WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 568,469
COMMITMENTS
130,687 90,578 204,764 194,431 222,299 529,881 517,641 38,588 50,828
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 3,088)
-5,885 -5,264 3,135 7,291 4,870 4,541 2,740 -1,452 348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 15.9 36.0 34.2 39.1 93.2 91.1 6.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
124 99 133 91 127 295 294
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 21,324
COMMITMENTS
5,156 0 3,794 11,019 16,604 19,969 20,398 1,355 926
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 3,145)
-1,459 -200 2,789 1,995 526 3,325 3,115 -180 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 0.0 17.8 51.7 77.9 93.6 95.7 6.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 0 2 12 18 17 20
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 241,423
COMMITMENTS
78,232 22,492 52,740 88,004 145,617 218,976 220,849 22,447 20,574
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,608)
-515 1,796 1,506 982 -767 1,973 2,535 -364 -927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 9.3 21.8 36.5 60.3 90.7 91.5 9.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
93 36 64 84 103 200 184
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,574,864
COMMITMENTS
610,701 77,715 684,525 1067233 1571297 2362459 2333537 212,405 241,328
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -34,641)
-11,863 -1,501 -29,529 13,429 -3,271 -27,963 -34,301 -6,678 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 3.0 26.6 41.4 61.0 91.8 90.6 8.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 968)
255 137 221 415 498 775 765
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,791
COMMITMENTS
1,768 40 29 1,319 3,868 3,116 3,937 1,675 854
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 25)
-195 40 29 732 53 566 122 -541 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 0.8 0.6 27.5 80.7 65.0 82.2 35.0 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
12 1 1 9 10 22 11
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,315,695
COMMITMENTS
247,155 41,000 420,913 558,420 763,585 1226487 1225497 89,207 90,197
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -40,090)
-5,448 -4,088 -30,943 2,090 -1,819 -34,301 -36,850 -5,789 -3,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 3.1 32.0 42.4 58.0 93.2 93.1 6.8 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 664)
239 112 211 226 272 541 528
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 575,294
COMMITMENTS
144,832 21,223 154,715 230,112 374,516 529,659 550,453 45,635 24,841
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 16,062)
13,666 -2,321 1,961 813 17,333 16,439 16,973 -377 -911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 3.7 26.9 40.0 65.1 92.1 95.7 7.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
131 37 89 105 102 272 205
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,273,306
COMMITMENTS
116,175 302,220 75,300 918,136 713,038 1109611 1090558 163,695 182,748
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -40,159)
20,415 10,398 -26,836 -25,334 -19,629 -31,756 -36,068 -8,403 -4,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 23.7 5.9 72.1 56.0 87.1 85.6 12.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
33 30 34 92 100 145 144
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,082,836
COMMITMENTS
110,337 319,262 6,233 830,672 615,166 947,242 940,661 135,594 142,175
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 7,925)
8,996 -2,097 1,013 -1,144 11,444 8,865 10,360 -940 -2,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 29.5 0.6 76.7 56.8 87.5 86.9 12.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
15 18 11 79 82 98 107
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 483,384
COMMITMENTS
104,775 12,376 107,203 212,045 334,453 424,023 454,032 59,361 29,352
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -6,874)
-6,094 -515 -6,374 5,365 -3,134 -7,103 -10,024 229 3,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 2.6 22.2 43.9 69.2 87.7 93.9 12.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
107 28 75 121 106 253 190
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,310
COMMITMENTS
3,499 1,226 94 4,394 8,398 7,988 9,718 2,322 592
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -215)
272 0 -89 -561 -266 -378 -355 163 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 11.9 0.9 42.6 81.5 77.5 94.3 22.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
18 7 6 10 13 32 22
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,127,775
COMMITMENTS
489,606 726,712 22,347 1446243 1278210 1958196 2027268 169,579 100,506
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 153,864)
92,031 43,496 1,174 64,652 109,030 157,856 153,699 -3,992 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 34.2 1.1 68.0 60.1 92.0 95.3 8.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
66 28 23 143 135 217 178
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,037,612
COMMITMENTS
633,476 531,047 357,169 2679149 2646668 3669794 3534884 367,818 502,728
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -208,003)
27,846 -31,160 -125,634 -111,992 -60,492 -209,780 -217,287 1,777 9,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 13.2 8.8 66.4 65.6 90.9 87.5 9.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
71 80 78 205 198 315 317
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,099,499
COMMITMENTS
190,047 73,536 7,603 791,515 800,299 989,165 881,438 110,334 218,061
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 43,065)
2,039 10,312 608 49,152 33,985 51,799 44,905 -8,734 -1,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 6.7 0.7 72.0 72.8 90.0 80.2 10.0 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
15 11 9 71 78 91 93
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,513,436
COMMITMENTS
639,149 713,416 155,396 2405083 2332731 3199628 3201543 313,808 311,893
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 116,578)
119,942 -14,296 -19,355 -3,261 162,243 97,326 128,593 19,252 -12,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 20.3 4.4 68.5 66.4 91.1 91.1 8.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
59 38 37 145 161 218 222
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,105,010
COMMITMENTS
181,124 209,274 183,602 723,613 687,954 1088339 1080830 16,671 24,180
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 43,522)
-26,440 22,933 16,412 53,628 5,960 43,600 45,305 -78 -1,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 18.9 16.6 65.5 62.3 98.5 97.8 1.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
24 15 31 54 57 90 91
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 44,909
COMMITMENTS
11,491 19,124 1,423 23,835 18,490 36,748 39,036 8,161 5,873
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,436)
349 1,132 403 1,075 -403 1,827 1,132 -391 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 42.6 3.2 53.1 41.2 81.8 86.9 18.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
35 17 10 33 28 70 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 89,819
COMMITMENTS
22,981 38,248 2,845 47,670 36,980 73,497 78,073 16,322 11,746
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 2,872)
699 2,264 805 2,150 -805 3,654 2,264 -782 609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 42.6 3.2 53.1 41.2 81.8 86.9 18.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
35 17 10 33 28 70 53
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 25,263
COMMITMENTS
3,127 444 0 19,489 24,420 22,616 24,864 2,647 399
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -1,528)
734 0 0 -2,523 -1,505 -1,789 -1,505 261 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 1.8 0.0 77.1 96.7 89.5 98.4 10.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 1 0 15 10 20 11
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 40,230
COMMITMENTS
19,004 36,920 70 20,817 3,176 39,891 40,166 339 64
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,029)
914 1,028 10 47 0 971 1,038 58 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 91.8 0.2 51.7 7.9 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
26 11 1 5 2 32 13
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 131,584
COMMITMENTS
25,135 54,229 48,463 57,985 28,814 131,583 131,506 1 78
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 4,666)
712 -2,525 4,474 -521 2,716 4,665 4,665 1 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 41.2 36.8 44.1 21.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 7 1 3 10 13 17
Updated January 29, 2021