3 86.3
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, February 02, 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 : 42,607: 19,041 39,656 53 23,193 2,811 42,287 42,520: 320 87
Old : 42,607: 19,041 39,656 53 23,193 2,811 42,287 42,520: 320 87
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2021 :
: 2,377: 37 2,736 -17 2,376 -365 2,396 2,354: -19 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 93.1 0.1 54.4 6.6 99.2 99.8: 0.8 0.2
Old : 100.0: 44.7 93.1 0.1 54.4 6.6 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 : 44: 28 11 2 4 1 34 12:
Old : 44: 28 11 2 4 1 34 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 81.4 87.4 94.0 68.6 81.4 87.4 94.0
Old : 68.6 81.4 87.4 94.0 68.6 81.4 87.4 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 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 : 134,887: 26,011 51,598 54,204 54,671 28,998 134,886 134,800: 1 87
Old : 134,887: 26,011 51,598 54,204 54,671 28,998 134,886 134,800: 1 87
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2021 :
: 3,303: 876 -2,631 5,741 -3,314 184 3,303 3,294: 0 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 38.3 40.2 40.5 21.5 100.0 99.9: 0.0 0.1
Old : 100.0: 19.3 38.3 40.2 40.5 21.5 100.0 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 : 30: 9 7 1 3 11 13 18:
Old : 30: 9 7 1 3 11 13 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.9 95.4 95.3 98.3 48.2 55.2 57.0 58.2
Old : 84.9 95.4 95.3 98.3 48.2 55.2 57.0 58.2
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, February 02, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,160: 895 100 90 1,115 1,860 2,100 2,050: 60 110
Old : 2,160: 895 100 90 1,115 1,860 2,100 2,050: 60 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2021 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 4.6 4.2 51.6 86.1 97.2 94.9: 2.8 5.1
Old : 100.0: 41.4 4.6 4.2 51.6 86.1 97.2 94.9: 2.8 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 : 20: 6 3 2 6 8 13 13:
Old : 20: 6 3 2 6 8 13 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 : 71.3 72.7 88.2 86.3 71.3 70.6 83.6 81.5
Old : 71.3 72.7 88.2 86.3 71.3 70.6 83.6 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 05, 2021