WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 512,754: 117,732 88,549 180,001 179,407 198,287 477,140 466,837: 35,614 45,917
Old : 211,855: 79,192 76,751 32,667 82,982 87,192 194,841 196,611: 17,014 15,244
Other: 300,899: 89,266 62,524 96,608 96,425 111,095 282,299 270,226: 18,601 30,673
: : :
: : Changes in Commitments from: March 9, 2021 :
: 9,218: -4,055 4,002 5,662 6,756 2,298 8,363 11,962: 855 -2,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 17.3 35.1 35.0 38.7 93.1 91.0: 6.9 9.0
Old : 100.0: 37.4 36.2 15.4 39.2 41.2 92.0 92.8: 8.0 7.2
Other: 100.0: 29.7 20.8 32.1 32.0 36.9 93.8 89.8: 6.2 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 112 102 123 87 125 270 289:
Old : 317: 79 110 61 53 107 173 237:
Other: 288: 92 62 80 75 107 209 216:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 12.7 25.0 21.5 12.7 7.2 19.0 11.9
Old : 17.9 12.9 31.2 22.0 17.6 11.8 30.9 20.6
Other: 17.4 19.3 27.9 29.1 12.0 10.3 19.4 17.5
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 16,890: 6,641 5,276 175 8,991 10,663 15,807 16,114: 1,083 776
Old : 5,225: 100 443 0 5,025 4,339 5,125 4,782: 100 443
Other: 11,665: 6,615 4,907 101 3,966 6,324 10,682 11,332: 983 333
: : :
: : Changes in Commitments from: March 9, 2021 :
: 578: 390 794 -51 196 -286 535 457: 43 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 31.2 1.0 53.2 63.1 93.6 95.4: 6.4 4.6
Old : 100.0: 1.9 8.5 0.0 96.2 83.0 98.1 91.5: 1.9 8.5
Other: 100.0: 56.7 42.1 0.9 34.0 54.2 91.6 97.1: 8.4 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 7 2 1 10 14 17 17:
Old : 13: 1 2 0 5 8 6 10:
Other: 23: 7 2 1 9 11 16 14:
:----------------------------------------------------------------------------------------------------
: 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 : 63.4 59.4 81.5 81.7 56.5 56.1 64.4 66.5
Old : 94.3 76.7 98.1 89.1 90.4 74.8 92.3 85.8
Other: 63.4 71.5 78.5 88.9 54.5 69.5 65.9 79.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 232,247: 68,227 36,484 55,421 86,868 119,561 210,516 211,467: 21,731 20,780
Old : 106,713: 46,766 37,030 8,149 40,958 53,579 95,873 98,759: 10,840 7,954
Other: 125,534: 48,413 26,406 20,320 45,910 65,982 114,643 112,708: 10,891 12,826
: : :
: : Changes in Commitments from: March 9, 2021 :
: -989: -3,218 12,709 -1,271 3,976 -6,292 -513 5,146: -475 -6,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 15.7 23.9 37.4 51.5 90.6 91.1: 9.4 8.9
Old : 100.0: 43.8 34.7 7.6 38.4 50.2 89.8 92.5: 10.2 7.5
Other: 100.0: 38.6 21.0 16.2 36.6 52.6 91.3 89.8: 8.7 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 73 52 69 83 93 190 185:
Old : 227: 57 59 24 60 79 127 152:
Other: 210: 59 38 34 67 81 149 130:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 17.1 26.2 26.5 13.9 15.5 22.8 23.4
Old : 24.9 16.1 39.3 25.5 24.9 16.1 38.9 25.4
Other: 14.8 23.5 26.1 35.8 13.2 18.1 22.3 27.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 2,389,663: 550,925 74,143 596,120 1,028,998 1,489,985 2,176,043 2,160,248: 213,620 229,415
Old : 1,671,653: 413,284 143,372 360,438 761,485 1,032,308 1,535,208 1,536,118: 136,445 135,534
Other: 718,010: 226,550 19,679 146,773 267,513 457,677 640,835 624,130: 77,175 93,881
: : :
: : Changes in Commitments from: March 9, 2021 :
: 14,944: -739 -5,815 12,459 7,487 5,958 19,207 12,602: -4,263 2,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 3.1 24.9 43.1 62.4 91.1 90.4: 8.9 9.6
Old : 100.0: 24.7 8.6 21.6 45.6 61.8 91.8 91.9: 8.2 8.1
Other: 100.0: 31.6 2.7 20.4 37.3 63.7 89.3 86.9: 10.7 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 942: 264 118 212 416 493 756 754:
Old : 900: 217 146 185 374 473 685 713:
Other: 707: 142 80 94 263 408 435 553:
:----------------------------------------------------------------------------------------------------
: 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 11.5 19.7 18.9 9.8 7.8 14.6 13.6
Old : 15.2 10.5 22.5 17.8 13.6 8.7 19.6 14.7
Other: 15.9 19.3 27.1 27.4 13.8 15.5 22.1 21.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 4,422: 1,425 15 29 1,204 3,495 2,659 3,540: 1,764 883
Old : 3,333: 1,425 16 11 525 2,768 1,962 2,795: 1,371 537
Other: 1,090: 2 1 16 679 727 697 744: 393 345
: : :
: : Changes in Commitments from: March 9, 2021 :
: -44: -134 11 18 113 -208 -3 -179: -42 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 0.3 0.7 27.2 79.0 60.1 80.0: 39.9 20.0
Old : 100.0: 42.8 0.5 0.3 15.8 83.1 58.9 83.9: 41.1 16.1
Other: 100.0: 0.2 0.1 1.5 62.3 66.7 63.9 68.3: 36.1 31.7
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 9 2 2 12 10 23 12:
Old : 24: 9 2 1 7 9 17 11:
Other: 14: 1 1 2 10 7 12 9:
:----------------------------------------------------------------------------------------------------
: 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 : 30.1 60.0 43.1 74.9 27.9 57.1 40.8 70.6
Old : 33.5 65.7 48.3 81.2 33.5 64.5 48.3 78.1
Other: 52.1 59.8 62.4 67.9 51.1 58.5 58.6 62.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,179,511: 223,544 41,551 371,389 500,287 677,356 1,095,220 1,090,297: 84,291 89,214
Old : 732,623: 175,473 56,630 205,353 295,989 422,179 676,816 684,163: 55,808 48,461
Other: 446,888: 78,153 15,004 135,953 204,298 255,177 418,405 406,134: 28,483 40,754
: : :
: : Changes in Commitments from: March 9, 2021 :
: -14,132: -6,879 2,611 -3,961 -3,622 -13,743 -14,462 -15,092: 329 960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 3.5 31.5 42.4 57.4 92.9 92.4: 7.1 7.6
Old : 100.0: 24.0 7.7 28.0 40.4 57.6 92.4 93.4: 7.6 6.6
Other: 100.0: 17.5 3.4 30.4 45.7 57.1 93.6 90.9: 6.4 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 671: 241 100 203 231 282 550 523:
Old : 636: 207 114 175 191 262 474 484:
Other: 477: 134 63 89 161 233 328 355:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 13.1 23.3 22.6 8.4 8.4 12.6 15.4
Old : 13.3 15.3 22.0 26.0 9.4 11.6 14.8 19.4
Other: 22.5 16.4 33.2 28.5 16.1 12.6 20.7 20.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 604,977: 150,580 33,296 159,918 242,954 383,965 553,451 577,179: 51,526 27,798
Old : 450,919: 137,882 48,545 104,014 170,373 277,642 412,270 430,202: 38,649 20,717
Other: 154,058: 37,223 9,275 31,379 72,580 106,323 141,182 146,977: 12,876 7,081
: : :
: : Changes in Commitments from: March 9, 2021 :
: 14,483: 5,026 7,383 4,128 2,027 3,050 11,180 14,561: 3,303 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 5.5 26.4 40.2 63.5 91.5 95.4: 8.5 4.6
Old : 100.0: 30.6 10.8 23.1 37.8 61.6 91.4 95.4: 8.6 4.6
Other: 100.0: 24.2 6.0 20.4 47.1 69.0 91.6 95.4: 8.4 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 141 46 93 106 99 288 204:
Old : 312: 138 43 81 97 91 267 186:
Other: 170: 61 26 33 66 46 143 90:
:----------------------------------------------------------------------------------------------------
: 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 30.3 20.0 41.7 7.1 26.1 11.7 33.9
Old : 11.5 28.5 19.5 39.3 8.5 26.7 14.5 33.1
Other: 21.5 38.6 32.0 54.5 14.7 31.5 22.7 42.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,476,548: 79,394 227,345 187,167 1,043,891 852,640 1,310,452 1,267,152: 166,096 209,395
Old : 1,476,548: 79,394 227,345 187,167 1,043,891 852,640 1,310,452 1,267,152: 166,096 209,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 31,200: -18,504 -58,805 27,729 19,240 54,509 28,466 23,433: 2,734 7,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 15.4 12.7 70.7 57.7 88.8 85.8: 11.2 14.2
Old : 100.0: 5.4 15.4 12.7 70.7 57.7 88.8 85.8: 11.2 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 : 199: 30 39 44 103 107 161 162:
Old : 199: 30 39 44 103 107 161 162:
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 : 27.1 17.9 36.2 30.1 21.1 15.2 27.9 23.7
Old : 27.1 17.9 36.2 30.1 21.1 15.2 27.9 23.7
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 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 : 1,172,521: 65,590 324,253 12,217 950,409 690,202 1,028,216 1,026,672: 144,305 145,849
Old : 1,172,521: 65,590 324,253 12,217 950,409 690,202 1,028,216 1,026,672: 144,305 145,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 12,628: 2,622 10,606 -3,121 7,003 7,396 6,504 14,881: 6,124 -2,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 27.7 1.0 81.1 58.9 87.7 87.6: 12.3 12.4
Old : 100.0: 5.6 27.7 1.0 81.1 58.9 87.7 87.6: 12.3 12.4
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 : 159: 15 25 11 91 89 112 119:
Old : 159: 15 25 11 91 89 112 119:
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 28.8 36.8 42.8 22.1 24.4 33.0 36.5
Old : 23.8 28.8 36.8 42.8 22.1 24.4 33.0 36.5
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, March 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 : 477,067: 95,599 15,166 96,843 224,781 335,189 417,223 447,199: 59,844 29,868
Old : 357,440: 86,534 29,334 61,492 162,974 241,706 310,999 332,532: 46,440 24,908
Other: 119,627: 25,226 1,993 19,191 61,807 93,484 106,224 114,667: 13,403 4,960
: : :
: : Changes in Commitments from: March 9, 2021 :
: 5,565: -1,881 -147 -1,516 11,113 6,531 7,716 4,868: -2,151 697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 3.2 20.3 47.1 70.3 87.5 93.7: 12.5 6.3
Old : 100.0: 24.2 8.2 17.2 45.6 67.6 87.0 93.0: 13.0 7.0
Other: 100.0: 21.1 1.7 16.0 51.7 78.1 88.8 95.9: 11.2 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 95 43 82 117 110 250 203:
Old : 276: 89 51 70 108 103 229 195:
Other: 168: 53 14 28 87 55 152 86:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 30.3 16.7 40.5 6.5 26.0 11.4 35.1
Old : 8.8 29.1 15.6 39.7 7.0 25.9 12.6 34.7
Other: 18.9 35.2 27.5 50.5 17.1 30.5 23.5 45.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 9,328: 2,384 1,427 217 4,879 7,217 7,479 8,860: 1,849 468
Old : 8,856: 2,359 1,427 216 4,642 6,761 7,217 8,403: 1,639 453
Other: 472: 24 0 1 237 456 262 457: 210 15
: : :
: : Changes in Commitments from: March 9, 2021 :
: -316: -401 49 -10 112 -359 -299 -320: -17 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 15.3 2.3 52.3 77.4 80.2 95.0: 19.8 5.0
Old : 100.0: 26.6 16.1 2.4 52.4 76.3 81.5 94.9: 18.5 5.1
Other: 100.0: 5.2 0.0 0.2 50.2 96.5 55.6 96.7: 44.4 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 13 7 7 13 14 29 25:
Old : 40: 13 7 7 12 14 28 25:
Other: 11: 3 0 1 5 3 8 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 : 53.0 49.6 65.5 68.4 53.0 48.2 65.5 66.9
Old : 55.4 47.4 68.6 67.1 55.4 46.4 68.6 66.1
Other: 46.4 96.7 55.6 96.7 46.4 96.5 55.3 96.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 2,372,208: 382,282 694,385 51,476 1,799,198 1,493,325 2,232,957 2,239,187: 139,251 133,021
Old : 2,372,208: 382,282 694,385 51,476 1,799,198 1,493,325 2,232,957 2,239,187: 139,251 133,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: -29,228: 6,253 -84,173 -4,059 -13,582 42,632 -11,388 -45,600: -17,840 16,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 29.3 2.2 75.8 63.0 94.1 94.4: 5.9 5.6
Old : 100.0: 16.1 29.3 2.2 75.8 63.0 94.1 94.4: 5.9 5.6
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 : 283: 50 36 28 150 136 210 190:
Old : 283: 50 36 28 150 136 210 190:
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 : 29.5 32.3 39.0 45.4 27.4 29.5 35.2 40.2
Old : 29.5 32.3 39.0 45.4 27.4 29.5 35.2 40.2
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, March 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 : 5,169,552: 576,240 617,788 760,043 3,484,626 3,232,253 4,820,909 4,610,084: 348,644 559,468
Old : 5,169,552: 576,240 617,788 760,043 3,484,626 3,232,253 4,820,909 4,610,084: 348,644 559,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 221,087: 25,949 -7,749 8,734 184,953 212,510 219,636 213,495: 1,451 7,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 12.0 14.7 67.4 62.5 93.3 89.2: 6.7 10.8
Old : 100.0: 11.1 12.0 14.7 67.4 62.5 93.3 89.2: 6.7 10.8
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 : 428: 69 84 90 221 221 337 348:
Old : 428: 69 84 90 221 221 337 348:
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 18.7 24.2 26.8 8.5 11.2 14.4 15.7
Old : 15.7 18.7 24.2 26.8 8.5 11.2 14.4 15.7
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 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 : 1,265,898: 331,359 76,178 11,342 809,744 942,902 1,152,445 1,030,422: 113,453 235,476
Old : 1,265,898: 331,359 76,178 11,342 809,744 942,902 1,152,445 1,030,422: 113,453 235,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: -28,173: 17,915 -12,884 -7,679 -42,379 -7,945 -32,143 -28,508: 3,970 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 6.0 0.9 64.0 74.5 91.0 81.4: 9.0 18.6
Old : 100.0: 26.2 6.0 0.9 64.0 74.5 91.0 81.4: 9.0 18.6
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: 22 16 14 72 88 100 112:
Old : 145: 22 16 14 72 88 100 112:
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 : 24.7 25.0 39.3 33.7 24.3 23.9 38.4 31.1
Old : 24.7 25.0 39.3 33.7 24.3 23.9 38.4 31.1
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 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 : 3,970,814: 559,077 451,932 448,653 2,683,877 2,668,835 3,691,606 3,569,419: 279,207 401,394
Old : 3,970,814: 559,077 451,932 448,653 2,683,877 2,668,835 3,691,606 3,569,419: 279,207 401,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 27,015: -27,254 -122,346 43,132 14,197 102,808 30,075 23,593: -3,060 3,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 11.4 11.3 67.6 67.2 93.0 89.9: 7.0 10.1
Old : 100.0: 14.1 11.4 11.3 67.6 67.2 93.0 89.9: 7.0 10.1
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 : 319: 46 54 52 164 173 237 252:
Old : 319: 46 54 52 164 173 237 252:
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 : 30.7 21.7 41.4 33.0 24.4 20.6 33.5 29.0
Old : 30.7 21.7 41.4 33.0 24.4 20.6 33.5 29.0
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 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 : 1,047,884: 63,712 183,950 212,567 751,386 624,562 1,027,665 1,021,079: 20,219 26,805
Old : 1,047,884: 63,712 183,950 212,567 751,386 624,562 1,027,665 1,021,079: 20,219 26,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 37,514: 5,673 -9,427 23,981 8,916 22,529 38,570 37,083: -1,056 431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 17.6 20.3 71.7 59.6 98.1 97.4: 1.9 2.6
Old : 100.0: 6.1 17.6 20.3 71.7 59.6 98.1 97.4: 1.9 2.6
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 : 93: 14 18 25 52 56 82 84:
Old : 93: 14 18 25 52 56 82 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 : 29.7 35.7 42.3 48.8 23.3 30.6 30.4 36.6
Old : 29.7 35.7 42.3 48.8 23.3 30.6 30.4 36.6
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 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 : 54,604: 9,364 18,696 1,841 33,684 26,915 44,889 47,452: 9,715 7,152
Old : 54,604: 9,364 18,696 1,841 33,684 26,915 44,889 47,452: 9,715 7,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 8,042: 1,209 -1,595 1,119 4,661 7,860 6,990 7,384: 1,052 658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 34.2 3.4 61.7 49.3 82.2 86.9: 17.8 13.1
Old : 100.0: 17.1 34.2 3.4 61.7 49.3 82.2 86.9: 17.8 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 35 17 17 43 36 84 64:
Old : 107: 35 17 17 43 36 84 64:
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 : 35.8 45.9 44.3 60.7 21.8 40.2 28.6 48.4
Old : 35.8 45.9 44.3 60.7 21.8 40.2 28.6 48.4
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 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 : 109,207: 18,728 37,393 3,682 67,369 53,829 89,778 94,904: 19,429 14,303
Old : 109,207: 18,728 37,393 3,682 67,369 53,829 89,778 94,904: 19,429 14,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 16,083: 2,418 -3,190 2,239 9,323 15,720 13,980 14,768: 2,103 1,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 34.2 3.4 61.7 49.3 82.2 86.9: 17.8 13.1
Old : 100.0: 17.1 34.2 3.4 61.7 49.3 82.2 86.9: 17.8 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 35 17 17 43 36 84 64:
Old : 107: 35 17 17 43 36 84 64:
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 : 35.8 45.9 44.3 60.7 21.8 40.2 28.6 48.4
Old : 35.8 45.9 44.3 60.7 21.8 40.2 28.6 48.4
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 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 : 34,731: 2,954 1,453 31 29,182 32,435 32,167 33,919: 2,564 812
Old : 34,731: 2,954 1,453 31 29,182 32,435 32,167 33,919: 2,564 812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 8,870: -252 1,009 -179 8,876 7,667 8,445 8,497: 425 373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 4.2 0.1 84.0 93.4 92.6 97.7: 7.4 2.3
Old : 100.0: 8.5 4.2 0.1 84.0 93.4 92.6 97.7: 7.4 2.3
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 : 32: 3 3 1 21 14 25 17:
Old : 32: 3 3 1 21 14 25 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 : 43.0 56.5 67.1 82.7 31.4 47.7 47.9 60.8
Old : 43.0 56.5 67.1 82.7 31.4 47.7 47.9 60.8
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, March 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 : 59,091: 25,037 46,637 8,175 25,455 4,217 58,667 59,029: 424 62
Old : 59,091: 25,037 46,637 8,175 25,455 4,217 58,667 59,029: 424 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 6,907: 3,067 -2,435 8,168 -4,291 1,174 6,944 6,907: -37 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 78.9 13.8 43.1 7.1 99.3 99.9: 0.7 0.1
Old : 100.0: 42.4 78.9 13.8 43.1 7.1 99.3 99.9: 0.7 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 : 49: 30 14 4 5 2 38 17:
Old : 49: 30 14 4 5 2 38 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 : 64.9 84.9 83.1 95.1 58.2 69.9 72.2 79.6
Old : 64.9 84.9 83.1 95.1 58.2 69.9 72.2 79.6
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 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 : 122,504: 26,735 38,097 39,707 56,060 44,621 122,502 122,425: 2 79
Old : 122,504: 26,735 38,097 39,707 56,060 44,621 122,502 122,425: 2 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: -53,952: 2,049 -15,556 -53,403 -2,598 15,014 -53,952 -53,945: 0 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 31.1 32.4 45.8 36.4 100.0 99.9: 0.0 0.1
Old : 100.0: 21.8 31.1 32.4 45.8 36.4 100.0 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: 6 9 1 3 12 10 21:
Old : 30: 6 9 1 3 12 10 21:
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 : 86.0 94.3 98.2 97.3 59.6 61.9 67.1 64.9
Old : 86.0 94.3 98.2 97.3 59.6 61.9 67.1 64.9
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 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 : 1,925: 985 55 90 830 1,670 1,905 1,815: 20 110
Old : 1,925: 985 55 90 830 1,670 1,905 1,815: 20 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 50: 15 -30 0 30 45 45 15: 5 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 2.9 4.7 43.1 86.8 99.0 94.3: 1.0 5.7
Old : 100.0: 51.2 2.9 4.7 43.1 86.8 99.0 94.3: 1.0 5.7
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 : 21: 8 1 3 7 8 16 12:
Old : 21: 8 1 3 7 8 16 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 : 54.8 75.1 82.6 89.6 54.0 73.5 79.5 84.2
Old : 54.8 75.1 82.6 89.6 54.0 73.5 79.5 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 19, 2021