WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 561,553: 125,441 89,128 206,985 189,829 214,313 522,256 510,427: 39,297 51,126
Old : 291,711: 89,658 82,009 80,663 98,139 108,032 268,460 270,704: 23,251 21,007
Other: 269,842: 85,598 56,934 76,507 91,691 106,282 253,796 239,723: 16,046 30,119
: : :
: : Changes in Commitments from: February 9, 2021 :
: 3,645: 3,750 -13 -596 1,338 3,835 4,493 3,225: -848 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 15.9 36.9 33.8 38.2 93.0 90.9: 7.0 9.1
Old : 100.0: 30.7 28.1 27.7 33.6 37.0 92.0 92.8: 8.0 7.2
Other: 100.0: 31.7 21.1 28.4 34.0 39.4 94.1 88.8: 5.9 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 114 106 134 93 123 288 293:
Old : 333: 83 115 89 70 111 212 260:
Other: 279: 100 51 59 75 97 207 182:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 13.1 24.2 20.0 11.9 7.0 18.4 11.3
Old : 16.0 12.7 28.1 21.4 15.7 10.1 26.0 15.9
Other: 17.9 18.1 27.2 29.1 11.5 11.7 19.3 19.4
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 15,831: 6,127 4,076 0 8,632 10,904 14,759 14,980: 1,072 851
Old : 6,065: 466 631 0 5,319 4,806 5,785 5,437: 280 628
Other: 9,766: 5,661 3,445 0 3,313 6,098 8,974 9,543: 792 223
: : :
: : Changes in Commitments from: February 9, 2021 :
: 1,540: 2,350 2,872 -787 212 -827 1,775 1,258: -235 282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 25.7 0.0 54.5 68.9 93.2 94.6: 6.8 5.4
Old : 100.0: 7.7 10.4 0.0 87.7 79.2 95.4 89.6: 4.6 10.4
Other: 100.0: 58.0 35.3 0.0 33.9 62.4 91.9 97.7: 8.1 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 7 2 0 11 17 18 19:
Old : 17: 3 1 0 6 11 9 12:
Other: 24: 7 2 0 10 11 17 13:
:----------------------------------------------------------------------------------------------------
: 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 : 57.5 53.5 77.8 75.6 46.2 44.2 59.3 58.4
Old : 85.2 68.4 95.4 84.3 81.5 65.9 89.2 81.8
Other: 57.3 66.8 78.1 87.7 56.1 60.7 69.7 79.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 251,963: 75,087 22,885 63,210 89,084 143,485 227,381 229,581: 24,582 22,382
Old : 153,802: 67,061 32,547 16,787 54,708 93,727 138,556 143,061: 15,245 10,741
Other: 98,161: 35,504 17,816 18,945 34,375 49,759 88,825 86,520: 9,336 11,641
: : :
: : Changes in Commitments from: February 9, 2021 :
: 3,123: -948 1,014 3,711 216 -1,803 2,979 2,922: 144 201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 9.1 25.1 35.4 56.9 90.2 91.1: 9.8 8.9
Old : 100.0: 43.6 21.2 10.9 35.6 60.9 90.1 93.0: 9.9 7.0
Other: 100.0: 36.2 18.1 19.3 35.0 50.7 90.5 88.1: 9.5 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 80 40 66 84 102 192 186:
Old : 236: 64 49 40 73 93 155 166:
Other: 193: 55 29 28 58 85 131 124:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 17.8 25.0 26.5 12.5 16.1 21.2 23.4
Old : 19.0 24.8 32.5 33.3 18.7 23.9 31.5 31.0
Other: 13.4 19.7 24.4 30.8 12.1 12.5 20.4 22.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 2,664,969: 587,698 71,128 745,111 1,103,029 1,602,694 2,435,838 2,418,933: 229,131 246,036
Old : 2,054,861: 464,963 139,815 543,701 882,615 1,203,429 1,891,279 1,886,945: 163,582 167,916
Other: 610,108: 205,902 14,480 118,243 220,414 399,265 544,559 531,988: 65,549 78,120
: : :
: : Changes in Commitments from: February 9, 2021 :
: -28,418: -450 -2,698 -2,477 -15,980 -20,322 -18,906 -25,497: -9,512 -2,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 2.7 28.0 41.4 60.1 91.4 90.8: 8.6 9.2
Old : 100.0: 22.6 6.8 26.5 43.0 58.6 92.0 91.8: 8.0 8.2
Other: 100.0: 33.7 2.4 19.4 36.1 65.4 89.3 87.2: 10.7 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 967: 278 120 238 431 499 805 778:
Old : 940: 240 145 224 402 483 758 750:
Other: 656: 130 65 85 230 391 384 518:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 12.1 19.8 19.5 9.2 7.3 13.4 12.8
Old : 14.2 10.7 21.5 18.1 12.2 7.7 17.3 12.9
Other: 16.8 19.9 28.9 28.9 14.6 17.2 24.1 23.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 4,525: 1,597 15 31 1,067 3,414 2,695 3,459: 1,830 1,066
Old : 3,832: 1,597 24 10 630 2,965 2,237 2,999: 1,594 833
Other: 694: 9 0 12 437 449 458 461: 236 233
: : :
: : Changes in Commitments from: February 9, 2021 :
: -181: 140 -5 1 -126 -320 15 -324: -196 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 0.3 0.7 23.6 75.4 59.6 76.4: 40.4 23.6
Old : 100.0: 41.7 0.6 0.3 16.5 77.4 58.4 78.3: 41.6 21.7
Other: 100.0: 1.3 0.0 1.7 62.9 64.7 66.0 66.4: 34.0 33.6
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 11 1 1 11 9 23 10:
Old : 26: 11 1 1 7 9 19 10:
Other: 10: 1 0 1 7 5 8 6:
:----------------------------------------------------------------------------------------------------
: 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 : 24.8 64.2 39.0 74.8 22.8 58.5 35.1 67.1
Old : 28.8 67.0 44.0 77.1 27.0 60.8 40.1 70.9
Other: 57.9 61.8 66.0 66.4 53.7 58.0 57.5 58.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 1,294,632: 238,805 34,726 431,030 537,097 738,596 1,206,932 1,204,352: 87,701 90,280
Old : 911,337: 188,066 48,230 293,953 365,461 513,172 847,480 855,355: 63,857 55,982
Other: 383,295: 76,923 12,681 110,892 171,636 225,423 359,451 348,997: 23,844 34,298
: : :
: : Changes in Commitments from: February 9, 2021 :
: -27,292: -17,613 -702 -4,644 2,778 -20,813 -19,479 -26,159: -7,813 -1,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 2.7 33.3 41.5 57.1 93.2 93.0: 6.8 7.0
Old : 100.0: 20.6 5.3 32.3 40.1 56.3 93.0 93.9: 7.0 6.1
Other: 100.0: 20.1 3.3 28.9 44.8 58.8 93.8 91.1: 6.2 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 653: 243 94 210 229 272 541 518:
Old : 625: 210 109 188 209 261 494 491:
Other: 440: 120 53 74 141 220 285 325:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 13.4 24.1 22.5 8.1 8.6 12.0 15.1
Old : 13.7 15.2 23.1 25.4 8.0 10.4 13.0 17.3
Other: 24.9 17.3 35.0 29.2 18.2 15.3 23.5 24.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 626,841: 147,102 21,701 173,439 258,244 406,606 578,785 601,745: 48,057 25,096
Old : 504,147: 136,633 37,772 125,842 203,415 320,759 465,890 484,373: 38,257 19,773
Other: 122,695: 32,059 5,518 26,007 54,829 85,847 112,895 117,372: 9,799 5,323
: : :
: : Changes in Commitments from: February 9, 2021 :
: 25,429: 989 -1,087 11,316 12,274 14,722 24,580 24,951: 849 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 3.5 27.7 41.2 64.9 92.3 96.0: 7.7 4.0
Old : 100.0: 27.1 7.5 25.0 40.3 63.6 92.4 96.1: 7.6 3.9
Other: 100.0: 26.1 4.5 21.2 44.7 70.0 92.0 95.7: 8.0 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 135 46 90 116 108 290 218:
Old : 329: 140 43 84 110 105 279 210:
Other: 138: 37 25 27 60 38 115 72:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 28.1 21.9 40.6 7.1 23.9 11.6 30.9
Old : 13.3 26.6 22.3 38.9 7.9 24.0 13.5 29.5
Other: 26.0 39.7 38.8 55.0 19.5 31.7 29.7 45.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 1,432,426: 94,941 290,730 152,679 1,015,537 786,035 1,263,157 1,229,444: 169,269 202,982
Old : 1,432,426: 94,941 290,730 152,679 1,015,537 786,035 1,263,157 1,229,444: 169,269 202,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 77,786: -3,027 -5,499 39,383 33,964 34,956 70,319 68,839: 7,467 8,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 20.3 10.7 70.9 54.9 88.2 85.8: 11.8 14.2
Old : 100.0: 6.6 20.3 10.7 70.9 54.9 88.2 85.8: 11.8 14.2
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 : 205: 30 37 40 111 109 165 162:
Old : 205: 30 37 40 111 109 165 162:
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 : 29.3 18.2 37.8 28.9 24.1 16.5 31.8 25.5
Old : 29.3 18.2 37.8 28.9 24.1 16.5 31.8 25.5
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 16, 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 : 1,126,427: 91,785 321,082 14,316 875,374 638,258 981,475 973,656: 144,952 152,771
Old : 1,126,427: 91,785 321,082 14,316 875,374 638,258 981,475 973,656: 144,952 152,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 28,269: -5,197 3,637 6,226 26,273 20,914 27,302 30,777: 967 -2,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 28.5 1.3 77.7 56.7 87.1 86.4: 12.9 13.6
Old : 100.0: 8.1 28.5 1.3 77.7 56.7 87.1 86.4: 12.9 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 16 21 13 82 83 105 110:
Old : 145: 16 21 13 82 83 105 110:
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 28.0 34.6 42.1 19.9 25.7 29.5 37.5
Old : 23.2 28.0 34.6 42.1 19.9 25.7 29.5 37.5
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 16, 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 : 497,653: 99,363 14,730 110,623 226,294 341,623 436,279 466,976: 61,373 30,677
Old : 402,541: 91,593 22,324 85,181 174,815 268,198 351,589 375,703: 50,953 26,839
Other: 95,111: 18,066 2,703 15,146 51,479 73,425 84,691 91,274: 10,421 3,838
: : :
: : Changes in Commitments from: February 9, 2021 :
: -60: -404 2,255 -3,066 10,745 1,734 7,275 923: -7,335 -983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 3.0 22.2 45.5 68.6 87.7 93.8: 12.3 6.2
Old : 100.0: 22.8 5.5 21.2 43.4 66.6 87.3 93.3: 12.7 6.7
Other: 100.0: 19.0 2.8 15.9 54.1 77.2 89.0 96.0: 11.0 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 96 36 77 126 114 257 203:
Old : 280: 98 36 73 118 110 247 197:
Other: 144: 35 13 23 78 51 125 76:
:----------------------------------------------------------------------------------------------------
: 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 29.4 16.5 40.4 6.3 25.6 11.0 34.7
Old : 9.3 29.2 16.3 41.0 6.2 28.1 11.5 37.3
Other: 22.3 32.6 33.5 49.2 18.4 30.1 26.6 46.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 10,255: 3,176 1,183 306 4,620 8,226 8,102 9,715: 2,154 540
Old : 9,973: 3,176 1,183 305 4,473 7,953 7,954 9,441: 2,020 532
Other: 282: 0 0 1 147 273 148 274: 134 8
: : :
: : Changes in Commitments from: February 9, 2021 :
: -196: -489 -46 59 184 -204 -246 -191: 50 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 11.5 3.0 45.1 80.2 79.0 94.7: 21.0 5.3
Old : 100.0: 31.8 11.9 3.1 44.9 79.7 79.8 94.7: 20.2 5.3
Other: 100.0: 0.0 0.0 0.4 52.1 96.8 52.5 97.2: 47.5 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 15 7 5 10 15 28 26:
Old : 45: 15 7 5 9 15 27 26:
Other: 9: 0 0 1 4 4 5 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 : 44.4 50.3 61.9 69.2 44.4 50.3 61.9 69.1
Old : 45.6 49.1 62.6 68.6 45.6 49.1 62.6 68.5
Other: 52.1 96.8 52.5 97.2 52.1 96.8 52.1 96.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 2,346,499: 518,074 660,862 77,157 1,585,026 1,499,189 2,180,257 2,237,208: 166,242 109,292
Old : 2,346,499: 518,074 660,862 77,157 1,585,026 1,499,189 2,180,257 2,237,208: 166,242 109,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 90,650: 32,583 5,101 22,521 41,442 53,543 96,547 81,166: -5,896 9,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 28.2 3.3 67.5 63.9 92.9 95.3: 7.1 4.7
Old : 100.0: 22.1 28.2 3.3 67.5 63.9 92.9 95.3: 7.1 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 : 302: 67 34 34 152 137 233 191:
Old : 302: 67 34 34 152 137 233 191:
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 : 19.4 29.6 28.0 43.1 18.0 26.5 25.0 37.2
Old : 19.4 29.6 28.0 43.1 18.0 26.5 25.0 37.2
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, February 16, 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 : 4,742,951: 674,368 542,264 605,668 3,082,980 3,039,797 4,363,016 4,187,730: 379,935 555,221
Old : 4,742,951: 674,368 542,264 605,668 3,082,980 3,039,797 4,363,016 4,187,730: 379,935 555,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 275,669: -26,991 1,693 64,998 228,711 197,072 266,717 263,762: 8,952 11,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 11.4 12.8 65.0 64.1 92.0 88.3: 8.0 11.7
Old : 100.0: 14.2 11.4 12.8 65.0 64.1 92.0 88.3: 8.0 11.7
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 : 429: 61 92 94 227 223 347 350:
Old : 429: 61 92 94 227 223 347 350:
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 : 13.8 16.8 20.5 26.2 7.1 10.9 12.7 16.1
Old : 13.8 16.8 20.5 26.2 7.1 10.9 12.7 16.1
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 16, 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 : 1,256,251: 239,996 82,879 30,013 872,832 915,845 1,142,841 1,028,737: 113,410 227,514
Old : 1,256,251: 239,996 82,879 30,013 872,832 915,845 1,142,841 1,028,737: 113,410 227,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 34,334: 17,852 1,468 17,567 3,393 10,474 38,812 29,509: -4,478 4,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 6.6 2.4 69.5 72.9 91.0 81.9: 9.0 18.1
Old : 100.0: 19.1 6.6 2.4 69.5 72.9 91.0 81.9: 9.0 18.1
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 : 149: 21 14 17 76 91 104 115:
Old : 149: 21 14 17 76 91 104 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 24.5 39.0 33.2 23.7 23.2 37.3 30.2
Old : 24.2 24.5 39.0 33.2 23.7 23.2 37.3 30.2
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 16, 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 : 3,810,481: 813,894 774,358 250,495 2,445,972 2,440,206 3,510,362 3,465,060: 300,119 345,421
Old : 3,810,481: 813,894 774,358 250,495 2,445,972 2,440,206 3,510,362 3,465,060: 300,119 345,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 150,994: 60,788 55,128 38,823 45,756 24,359 145,366 118,310: 5,628 32,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 20.3 6.6 64.2 64.0 92.1 90.9: 7.9 9.1
Old : 100.0: 21.4 20.3 6.6 64.2 64.0 92.1 90.9: 7.9 9.1
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 : 322: 58 46 49 158 172 237 246:
Old : 322: 58 46 49 158 172 237 246:
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 : 25.6 17.7 38.1 29.8 22.5 16.9 31.3 27.1
Old : 25.6 17.7 38.1 29.8 22.5 16.9 31.3 27.1
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 16, 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 : 1,148,456: 136,008 216,399 194,628 799,270 715,450 1,129,906 1,126,477: 18,550 21,979
Old : 1,148,456: 136,008 216,399 194,628 799,270 715,450 1,129,906 1,126,477: 18,550 21,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 3,536: -379 2,227 -11,183 17,667 17,928 6,105 8,972: -2,569 -5,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 18.8 16.9 69.6 62.3 98.4 98.1: 1.6 1.9
Old : 100.0: 11.8 18.8 16.9 69.6 62.3 98.4 98.1: 1.6 1.9
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 : 93: 20 16 31 52 52 87 85:
Old : 93: 20 16 31 52 52 87 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 : 27.9 39.5 41.1 53.9 21.8 29.2 30.2 35.1
Old : 27.9 39.5 41.1 53.9 21.8 29.2 30.2 35.1
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 16, 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 : 47,105: 14,881 18,590 963 22,064 20,922 37,907 40,476: 9,197 6,629
Old : 47,105: 14,881 18,590 963 22,064 20,922 37,907 40,476: 9,197 6,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: -2,886: -2,639 -816 -45 -106 -2,024 -2,790 -2,884: -96 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 39.5 2.0 46.8 44.4 80.5 85.9: 19.5 14.1
Old : 100.0: 31.6 39.5 2.0 46.8 44.4 80.5 85.9: 19.5 14.1
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 : 97: 30 16 8 32 29 64 51:
Old : 97: 30 16 8 32 29 64 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 : 31.8 44.9 43.0 59.1 31.7 43.8 42.8 58.0
Old : 31.8 44.9 43.0 59.1 31.7 43.8 42.8 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 94,209: 29,761 37,181 1,926 44,127 41,844 75,815 80,951: 18,395 13,258
Old : 94,209: 29,761 37,181 1,926 44,127 41,844 75,815 80,951: 18,395 13,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: -5,772: -5,278 -1,631 -89 -212 -4,047 -5,579 -5,768: -193 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 39.5 2.0 46.8 44.4 80.5 85.9: 19.5 14.1
Old : 100.0: 31.6 39.5 2.0 46.8 44.4 80.5 85.9: 19.5 14.1
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 : 97: 30 16 8 32 29 64 51:
Old : 97: 30 16 8 32 29 64 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 : 31.8 44.9 43.0 59.1 31.7 43.8 42.8 58.0
Old : 31.8 44.9 43.0 59.1 31.7 43.8 42.8 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 24,027: 2,437 444 0 19,307 23,216 21,744 23,660: 2,283 367
Old : 24,027: 2,437 444 0 19,307 23,216 21,744 23,660: 2,283 367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 432: -121 0 0 754 246 633 246: -201 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 1.8 0.0 80.4 96.6 90.5 98.5: 9.5 1.5
Old : 100.0: 10.1 1.8 0.0 80.4 96.6 90.5 98.5: 9.5 1.5
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 : 28: 4 1 0 17 10 21 11:
Old : 28: 4 1 0 17 10 21 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 : 43.1 68.7 66.6 93.7 39.2 63.3 58.5 80.8
Old : 43.1 68.7 66.6 93.7 39.2 63.3 58.5 80.8
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 16, 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 : 54,948: 28,967 51,996 48 25,580 2,841 54,595 54,885: 353 63
Old : 54,948: 28,967 51,996 48 25,580 2,841 54,595 54,885: 353 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 9,844: 9,801 9,848 -4 0 0 9,797 9,844: 47 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 94.6 0.1 46.6 5.2 99.4 99.9: 0.6 0.1
Old : 100.0: 52.7 94.6 0.1 46.6 5.2 99.4 99.9: 0.6 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 : 48: 28 15 1 4 2 33 17:
Old : 48: 28 15 1 4 2 33 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 : 70.7 80.0 87.6 94.0 70.7 80.0 87.6 94.0
Old : 70.7 80.0 87.6 94.0 70.7 80.0 87.6 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 16, 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 : 142,525: 26,816 44,596 68,313 47,391 29,535 142,520 142,444: 5 81
Old : 142,525: 26,816 44,596 68,313 47,391 29,535 142,520 142,444: 5 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 3,999: -90 -5,911 9,995 -5,910 -72 3,995 4,012: 4 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 31.3 47.9 33.3 20.7 100.0 99.9: 0.0 0.1
Old : 100.0: 18.8 31.3 47.9 33.3 20.7 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 8 8 1 3 12 12 20:
Old : 31: 8 8 1 3 12 12 20:
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 : 85.6 95.2 96.2 98.0 41.4 47.3 50.0 50.1
Old : 85.6 95.2 96.2 98.0 41.4 47.3 50.0 50.1
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 16, 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 : 2,250: 940 145 90 1,175 1,920 2,205 2,155: 45 95
Old : 2,250: 940 145 90 1,175 1,920 2,205 2,155: 45 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 135: 45 15 0 90 120 135 135: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 6.4 4.0 52.2 85.3 98.0 95.8: 2.0 4.2
Old : 100.0: 41.8 6.4 4.0 52.2 85.3 98.0 95.8: 2.0 4.2
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 : 21: 6 4 2 7 8 15 13:
Old : 21: 6 4 2 7 8 15 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 : 70.4 74.4 88.7 86.9 70.4 71.8 84.9 82.0
Old : 70.4 74.4 88.7 86.9 70.4 71.8 84.9 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 19, 2021