WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 510,549: 129,334 87,105 171,357 174,893 203,076 475,584 461,537: 34,965 49,012
Old : 224,669: 91,244 83,811 32,257 83,797 91,296 207,298 207,364: 17,371 17,305
Other: 285,880: 92,255 57,459 84,935 91,096 111,779 268,286 254,173: 17,595 31,707
: : :
: : Changes in Commitments from: February 23, 2021 :
: -5,749: 975 -1,512 593 -3,990 -2,573 -2,422 -3,492: -3,327 -2,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 17.1 33.6 34.3 39.8 93.2 90.4: 6.8 9.6
Old : 100.0: 40.6 37.3 14.4 37.3 40.6 92.3 92.3: 7.7 7.7
Other: 100.0: 32.3 20.1 29.7 31.9 39.1 93.8 88.9: 6.2 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 118 111 126 87 128 280 298:
Old : 324: 89 107 66 53 108 183 240:
Other: 289: 94 64 64 75 105 205 204:
:----------------------------------------------------------------------------------------------------
: 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 12.6 24.7 20.7 12.8 7.6 19.5 12.2
Old : 18.4 12.8 32.3 21.6 18.2 12.3 32.1 20.6
Other: 16.9 18.2 27.5 28.6 11.5 10.6 19.0 18.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 16,499: 6,411 4,722 0 8,860 11,269 15,271 15,991: 1,228 508
Old : 5,336: 113 369 0 5,123 4,695 5,236 5,064: 100 272
Other: 11,163: 6,298 4,353 0 3,737 6,574 10,035 10,927: 1,128 236
: : :
: : Changes in Commitments from: February 23, 2021 :
: 43: 336 240 -231 -119 -17 -14 -8: 57 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 28.6 0.0 53.7 68.3 92.6 96.9: 7.4 3.1
Old : 100.0: 2.1 6.9 0.0 96.0 88.0 98.1 94.9: 1.9 5.1
Other: 100.0: 56.4 39.0 0.0 33.5 58.9 89.9 97.9: 10.1 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 7 2 0 10 17 17 19:
Old : 16: 2 1 0 6 10 8 11:
Other: 23: 7 2 0 9 11 16 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 : 61.9 55.0 79.6 75.6 56.3 50.7 64.5 63.5
Old : 93.2 70.0 98.1 89.3 89.4 70.0 91.6 86.5
Other: 59.0 67.5 75.3 87.5 52.2 67.5 65.2 82.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 238,498: 72,592 20,677 60,162 84,097 130,900 216,851 211,739: 21,647 26,759
Old : 117,642: 56,810 30,651 5,890 43,665 70,001 106,366 106,542: 11,276 11,100
Other: 120,857: 46,769 21,014 23,285 40,432 60,899 110,485 105,197: 10,371 15,660
: : :
: : Changes in Commitments from: February 23, 2021 :
: -5,344: -501 -3,365 1,197 -3,354 -8,147 -2,658 -10,315: -2,686 4,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 8.7 25.2 35.3 54.9 90.9 88.8: 9.1 11.2
Old : 100.0: 48.3 26.1 5.0 37.1 59.5 90.4 90.6: 9.6 9.4
Other: 100.0: 38.7 17.4 19.3 33.5 50.4 91.4 87.0: 8.6 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 85 41 68 80 101 194 186:
Old : 233: 67 47 28 59 87 138 150:
Other: 208: 63 33 32 63 83 147 127:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 17.2 26.7 26.0 13.5 14.6 22.1 21.7
Old : 23.7 21.3 38.5 30.1 23.4 21.0 37.9 29.8
Other: 13.8 20.9 24.6 33.6 13.0 12.9 20.9 21.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 2,358,552: 550,839 74,324 573,159 1,019,683 1,485,640 2,143,682 2,133,124: 214,871 225,429
Old : 1,683,184: 419,436 150,897 344,230 778,220 1,048,143 1,541,886 1,543,271: 141,298 139,913
Other: 675,368: 223,823 15,846 136,510 241,462 437,497 601,795 589,853: 73,573 85,516
: : :
: : Changes in Commitments from: February 23, 2021 :
: -104,147: -29,326 -1,444 -50,282 -16,045 -38,375 -95,652 -90,100: -8,495 -14,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 3.2 24.3 43.2 63.0 90.9 90.4: 9.1 9.6
Old : 100.0: 24.9 9.0 20.5 46.2 62.3 91.6 91.7: 8.4 8.3
Other: 100.0: 33.1 2.3 20.2 35.8 64.8 89.1 87.3: 10.9 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 930: 250 118 201 414 494 739 744:
Old : 893: 216 134 175 375 476 674 706:
Other: 691: 129 77 82 255 408 411 541:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 11.2 19.5 18.6 10.1 7.4 14.6 13.6
Old : 14.9 10.3 22.5 17.6 14.1 8.7 20.3 15.2
Other: 16.8 20.0 28.1 28.6 14.6 16.1 23.0 22.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 4,193: 1,404 0 17 1,073 3,402 2,494 3,419: 1,699 774
Old : 3,257: 1,418 0 0 431 2,777 1,849 2,777: 1,408 480
Other: 935: 0 14 3 641 624 644 641: 291 294
: : :
: : Changes in Commitments from: February 23, 2021 :
: -160: 23 0 -101 39 73 -39 -28: -121 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 0.0 0.4 25.6 81.1 59.5 81.5: 40.5 18.5
Old : 100.0: 43.5 0.0 0.0 13.2 85.3 56.8 85.3: 43.2 14.7
Other: 100.0: 0.0 1.5 0.3 68.6 66.8 68.9 68.6: 31.1 31.4
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 11 0 1 10 12 21 13:
Old : 26: 11 0 0 6 12 17 12:
Other: 14: 0 1 1 8 9 9 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 62.4 44.2 76.7 30.1 62.0 42.5 75.3
Old : 34.0 66.7 46.8 82.1 34.0 66.4 46.8 81.8
Other: 62.6 57.8 68.8 67.6 62.5 57.2 67.0 66.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,156,624: 225,556 37,235 355,863 495,103 677,373 1,076,522 1,070,470: 80,102 86,154
Old : 729,970: 181,006 51,503 197,671 298,917 433,890 677,594 683,064: 52,376 46,906
Other: 426,654: 72,995 14,177 129,747 196,186 243,483 398,928 387,406: 27,727 39,248
: : :
: : Changes in Commitments from: February 23, 2021 :
: -16,621: -26,132 514 11,172 6,930 -16,915 -8,030 -5,229: -8,590 -11,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 3.2 30.8 42.8 58.6 93.1 92.6: 6.9 7.4
Old : 100.0: 24.8 7.1 27.1 40.9 59.4 92.8 93.6: 7.2 6.4
Other: 100.0: 17.1 3.3 30.4 46.0 57.1 93.5 90.8: 6.5 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 660: 240 94 204 215 283 532 518:
Old : 629: 201 114 176 181 266 465 483:
Other: 464: 129 59 80 154 233 311 346:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 13.3 23.7 22.5 8.3 9.2 12.5 15.9
Old : 13.7 15.0 22.6 25.9 10.3 12.0 16.0 20.4
Other: 23.2 17.3 34.3 29.4 16.3 13.2 21.8 22.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 548,774: 146,643 21,621 131,963 223,152 369,676 501,757 523,260: 47,017 25,514
Old : 415,108: 133,654 36,776 83,841 161,345 275,151 378,841 395,769: 36,268 19,339
Other: 133,666: 33,105 4,961 28,005 61,807 94,525 122,917 127,491: 10,749 6,175
: : :
: : Changes in Commitments from: February 23, 2021 :
: -2,516: -3,008 635 -148 804 -2,572 -2,351 -2,085: -165 -431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 3.9 24.0 40.7 67.4 91.4 95.4: 8.6 4.6
Old : 100.0: 32.2 8.9 20.2 38.9 66.3 91.3 95.3: 8.7 4.7
Other: 100.0: 24.8 3.7 21.0 46.2 70.7 92.0 95.4: 8.0 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 133 45 84 102 93 271 194:
Old : 303: 127 49 74 95 87 255 179:
Other: 148: 50 20 29 59 41 122 79:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 31.4 18.5 43.3 8.0 27.9 13.2 36.6
Old : 10.5 29.8 17.6 40.5 9.9 28.6 16.6 36.0
Other: 24.8 39.3 37.7 56.1 17.9 32.0 27.7 43.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,437,524: 107,140 309,343 138,960 1,028,094 782,658 1,274,194 1,230,961: 163,330 206,563
Old : 1,437,524: 107,140 309,343 138,960 1,028,094 782,658 1,274,194 1,230,961: 163,330 206,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 12,026: -4,767 26,360 4,038 34,778 -5,417 34,050 24,982: -22,024 -12,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 21.5 9.7 71.5 54.4 88.6 85.6: 11.4 14.4
Old : 100.0: 7.5 21.5 9.7 71.5 54.4 88.6 85.6: 11.4 14.4
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 : 197: 22 50 43 99 102 154 162:
Old : 197: 22 50 43 99 102 154 162:
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 18.1 38.5 30.2 23.8 15.8 32.5 25.5
Old : 29.3 18.1 38.5 30.2 23.8 15.8 32.5 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, March 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 : 1,145,389: 65,849 321,309 18,665 926,471 653,793 1,010,985 993,767: 134,404 151,622
Old : 1,145,389: 65,849 321,309 18,665 926,471 653,793 1,010,985 993,767: 134,404 151,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: -43,568: -24,307 16,117 -17,048 13,488 -30,673 -27,867 -31,604: -15,701 -11,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 28.1 1.6 80.9 57.1 88.3 86.8: 11.7 13.2
Old : 100.0: 5.7 28.1 1.6 80.9 57.1 88.3 86.8: 11.7 13.2
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 : 157: 13 28 11 87 87 106 120:
Old : 157: 13 28 11 87 87 106 120:
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 : 23.8 28.5 36.4 41.0 21.1 23.9 32.1 34.1
Old : 23.8 28.5 36.4 41.0 21.1 23.9 32.1 34.1
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, March 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 : 461,010: 97,174 14,236 94,556 210,643 323,049 402,373 431,840: 58,637 29,170
Old : 356,591: 89,716 24,074 65,389 155,228 243,264 310,333 332,727: 46,258 23,864
Other: 104,419: 19,640 2,344 16,985 55,415 79,785 92,040 99,113: 12,380 5,306
: : :
: : Changes in Commitments from: February 23, 2021 :
: -3,968: -3,410 1,001 3,392 -1,548 -6,725 -1,566 -2,331: -2,403 -1,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 3.1 20.5 45.7 70.1 87.3 93.7: 12.7 6.3
Old : 100.0: 25.2 6.8 18.3 43.5 68.2 87.0 93.3: 13.0 6.7
Other: 100.0: 18.8 2.2 16.3 53.1 76.4 88.1 94.9: 11.9 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 96 31 72 125 111 251 194:
Old : 275: 94 36 66 113 104 235 185:
Other: 153: 40 15 25 83 52 136 79:
:----------------------------------------------------------------------------------------------------
: 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 30.8 15.5 41.2 6.8 27.4 11.9 36.6
Old : 8.1 30.9 15.0 41.7 7.0 28.6 12.9 38.7
Other: 21.7 31.1 31.0 47.4 18.9 28.6 26.1 44.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 9,379: 2,760 1,333 139 4,739 7,345 7,638 8,817: 1,741 562
Old : 9,056: 2,756 1,333 138 4,586 7,031 7,480 8,502: 1,576 554
Other: 323: 5 1 0 153 314 158 315: 165 8
: : :
: : Changes in Commitments from: February 23, 2021 :
: -350: 276 175 -236 28 -112 68 -173: -419 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 14.2 1.5 50.5 78.3 81.4 94.0: 18.6 6.0
Old : 100.0: 30.4 14.7 1.5 50.6 77.6 82.6 93.9: 17.4 6.1
Other: 100.0: 1.5 0.2 0.1 47.3 97.1 49.0 97.4: 51.0 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 15 7 7 12 14 30 25:
Old : 43: 15 7 7 11 14 29 25:
Other: 10: 1 1 1 4 4 6 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 : 53.0 47.8 65.6 68.3 53.0 47.6 65.6 68.1
Old : 54.6 46.4 67.6 67.6 54.6 46.3 67.6 67.3
Other: 47.3 97.1 49.0 97.4 47.3 97.1 48.8 97.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 2,283,615: 410,951 666,403 36,991 1,682,378 1,472,742 2,130,321 2,176,137: 153,294 107,478
Old : 2,283,615: 410,951 666,403 36,991 1,682,378 1,472,742 2,130,321 2,176,137: 153,294 107,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: -95,441: -212,742 2,844 -60,442 170,237 -69,059 -102,946 -126,656: 7,505 31,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 29.2 1.6 73.7 64.5 93.3 95.3: 6.7 4.7
Old : 100.0: 18.0 29.2 1.6 73.7 64.5 93.3 95.3: 6.7 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 : 285: 55 38 27 145 135 211 189:
Old : 285: 55 38 27 145 135 211 189:
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 : 25.7 29.0 35.7 42.2 23.5 24.7 31.4 36.3
Old : 25.7 29.0 35.7 42.2 23.5 24.7 31.4 36.3
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, March 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 : 4,593,722: 496,270 608,634 656,021 3,094,773 2,793,885 4,247,064 4,058,540: 346,659 535,183
Old : 4,593,722: 496,270 608,634 656,021 3,094,773 2,793,885 4,247,064 4,058,540: 346,659 535,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: -292,012: -152,538 -2,056 -143,095 96,119 -55,598 -199,514 -200,750: -92,498 -91,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 13.2 14.3 67.4 60.8 92.5 88.3: 7.5 11.7
Old : 100.0: 10.8 13.2 14.3 67.4 60.8 92.5 88.3: 7.5 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 : 407: 55 84 82 219 216 322 334:
Old : 407: 55 84 82 219 216 322 334:
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 : 15.7 19.5 24.1 28.1 8.4 11.8 14.6 16.7
Old : 15.7 19.5 24.1 28.1 8.4 11.8 14.6 16.7
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, March 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 : 1,269,560: 284,102 101,867 16,719 863,870 917,752 1,164,691 1,036,338: 104,869 233,222
Old : 1,269,560: 284,102 101,867 16,719 863,870 917,752 1,164,691 1,036,338: 104,869 233,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: -93,347: 25,805 16,758 -12,065 -76,702 -68,977 -62,962 -64,284: -30,385 -29,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 8.0 1.3 68.0 72.3 91.7 81.6: 8.3 18.4
Old : 100.0: 22.4 8.0 1.3 68.0 72.3 91.7 81.6: 8.3 18.4
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 : 151: 19 20 15 80 90 107 117:
Old : 151: 19 20 15 80 90 107 117:
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 : 23.8 25.6 38.2 34.5 23.2 24.0 36.7 31.0
Old : 23.8 25.6 38.2 34.5 23.2 24.0 36.7 31.0
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, March 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 : 3,894,679: 681,926 628,323 337,048 2,600,449 2,561,408 3,619,424 3,526,780: 275,255 367,899
Old : 3,894,679: 681,926 628,323 337,048 2,600,449 2,561,408 3,619,424 3,526,780: 275,255 367,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: -174,497: -150,192 -54,833 -143,949 169,151 51,488 -124,990 -147,293: -49,507 -27,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 16.1 8.7 66.8 65.8 92.9 90.6: 7.1 9.4
Old : 100.0: 17.5 16.1 8.7 66.8 65.8 92.9 90.6: 7.1 9.4
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 : 315: 48 49 50 159 166 226 246:
Old : 315: 48 49 50 159 166 226 246:
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 : 27.0 22.8 39.6 34.5 22.1 21.5 31.7 31.0
Old : 27.0 22.8 39.6 34.5 22.1 21.5 31.7 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 985,434: 69,511 180,568 186,547 711,875 593,655 967,933 960,770: 17,501 24,664
Old : 985,434: 69,511 180,568 186,547 711,875 593,655 967,933 960,770: 17,501 24,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: -206,966: -28,611 -29,032 -22,361 -151,273 -156,690 -202,245 -208,083: -4,721 1,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 18.3 18.9 72.2 60.2 98.2 97.5: 1.8 2.5
Old : 100.0: 7.1 18.3 18.9 72.2 60.2 98.2 97.5: 1.8 2.5
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 : 91: 15 16 24 52 53 82 79:
Old : 91: 15 16 24 52 53 82 79:
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 : 33.0 37.9 44.6 50.7 25.2 34.7 33.2 40.8
Old : 33.0 37.9 44.6 50.7 25.2 34.7 33.2 40.8
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, March 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 : 44,868: 9,942 20,341 1,548 24,792 16,962 36,281 38,850: 8,587 6,018
Old : 44,868: 9,942 20,341 1,548 24,792 16,962 36,281 38,850: 8,587 6,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: -1,324: -4,847 2,228 597 3,339 -3,975 -912 -1,150: -412 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 45.3 3.4 55.3 37.8 80.9 86.6: 19.1 13.4
Old : 100.0: 22.2 45.3 3.4 55.3 37.8 80.9 86.6: 19.1 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 : 97: 32 13 10 36 29 71 49:
Old : 97: 32 13 10 36 29 71 49:
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 : 32.4 46.5 41.7 61.3 26.5 46.0 34.6 57.7
Old : 32.4 46.5 41.7 61.3 26.5 46.0 34.6 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 89,736: 19,884 40,681 3,095 49,583 33,925 72,562 77,701: 17,174 12,035
Old : 89,736: 19,884 40,681 3,095 49,583 33,925 72,562 77,701: 17,174 12,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: -2,647: -9,695 4,455 1,194 6,677 -7,949 -1,824 -2,300: -823 -347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 45.3 3.4 55.3 37.8 80.9 86.6: 19.1 13.4
Old : 100.0: 22.2 45.3 3.4 55.3 37.8 80.9 86.6: 19.1 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 : 97: 32 13 10 36 29 71 49:
Old : 97: 32 13 10 36 29 71 49:
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 : 32.4 46.5 41.7 61.3 26.5 46.0 34.6 57.7
Old : 32.4 46.5 41.7 61.3 26.5 46.0 34.6 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 25,659: 2,951 444 0 20,026 24,638 22,977 25,082: 2,682 577
Old : 25,659: 2,951 444 0 20,026 24,638 22,977 25,082: 2,682 577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 925: 408 -655 0 -38 1,472 370 817: 555 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 1.7 0.0 78.0 96.0 89.5 97.8: 10.5 2.2
Old : 100.0: 11.5 1.7 0.0 78.0 96.0 89.5 97.8: 10.5 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 1 0 16 11 20 12:
Old : 28: 4 1 0 16 11 20 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 : 41.5 68.4 67.8 92.4 36.5 62.4 57.3 78.5
Old : 41.5 68.4 67.8 92.4 36.5 62.4 57.3 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, March 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 : 53,066: 21,963 50,066 37 30,637 2,895 52,637 52,998: 429 68
Old : 53,066: 21,963 50,066 37 30,637 2,895 52,637 52,998: 429 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 4,495: -543 4,437 -12 5,028 54 4,473 4,479: 22 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 94.3 0.1 57.7 5.5 99.2 99.9: 0.8 0.1
Old : 100.0: 41.4 94.3 0.1 57.7 5.5 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 : 75.1 82.9 88.2 94.6 75.1 82.9 88.0 94.6
Old : 75.1 82.9 88.2 94.6 75.1 82.9 88.0 94.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 169,674: 23,040 61,810 79,275 67,336 28,486 169,651 169,571: 23 103
Old : 169,674: 23,040 61,810 79,275 67,336 28,486 169,651 169,571: 23 103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 22,163: -3,447 14,835 7,303 18,305 67 22,161 22,205: 2 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 36.4 46.7 39.7 16.8 100.0 99.9: 0.0 0.1
Old : 100.0: 13.6 36.4 46.7 39.7 16.8 100.0 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 : 28: 6 7 1 3 12 10 19:
Old : 28: 6 7 1 3 12 10 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 : 90.1 96.7 98.6 98.5 47.1 50.0 52.9 51.8
Old : 90.1 96.7 98.6 98.5 47.1 50.0 52.9 51.8
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, March 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 : 1,755: 910 85 75 740 1,505 1,725 1,665: 30 90
Old : 1,755: 910 85 75 740 1,505 1,725 1,665: 30 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: -540: -90 -60 -15 -435 -445 -540 -520: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 4.8 4.3 42.2 85.8 98.3 94.9: 1.7 5.1
Old : 100.0: 51.9 4.8 4.3 42.2 85.8 98.3 94.9: 1.7 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 : 21: 8 2 2 7 7 15 11:
Old : 21: 8 2 2 7 7 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 74.6 85.5 88.9 58.1 72.1 83.8 85.5
Old : 58.1 74.6 85.5 88.9 58.1 72.1 83.8 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 05, 2021