WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 516,298: 128,359 88,616 170,764 178,883 205,649 478,006 465,029: 38,292 51,269
Old : 234,756: 91,235 85,943 35,419 86,681 93,530 213,335 214,892: 21,421 19,863
Other: 281,542: 93,624 59,173 78,845 92,202 112,118 264,671 250,137: 16,871 31,405
: : :
: : Changes in Commitments from: February 16, 2021 :
: -45,255: 2,918 -512 -36,221 -10,947 -8,665 -44,250 -45,398: -1,005 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 17.2 33.1 34.6 39.8 92.6 90.1: 7.4 9.9
Old : 100.0: 38.9 36.6 15.1 36.9 39.8 90.9 91.5: 9.1 8.5
Other: 100.0: 33.3 21.0 28.0 32.7 39.8 94.0 88.8: 6.0 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 108 116 128 91 124 282 297:
Old : 325: 81 111 82 63 108 199 250:
Other: 288: 93 65 59 75 102 203 198:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 11.7 24.3 19.3 12.9 7.1 20.3 12.0
Old : 19.1 12.3 33.0 20.0 18.6 11.3 32.5 18.2
Other: 16.5 17.5 26.9 28.2 11.6 11.1 19.7 18.9
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 16,456: 6,075 4,482 231 8,979 11,286 15,285 15,999: 1,171 457
Old : 5,598: 111 369 0 5,267 4,935 5,378 5,304: 220 294
Other: 10,858: 5,964 4,113 231 3,712 6,351 9,907 10,695: 951 163
: : :
: : Changes in Commitments from: February 16, 2021 :
: 625: -52 406 231 347 382 526 1,019: 99 -394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 27.2 1.4 54.6 68.6 92.9 97.2: 7.1 2.8
Old : 100.0: 2.0 6.6 0.0 94.1 88.2 96.1 94.7: 3.9 5.3
Other: 100.0: 54.9 37.9 2.1 34.2 58.5 91.2 98.5: 8.8 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 7 2 1 11 18 18 21:
Old : 17: 2 1 0 6 12 8 13:
Other: 24: 7 2 1 10 10 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 : 61.5 52.7 79.0 72.9 52.0 45.6 61.2 59.4
Old : 91.4 66.7 96.1 82.7 84.7 66.7 86.7 82.0
Other: 58.6 65.3 74.8 85.9 51.2 59.2 63.9 75.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 243,842: 73,093 24,042 58,965 87,451 139,047 219,509 222,054: 24,333 21,788
Old : 131,396: 61,079 31,386 6,353 50,537 84,781 117,969 122,521: 13,427 8,875
Other: 112,446: 43,846 24,488 20,779 36,914 54,266 101,540 99,533: 10,906 12,913
: : :
: : Changes in Commitments from: February 16, 2021 :
: -8,121: -1,994 1,157 -4,246 -1,633 -4,438 -7,872 -7,527: -248 -594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 9.9 24.2 35.9 57.0 90.0 91.1: 10.0 8.9
Old : 100.0: 46.5 23.9 4.8 38.5 64.5 89.8 93.2: 10.2 6.8
Other: 100.0: 39.0 21.8 18.5 32.8 48.3 90.3 88.5: 9.7 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 83 37 65 79 102 188 184:
Old : 228: 64 44 32 63 88 141 152:
Other: 201: 60 32 34 58 84 139 129:
:----------------------------------------------------------------------------------------------------
: 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 17.3 26.0 26.7 13.4 15.3 22.2 22.8
Old : 21.3 24.8 35.5 33.4 21.1 24.6 35.0 32.7
Other: 14.6 19.7 24.8 30.8 14.0 13.1 22.5 22.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 2,462,699: 580,165 75,768 623,441 1,035,727 1,524,015 2,239,334 2,223,224: 223,365 239,475
Old : 1,817,725: 455,261 151,153 407,044 804,666 1,103,751 1,666,971 1,661,948: 150,754 155,777
Other: 644,974: 216,084 15,794 125,218 231,061 420,264 572,363 561,276: 72,611 83,698
: : :
: : Changes in Commitments from: February 16, 2021 :
: -202,270: -7,532 4,640 -121,670 -67,302 -78,679 -196,504 -195,709: -5,766 -6,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 3.1 25.3 42.1 61.9 90.9 90.3: 9.1 9.7
Old : 100.0: 25.0 8.3 22.4 44.3 60.7 91.7 91.4: 8.3 8.6
Other: 100.0: 33.5 2.4 19.4 35.8 65.2 88.7 87.0: 11.3 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 956: 261 119 220 430 496 782 765:
Old : 924: 225 137 198 398 478 728 729:
Other: 676: 124 78 83 240 396 395 528:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.8 11.2 18.8 18.5 9.8 7.2 14.2 13.3
Old : 14.3 10.8 21.4 17.8 13.6 8.4 19.4 14.6
Other: 17.3 20.4 29.0 28.9 14.8 17.0 23.8 23.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 4,352: 1,381 0 118 1,034 3,329 2,533 3,446: 1,820 906
Old : 3,511: 1,396 0 96 466 2,825 1,958 2,921: 1,552 589
Other: 842: 0 15 7 567 504 574 525: 267 317
: : :
: : Changes in Commitments from: February 16, 2021 :
: -173: -216 -15 87 -33 -85 -162 -13: -11 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 0.0 2.7 23.8 76.5 58.2 79.2: 41.8 20.8
Old : 100.0: 39.8 0.0 2.7 13.3 80.5 55.8 83.2: 44.2 16.8
Other: 100.0: 0.0 1.7 0.8 67.4 59.8 68.2 62.4: 31.8 37.6
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 10 0 1 9 11 19 12:
Old : 24: 10 0 1 6 11 16 12:
Other: 12: 0 1 1 8 6 9 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 : 30.7 60.7 43.1 74.5 29.6 60.3 41.1 72.9
Old : 33.3 65.2 46.4 80.6 33.3 65.2 45.3 79.0
Other: 58.7 54.8 68.0 62.4 55.3 54.5 62.3 56.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 1,173,245: 251,689 36,721 344,691 488,172 694,287 1,084,552 1,075,699: 88,693 97,546
Old : 769,058: 197,281 48,614 200,637 310,024 459,308 707,943 708,560: 61,115 60,498
Other: 404,187: 80,113 13,812 118,348 178,148 234,979 376,609 367,139: 27,578 37,048
: : :
: : Changes in Commitments from: February 16, 2021 :
: -121,388: 12,884 1,995 -86,339 -48,925 -44,308 -122,380 -128,653: 992 7,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 3.1 29.4 41.6 59.2 92.4 91.7: 7.6 8.3
Old : 100.0: 25.7 6.3 26.1 40.3 59.7 92.1 92.1: 7.9 7.9
Other: 100.0: 19.8 3.4 29.3 44.1 58.1 93.2 90.8: 6.8 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 657: 249 88 207 222 274 548 508:
Old : 629: 216 103 178 197 262 492 478:
Other: 454: 128 54 80 148 224 304 332:
:----------------------------------------------------------------------------------------------------
: 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 12.7 22.4 21.2 8.0 9.3 12.1 15.9
Old : 12.9 14.2 20.7 24.1 9.7 11.5 15.3 18.8
Other: 24.3 16.6 34.3 28.2 16.5 14.2 21.8 23.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 551,290: 149,651 20,987 132,110 222,347 372,248 504,109 525,345: 47,182 25,945
Old : 423,056: 139,173 37,145 84,603 162,177 281,357 385,954 403,105: 37,102 19,951
Other: 128,234: 31,901 5,265 26,084 60,170 90,891 118,155 122,240: 10,080 5,994
: : :
: : Changes in Commitments from: February 16, 2021 :
: -75,551: 2,549 -714 -41,328 -35,897 -34,358 -74,676 -76,400: -875 849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 3.8 24.0 40.3 67.5 91.4 95.3: 8.6 4.7
Old : 100.0: 32.9 8.8 20.0 38.3 66.5 91.2 95.3: 8.8 4.7
Other: 100.0: 24.9 4.1 20.3 46.9 70.9 92.1 95.3: 7.9 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 132 48 88 108 101 280 204:
Old : 315: 137 43 82 103 97 271 195:
Other: 135: 38 23 25 59 37 113 69:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 30.4 18.4 42.5 8.0 27.3 13.2 35.6
Old : 10.0 30.3 17.2 39.9 9.8 28.5 16.4 35.5
Other: 25.2 39.3 38.5 55.7 19.0 31.3 29.4 44.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 1,425,498: 111,906 282,984 134,922 993,316 788,074 1,240,144 1,205,980: 185,354 219,518
Old : 1,425,498: 111,906 282,984 134,922 993,316 788,074 1,240,144 1,205,980: 185,354 219,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: -6,928: 16,965 -7,746 -17,758 -22,221 2,039 -23,013 -23,464: 16,085 16,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 19.9 9.5 69.7 55.3 87.0 84.6: 13.0 15.4
Old : 100.0: 7.9 19.9 9.5 69.7 55.3 87.0 84.6: 13.0 15.4
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 : 194: 30 36 40 101 102 156 155:
Old : 194: 30 36 40 101 102 156 155:
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 : 28.9 19.0 37.8 31.1 23.8 16.8 32.0 27.1
Old : 28.9 19.0 37.8 31.1 23.8 16.8 32.0 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 1,188,957: 90,156 305,192 35,713 912,983 684,466 1,038,852 1,025,371: 150,105 163,586
Old : 1,188,957: 90,156 305,192 35,713 912,983 684,466 1,038,852 1,025,371: 150,105 163,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 62,530: -1,629 -15,890 21,397 37,609 46,208 57,377 51,715: 5,153 10,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 25.7 3.0 76.8 57.6 87.4 86.2: 12.6 13.8
Old : 100.0: 7.6 25.7 3.0 76.8 57.6 87.4 86.2: 12.6 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 : 149: 17 22 18 86 81 115 110:
Old : 149: 17 22 18 86 81 115 110:
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 : 22.2 27.0 32.9 41.6 19.3 23.1 28.1 33.7
Old : 22.2 27.0 32.9 41.6 19.3 23.1 28.1 33.7
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 23, 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 : 464,978: 100,584 13,235 91,164 212,191 329,773 403,939 434,172: 61,040 30,807
Old : 364,805: 92,002 20,439 64,574 158,258 253,615 314,835 338,628: 49,970 26,177
Other: 100,173: 18,874 3,088 16,297 53,933 76,158 89,104 95,544: 11,070 4,630
: : :
: : Changes in Commitments from: February 16, 2021 :
: -32,674: 1,221 -1,495 -19,459 -14,103 -11,850 -32,341 -32,805: -334 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 2.8 19.6 45.6 70.9 86.9 93.4: 13.1 6.6
Old : 100.0: 25.2 5.6 17.7 43.4 69.5 86.3 92.8: 13.7 7.2
Other: 100.0: 18.8 3.1 16.3 53.8 76.0 88.9 95.4: 11.1 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 96 31 74 123 110 251 194:
Old : 270: 89 39 68 113 106 237 187:
Other: 151: 40 13 18 81 52 131 73:
:----------------------------------------------------------------------------------------------------
: 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 : 8.1 31.1 14.1 42.1 6.3 27.8 11.2 37.5
Old : 7.5 31.4 13.8 43.4 6.7 29.6 12.7 40.6
Other: 22.8 31.7 32.3 48.0 18.3 29.3 26.0 45.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 9,729: 2,484 1,158 375 4,711 7,457 7,570 8,989: 2,160 740
Old : 9,443: 2,484 1,158 375 4,564 7,180 7,423 8,712: 2,021 731
Other: 286: 0 0 0 147 277 147 277: 139 9
: : :
: : Changes in Commitments from: February 16, 2021 :
: -526: -692 -25 69 91 -770 -532 -725: 6 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 11.9 3.9 48.4 76.6 77.8 92.4: 22.2 7.6
Old : 100.0: 26.3 12.3 4.0 48.3 76.0 78.6 92.3: 21.4 7.7
Other: 100.0: 0.0 0.0 0.0 51.4 96.9 51.4 96.9: 48.6 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 12 6 6 14 15 30 25:
Old : 43: 12 6 6 14 15 30 25:
Other: 8: 0 0 0 4 4 4 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 : 49.4 48.6 61.5 66.8 49.4 48.1 61.5 66.3
Old : 50.5 47.3 63.0 66.0 50.5 46.8 63.0 65.5
Other: 51.4 96.9 51.4 96.9 51.4 96.9 51.4 96.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 2,379,056: 623,693 663,559 97,433 1,512,141 1,541,801 2,233,267 2,302,793: 145,789 76,263
Old : 2,379,056: 623,693 663,559 97,433 1,512,141 1,541,801 2,233,267 2,302,793: 145,789 76,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 32,557: 105,619 2,697 20,276 -72,885 42,612 53,010 65,585: -20,454 -33,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 27.9 4.1 63.6 64.8 93.9 96.8: 6.1 3.2
Old : 100.0: 26.2 27.9 4.1 63.6 64.8 93.9 96.8: 6.1 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 71 30 35 147 138 231 191:
Old : 300: 71 30 35 147 138 231 191:
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 : 18.2 27.7 26.7 40.1 16.5 23.4 24.2 34.2
Old : 18.2 27.7 26.7 40.1 16.5 23.4 24.2 34.2
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 23, 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 : 4,885,734: 648,808 610,690 799,116 2,998,653 2,849,483 4,446,577 4,259,289: 439,157 626,445
Old : 4,885,734: 648,808 610,690 799,116 2,998,653 2,849,483 4,446,577 4,259,289: 439,157 626,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 142,784: -25,560 68,426 193,448 -84,327 -190,314 83,561 71,560: 59,222 71,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 12.5 16.4 61.4 58.3 91.0 87.2: 9.0 12.8
Old : 100.0: 13.3 12.5 16.4 61.4 58.3 91.0 87.2: 9.0 12.8
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 : 422: 65 93 92 214 217 334 347:
Old : 422: 65 93 92 214 217 334 347:
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 : 16.5 19.1 23.9 29.5 7.4 10.5 13.3 14.7
Old : 16.5 19.1 23.9 29.5 7.4 10.5 13.3 14.7
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 with Delta-adjusted Options and Futures Combined, February 23, 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 : 1,362,907: 258,297 85,109 28,784 940,572 986,729 1,227,653 1,100,622: 135,254 262,285
Old : 1,362,907: 258,297 85,109 28,784 940,572 986,729 1,227,653 1,100,622: 135,254 262,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 106,656: 18,301 2,230 -1,229 67,740 70,884 84,812 71,885: 21,844 34,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 6.2 2.1 69.0 72.4 90.1 80.8: 9.9 19.2
Old : 100.0: 19.0 6.2 2.1 69.0 72.4 90.1 80.8: 9.9 19.2
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 : 144: 19 16 15 77 94 105 116:
Old : 144: 19 16 15 77 94 105 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 22.6 35.5 30.2 21.7 20.7 34.2 26.7
Old : 22.0 22.6 35.5 30.2 21.7 20.7 34.2 26.7
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 23, 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 : 4,069,175: 832,118 683,156 480,997 2,431,298 2,509,920 3,744,414 3,674,073: 324,762 395,102
Old : 4,069,175: 832,118 683,156 480,997 2,431,298 2,509,920 3,744,414 3,674,073: 324,762 395,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 258,695: 18,224 -91,202 230,502 -14,674 69,713 234,052 209,013: 24,643 49,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 16.8 11.8 59.7 61.7 92.0 90.3: 8.0 9.7
Old : 100.0: 20.4 16.8 11.8 59.7 61.7 92.0 90.3: 8.0 9.7
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 : 312: 51 50 56 158 170 234 252:
Old : 312: 51 50 56 158 170 234 252:
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 : 24.8 19.9 39.5 32.6 21.4 17.8 30.0 27.2
Old : 24.8 19.9 39.5 32.6 21.4 17.8 30.0 27.2
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 23, 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 : 1,192,400: 98,122 209,600 208,908 863,148 750,345 1,170,178 1,168,853: 22,222 23,547
Old : 1,192,400: 98,122 209,600 208,908 863,148 750,345 1,170,178 1,168,853: 22,222 23,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 43,944: -37,886 -6,799 14,280 63,878 34,895 40,272 42,376: 3,672 1,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 17.6 17.5 72.4 62.9 98.1 98.0: 1.9 2.0
Old : 100.0: 8.2 17.6 17.5 72.4 62.9 98.1 98.0: 1.9 2.0
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 : 96: 23 14 28 56 54 91 84:
Old : 96: 23 14 28 56 54 91 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 37.9 43.0 52.1 23.4 27.4 31.6 35.1
Old : 30.3 37.9 43.0 52.1 23.4 27.4 31.6 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 23, 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 : 46,192: 14,789 18,113 951 21,453 20,937 37,193 40,000: 8,999 6,191
Old : 46,192: 14,789 18,113 951 21,453 20,937 37,193 40,000: 8,999 6,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: -913: -91 -477 -13 -610 15 -714 -475: -199 -438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 39.2 2.1 46.4 45.3 80.5 86.6: 19.5 13.4
Old : 100.0: 32.0 39.2 2.1 46.4 45.3 80.5 86.6: 19.5 13.4
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 : 100: 34 16 11 29 32 66 56:
Old : 100: 34 16 11 29 32 66 56:
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 : 33.2 45.5 43.3 60.1 33.0 44.2 43.1 58.8
Old : 33.2 45.5 43.3 60.1 33.0 44.2 43.1 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 23, 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 : 92,383: 29,579 36,226 1,901 42,906 41,874 74,386 80,001: 17,997 12,382
Old : 92,383: 29,579 36,226 1,901 42,906 41,874 74,386 80,001: 17,997 12,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: -1,826: -182 -955 -25 -1,221 30 -1,429 -951: -397 -875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 39.2 2.1 46.4 45.3 80.5 86.6: 19.5 13.4
Old : 100.0: 32.0 39.2 2.1 46.4 45.3 80.5 86.6: 19.5 13.4
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 : 100: 34 16 11 29 32 66 56:
Old : 100: 34 16 11 29 32 66 56:
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 : 33.2 45.5 43.3 60.1 33.0 44.2 43.1 58.8
Old : 33.2 45.5 43.3 60.1 33.0 44.2 43.1 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 23, 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 : 24,734: 2,543 1,099 0 20,064 23,166 22,607 24,265: 2,127 469
Old : 24,734: 2,543 1,099 0 20,064 23,166 22,607 24,265: 2,127 469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 707: 106 655 0 757 -50 863 605: -156 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 4.4 0.0 81.1 93.7 91.4 98.1: 8.6 1.9
Old : 100.0: 10.3 4.4 0.0 81.1 93.7 91.4 98.1: 8.6 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 : 30: 4 2 0 18 10 22 12:
Old : 30: 4 2 0 18 10 22 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 : 44.5 65.3 67.8 90.9 40.5 59.8 58.5 78.5
Old : 44.5 65.3 67.8 90.9 40.5 59.8 58.5 78.5
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 23, 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 : 48,571: 22,506 45,629 49 25,609 2,841 48,164 48,519: 407 52
Old : 48,571: 22,506 45,629 49 25,609 2,841 48,164 48,519: 407 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: -6,377: -6,461 -6,367 1 29 0 -6,431 -6,366: 54 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 93.9 0.1 52.7 5.8 99.2 99.9: 0.8 0.1
Old : 100.0: 46.3 93.9 0.1 52.7 5.8 99.2 99.9: 0.8 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: 30 13 2 4 2 35 16:
Old : 48: 30 13 2 4 2 35 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 81.0 87.2 94.2 72.3 81.0 87.2 94.2
Old : 72.3 81.0 87.2 94.2 72.3 81.0 87.2 94.2
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 23, 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 : 147,511: 26,487 46,975 71,972 49,031 28,419 147,490 147,366: 21 145
Old : 147,511: 26,487 46,975 71,972 49,031 28,419 147,490 147,366: 21 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 4,986: -329 2,379 3,659 1,640 -1,116 4,970 4,922: 16 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 31.8 48.8 33.2 19.3 100.0 99.9: 0.0 0.1
Old : 100.0: 18.0 31.8 48.8 33.2 19.3 100.0 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: 8 7 1 3 12 12 19:
Old : 30: 8 7 1 3 12 12 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.3 95.7 96.4 98.1 41.1 46.9 49.3 49.3
Old : 86.3 95.7 96.4 98.1 41.1 46.9 49.3 49.3
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 23, 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 : 2,295: 1,000 145 90 1,175 1,950 2,265 2,185: 30 110
Old : 2,295: 1,000 145 90 1,175 1,950 2,265 2,185: 30 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 45: 60 0 0 0 30 60 30: -15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 6.3 3.9 51.2 85.0 98.7 95.2: 1.3 4.8
Old : 100.0: 43.6 6.3 3.9 51.2 85.0 98.7 95.2: 1.3 4.8
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 : 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 74.3 89.5 86.5 70.4 71.7 85.8 81.7
Old : 70.4 74.3 89.5 86.5 70.4 71.7 85.8 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 26, 2021