WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 515,700: 121,518 94,537 181,576 178,323 194,188 481,417 470,301: 34,283 45,399
Old : 209,043: 79,664 76,490 32,623 80,504 86,127 192,790 195,240: 16,252 13,802
Other: 306,657: 90,381 66,573 100,427 97,819 108,061 288,626 275,061: 18,030 31,596
: : :
: : Changes in Commitments from: March 16, 2021 :
: 2,946: 3,785 5,987 1,576 -1,084 -4,099 4,277 3,464: -1,331 -518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 18.3 35.2 34.6 37.7 93.4 91.2: 6.6 8.8
Old : 100.0: 38.1 36.6 15.6 38.5 41.2 92.2 93.4: 7.8 6.6
Other: 100.0: 29.5 21.7 32.7 31.9 35.2 94.1 89.7: 5.9 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 119 97 127 89 125 283 289:
Old : 316: 95 95 61 55 102 184 225:
Other: 299: 91 72 79 77 109 216 220:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 12.5 24.2 20.4 11.9 6.8 18.9 11.7
Old : 20.5 13.3 32.6 22.6 20.4 12.2 32.5 20.9
Other: 16.9 18.1 27.0 27.9 11.7 10.0 18.8 17.0
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 17,955: 7,441 5,346 275 9,190 11,437 16,906 17,058: 1,049 897
Old : 5,225: 100 443 0 5,025 4,378 5,125 4,821: 100 404
Other: 12,730: 7,415 4,977 201 4,165 7,059 11,781 12,237: 949 493
: : :
: : Changes in Commitments from: March 16, 2021 :
: 1,065: 800 70 100 199 774 1,099 944: -34 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 29.8 1.5 51.2 63.7 94.2 95.0: 5.8 5.0
Old : 100.0: 1.9 8.5 0.0 96.2 83.8 98.1 92.3: 1.9 7.7
Other: 100.0: 58.2 39.1 1.6 32.7 55.5 92.5 96.1: 7.5 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 7 2 1 11 15 18 18:
Old : 13: 1 2 0 5 8 6 10:
Other: 25: 7 2 1 10 12 17 15:
:----------------------------------------------------------------------------------------------------
: 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 : 63.3 57.4 80.6 76.5 57.3 54.2 66.3 67.9
Old : 94.3 77.5 98.1 89.9 90.4 75.5 92.3 86.5
Other: 63.7 63.5 79.3 81.2 56.5 63.4 68.6 78.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 238,843: 63,696 42,303 58,890 95,604 115,493 218,191 216,686: 20,653 22,157
Old : 107,160: 42,391 39,443 9,191 45,242 50,020 96,824 98,653: 10,336 8,506
Other: 131,683: 50,477 32,032 20,527 50,362 65,473 121,367 118,033: 10,317 13,650
: : :
: : Changes in Commitments from: March 16, 2021 :
: 6,596: -4,531 5,818 3,469 8,736 -4,068 7,675 5,219: -1,078 1,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 17.7 24.7 40.0 48.4 91.4 90.7: 8.6 9.3
Old : 100.0: 39.6 36.8 8.6 42.2 46.7 90.4 92.1: 9.6 7.9
Other: 100.0: 38.3 24.3 15.6 38.2 49.7 92.2 89.6: 7.8 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 69 54 67 84 89 187 181:
Old : 217: 52 54 23 59 76 119 145:
Other: 212: 61 40 33 71 77 154 128:
:----------------------------------------------------------------------------------------------------
: 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 16.8 25.8 25.9 13.8 14.7 22.5 22.2
Old : 23.9 16.3 37.5 25.9 23.8 16.1 37.1 25.8
Other: 13.9 24.1 24.2 34.5 12.0 18.0 20.8 26.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 2,341,060: 578,983 74,938 577,664 976,867 1,456,718 2,133,514 2,109,320: 207,546 231,740
Old : 1,621,109: 438,178 138,073 348,128 703,416 1,000,859 1,489,723 1,487,060: 131,386 134,049
Other: 719,951: 224,885 20,944 145,456 273,451 455,860 643,792 622,261: 76,159 97,690
: : :
: : Changes in Commitments from: March 16, 2021 :
: -48,603: 28,058 794 -18,455 -52,131 -33,267 -42,529 -50,928: -6,074 2,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 3.2 24.7 41.7 62.2 91.1 90.1: 8.9 9.9
Old : 100.0: 27.0 8.5 21.5 43.4 61.7 91.9 91.7: 8.1 8.3
Other: 100.0: 31.2 2.9 20.2 38.0 63.3 89.4 86.4: 10.6 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 923: 259 111 200 419 492 749 737:
Old : 877: 215 131 168 374 471 667 695:
Other: 688: 129 79 87 266 404 428 538:
:----------------------------------------------------------------------------------------------------
: 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 11.4 19.6 18.5 10.5 7.4 14.8 13.1
Old : 15.0 10.3 22.9 17.2 14.3 8.8 20.1 14.5
Other: 16.2 18.8 27.4 27.2 13.9 14.9 22.2 21.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 4,396: 1,313 72 75 1,307 3,394 2,695 3,541: 1,701 856
Old : 2,991: 1,316 110 20 413 2,429 1,749 2,558: 1,242 432
Other: 1,406: 38 2 15 893 965 947 982: 459 423
: : :
: : Changes in Commitments from: March 16, 2021 :
: -26: -112 57 46 103 -102 37 1: -63 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 1.6 1.7 29.7 77.2 61.3 80.5: 38.7 19.5
Old : 100.0: 44.0 3.7 0.7 13.8 81.2 58.5 85.5: 41.5 14.5
Other: 100.0: 2.7 0.2 1.1 63.6 68.7 67.3 69.9: 32.7 30.1
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 10 2 2 12 10 23 13:
Old : 23: 10 2 1 7 7 17 10:
Other: 15: 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 : 32.3 60.0 44.4 74.4 30.9 57.1 42.6 68.9
Old : 32.7 68.7 47.6 83.4 32.7 67.4 46.6 79.4
Other: 54.7 62.0 65.5 69.7 54.7 61.0 63.4 65.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,176,773: 229,284 40,031 370,028 494,035 675,190 1,093,347 1,085,249: 83,426 91,524
Old : 726,165: 180,949 53,639 205,498 285,790 418,126 672,236 677,263: 53,928 48,902
Other: 450,608: 76,744 14,801 136,121 208,245 257,064 421,110 407,986: 29,497 42,622
: : :
: : Changes in Commitments from: March 16, 2021 :
: -2,738: 5,740 -1,520 -1,361 -6,252 -2,166 -1,873 -5,048: -865 2,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 3.4 31.4 42.0 57.4 92.9 92.2: 7.1 7.8
Old : 100.0: 24.9 7.4 28.3 39.4 57.6 92.6 93.3: 7.4 6.7
Other: 100.0: 17.0 3.3 30.2 46.2 57.0 93.5 90.5: 6.5 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 664: 252 91 197 231 279 548 514:
Old : 629: 201 117 163 195 262 474 474:
Other: 471: 146 52 96 160 230 332 355:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 13.3 22.9 22.8 8.5 8.7 12.5 15.7
Old : 13.0 16.0 21.8 26.7 9.0 12.0 14.6 20.5
Other: 21.8 16.1 32.5 27.7 15.7 12.2 20.5 20.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 615,294: 144,674 39,554 158,474 262,438 389,530 565,586 587,558: 49,708 27,736
Old : 448,642: 129,960 52,723 102,786 178,836 272,880 411,582 428,389: 37,059 20,253
Other: 166,652: 38,483 10,601 31,919 83,602 116,650 154,004 159,169: 12,648 7,483
: : :
: : Changes in Commitments from: March 16, 2021 :
: 10,316: -5,906 6,258 -1,444 19,484 5,564 12,135 10,379: -1,818 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 6.4 25.8 42.7 63.3 91.9 95.5: 8.1 4.5
Old : 100.0: 29.0 11.8 22.9 39.9 60.8 91.7 95.5: 8.3 4.5
Other: 100.0: 23.1 6.4 19.2 50.2 70.0 92.4 95.5: 7.6 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 137 48 100 111 99 289 211:
Old : 308: 125 51 84 101 92 263 192:
Other: 180: 64 26 36 70 48 148 97:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 30.5 19.4 40.6 6.9 25.2 11.5 32.6
Old : 11.8 27.9 20.3 39.0 8.4 26.2 14.6 33.2
Other: 17.6 38.6 28.3 51.1 13.0 28.4 20.5 39.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,509,826: 69,666 203,323 208,832 1,066,087 888,792 1,344,585 1,300,947: 165,241 208,880
Old : 1,509,826: 69,666 203,323 208,832 1,066,087 888,792 1,344,585 1,300,947: 165,241 208,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 33,279: -9,727 -24,022 21,664 22,197 36,153 34,134 33,795: -855 -516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 13.5 13.8 70.6 58.9 89.1 86.2: 10.9 13.8
Old : 100.0: 4.6 13.5 13.8 70.6 58.9 89.1 86.2: 10.9 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 : 198: 28 41 44 106 105 161 163:
Old : 198: 28 41 44 106 105 161 163:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 19.1 35.8 30.0 19.8 15.2 25.9 22.0
Old : 26.7 19.1 35.8 30.0 19.8 15.2 25.9 22.0
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 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 : 1,138,639: 62,779 328,495 5,849 937,690 659,596 1,006,318 993,940: 132,321 144,699
Old : 1,138,639: 62,779 328,495 5,849 937,690 659,596 1,006,318 993,940: 132,321 144,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: -33,882: -2,811 4,242 -6,368 -12,719 -30,606 -21,898 -32,732: -11,984 -1,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 28.8 0.5 82.4 57.9 88.4 87.3: 11.6 12.7
Old : 100.0: 5.5 28.8 0.5 82.4 57.9 88.4 87.3: 11.6 12.7
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 : 160: 17 22 10 91 89 112 117:
Old : 160: 17 22 10 91 89 112 117:
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 : 24.6 29.9 37.6 44.3 22.9 25.6 33.7 37.5
Old : 24.6 29.9 37.6 44.3 22.9 25.6 33.7 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 472,467: 91,458 15,602 97,777 222,407 329,850 411,642 443,229: 60,825 29,238
Old : 350,228: 82,865 30,147 60,210 160,009 235,362 303,084 325,718: 47,144 24,509
Other: 122,239: 25,271 2,133 20,889 62,398 94,489 108,558 117,511: 13,681 4,729
: : :
: : Changes in Commitments from: March 16, 2021 :
: -4,600: -4,141 436 934 -2,374 -5,339 -5,581 -3,970: 982 -630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 3.3 20.7 47.1 69.8 87.1 93.8: 12.9 6.2
Old : 100.0: 23.7 8.6 17.2 45.7 67.2 86.5 93.0: 13.5 7.0
Other: 100.0: 20.7 1.7 17.1 51.0 77.3 88.8 96.1: 11.2 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 97 41 77 120 109 246 202:
Old : 273: 91 47 68 110 102 227 194:
Other: 168: 49 19 26 88 56 151 87:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.5 30.3 15.8 40.1 6.6 26.3 11.7 35.0
Old : 8.5 28.9 15.0 39.1 6.7 25.7 12.3 34.5
Other: 18.3 34.6 27.2 49.4 16.6 30.8 23.0 45.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 9,701: 2,273 1,256 393 5,197 7,620 7,863 9,269: 1,837 431
Old : 9,085: 2,270 1,292 313 4,891 7,096 7,475 8,701: 1,610 384
Other: 615: 44 6 38 306 524 388 569: 227 47
: : :
: : Changes in Commitments from: March 16, 2021 :
: 373: -111 -171 177 318 404 384 409: -12 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 12.9 4.1 53.6 78.6 81.1 95.6: 18.9 4.4
Old : 100.0: 25.0 14.2 3.4 53.8 78.1 82.3 95.8: 17.7 4.2
Other: 100.0: 7.2 1.0 6.2 49.7 85.2 63.1 92.4: 36.9 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 11 6 7 15 15 29 26:
Old : 40: 11 7 7 14 15 28 26:
Other: 16: 3 3 2 8 3 12 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 : 52.1 49.0 65.0 67.9 52.1 46.7 64.0 65.6
Old : 55.2 46.9 68.6 66.7 55.2 45.3 68.0 65.1
Other: 43.1 91.8 60.6 92.4 41.6 79.1 49.6 79.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 2,311,733: 358,449 726,805 43,971 1,766,935 1,414,293 2,169,355 2,185,069: 142,378 126,664
Old : 2,311,733: 358,449 726,805 43,971 1,766,935 1,414,293 2,169,355 2,185,069: 142,378 126,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: -60,475: -23,833 32,420 -7,506 -32,264 -79,032 -63,602 -54,117: 3,128 -6,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 31.4 1.9 76.4 61.2 93.8 94.5: 6.2 5.5
Old : 100.0: 15.5 31.4 1.9 76.4 61.2 93.8 94.5: 6.2 5.5
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 : 288: 54 34 26 152 138 216 188:
Old : 288: 54 34 26 152 138 216 188:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 32.6 37.5 47.4 25.9 30.1 33.8 42.3
Old : 27.9 32.6 37.5 47.4 25.9 30.1 33.8 42.3
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 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 : 5,291,483: 640,742 678,235 737,086 3,559,484 3,356,247 4,937,312 4,771,568: 354,171 519,915
Old : 5,291,483: 640,742 678,235 737,086 3,559,484 3,356,247 4,937,312 4,771,568: 354,171 519,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 121,931: 64,502 60,447 -22,956 74,858 123,994 116,404 161,484: 5,527 -39,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 12.8 13.9 67.3 63.4 93.3 90.2: 6.7 9.8
Old : 100.0: 12.1 12.8 13.9 67.3 63.4 93.3 90.2: 6.7 9.8
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 : 435: 63 90 92 224 225 341 353:
Old : 435: 63 90 92 224 225 341 353:
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 : 15.4 18.9 24.2 27.0 8.9 11.4 14.6 15.5
Old : 15.4 18.9 24.2 27.0 8.9 11.4 14.6 15.5
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 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 : 1,298,194: 351,116 77,487 4,382 830,326 988,173 1,185,824 1,070,042: 112,370 228,152
Old : 1,298,194: 351,116 77,487 4,382 830,326 988,173 1,185,824 1,070,042: 112,370 228,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 32,296: 19,757 1,309 -6,960 20,582 45,271 33,379 39,620: -1,083 -7,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 6.0 0.3 64.0 76.1 91.3 82.4: 8.7 17.6
Old : 100.0: 27.0 6.0 0.3 64.0 76.1 91.3 82.4: 8.7 17.6
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 : 150: 21 14 9 76 94 102 112:
Old : 150: 21 14 9 76 94 102 112:
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 : 25.4 23.6 40.5 32.2 25.1 22.3 39.1 29.2
Old : 25.4 23.6 40.5 32.2 25.1 22.3 39.1 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 4,049,008: 549,359 487,653 445,539 2,781,882 2,726,786 3,776,780 3,659,979: 272,228 389,030
Old : 4,049,008: 549,359 487,653 445,539 2,781,882 2,726,786 3,776,780 3,659,979: 272,228 389,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 78,195: -9,718 35,721 -3,113 98,005 57,952 85,174 90,559: -6,979 -12,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 12.0 11.0 68.7 67.3 93.3 90.4: 6.7 9.6
Old : 100.0: 13.6 12.0 11.0 68.7 67.3 93.3 90.4: 6.7 9.6
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 : 329: 50 53 49 164 181 240 257:
Old : 329: 50 53 49 164 181 240 257:
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 22.3 41.6 33.3 24.3 21.3 33.5 29.7
Old : 30.7 22.3 41.6 33.3 24.3 21.3 33.5 29.7
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 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 : 1,093,485: 108,006 185,453 203,019 761,408 677,260 1,072,433 1,065,732: 21,052 27,753
Old : 1,093,485: 108,006 185,453 203,019 761,408 677,260 1,072,433 1,065,732: 21,052 27,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 45,601: 44,294 1,503 -9,548 10,022 52,698 44,768 44,653: 833 948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 17.0 18.6 69.6 61.9 98.1 97.5: 1.9 2.5
Old : 100.0: 9.9 17.0 18.6 69.6 61.9 98.1 97.5: 1.9 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 : 95: 20 12 25 55 57 86 84:
Old : 95: 20 12 25 55 57 86 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 : 29.6 37.6 42.6 52.2 21.5 28.0 29.5 35.2
Old : 29.6 37.6 42.6 52.2 21.5 28.0 29.5 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 45,554: 10,710 17,642 1,458 24,055 20,285 36,223 39,385: 9,331 6,169
Old : 45,554: 10,710 17,642 1,458 24,055 20,285 36,223 39,385: 9,331 6,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: -9,050: 1,346 -1,054 -383 -9,629 -6,630 -8,666 -8,067: -384 -983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 38.7 3.2 52.8 44.5 79.5 86.5: 20.5 13.5
Old : 100.0: 23.5 38.7 3.2 52.8 44.5 79.5 86.5: 20.5 13.5
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 : 108: 34 18 11 39 29 78 53:
Old : 108: 34 18 11 39 29 78 53:
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 48.4 41.2 59.7 32.2 47.1 40.9 57.7
Old : 32.4 48.4 41.2 59.7 32.2 47.1 40.9 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 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 : 91,108: 21,419 35,284 2,917 48,111 40,570 72,447 78,771: 18,661 12,337
Old : 91,108: 21,419 35,284 2,917 48,111 40,570 72,447 78,771: 18,661 12,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: -18,099: 2,692 -2,109 -765 -19,258 -13,259 -17,331 -16,134: -768 -1,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 38.7 3.2 52.8 44.5 79.5 86.5: 20.5 13.5
Old : 100.0: 23.5 38.7 3.2 52.8 44.5 79.5 86.5: 20.5 13.5
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 : 108: 34 18 11 39 29 78 53:
Old : 108: 34 18 11 39 29 78 53:
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 48.4 41.2 59.7 32.2 47.1 40.9 57.7
Old : 32.4 48.4 41.2 59.7 32.2 47.1 40.9 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 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 : 22,829: 3,296 775 0 17,348 21,429 20,644 22,204: 2,185 625
Old : 22,829: 3,296 775 0 17,348 21,429 20,644 22,204: 2,185 625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: -11,902: 342 -678 -31 -11,834 -11,006 -11,523 -11,715: -379 -187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 3.4 0.0 76.0 93.9 90.4 97.3: 9.6 2.7
Old : 100.0: 14.4 3.4 0.0 76.0 93.9 90.4 97.3: 9.6 2.7
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 : 26: 3 2 0 14 11 17 13:
Old : 26: 3 2 0 14 11 17 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 : 46.8 64.9 76.2 87.2 40.7 63.4 64.0 79.6
Old : 46.8 64.9 76.2 87.2 40.7 63.4 64.0 79.6
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 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 : 38,472: 13,964 34,123 73 24,053 4,217 38,090 38,413: 382 59
Old : 38,472: 13,964 34,123 73 24,053 4,217 38,090 38,413: 382 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: -20,619: -11,073 -12,514 -8,102 -1,402 0 -20,577 -20,616: -42 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 88.7 0.2 62.5 11.0 99.0 99.8: 1.0 0.2
Old : 100.0: 36.3 88.7 0.2 62.5 11.0 99.0 99.8: 1.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 24 13 1 4 2 29 15:
Old : 42: 24 13 1 4 2 29 15:
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 : 70.5 87.2 88.4 96.5 70.5 87.2 87.9 96.4
Old : 70.5 87.2 88.4 96.5 70.5 87.2 87.9 96.4
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 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 : 132,750: 30,634 29,464 54,873 47,240 48,285 132,747 132,622: 3 128
Old : 132,750: 30,634 29,464 54,873 47,240 48,285 132,747 132,622: 3 128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 10,246: 3,899 -8,633 15,166 -8,820 3,664 10,245 10,197: 1 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 22.2 41.3 35.6 36.4 100.0 99.9: 0.0 0.1
Old : 100.0: 23.1 22.2 41.3 35.6 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: 7 9 1 3 11 11 20:
Old : 30: 7 9 1 3 11 11 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.3 93.8 98.1 97.4 48.8 52.5 57.9 56.1
Old : 84.3 93.8 98.1 97.4 48.8 52.5 57.9 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 2,040: 970 70 135 920 1,730 2,025 1,935: 15 105
Old : 2,040: 970 70 135 920 1,730 2,025 1,935: 15 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 115: -15 15 45 90 60 120 120: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 3.4 6.6 45.1 84.8 99.3 94.9: 0.7 5.1
Old : 100.0: 47.5 3.4 6.6 45.1 84.8 99.3 94.9: 0.7 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: 7 2 4 7 8 16 13:
Old : 21: 7 2 4 7 8 16 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 : 52.2 73.8 78.7 88.2 51.0 69.4 75.0 80.1
Old : 52.2 73.8 78.7 88.2 51.0 69.4 75.0 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2021