WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 06, 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 : 500,331: 115,763 101,995 177,438 174,406 175,223 467,607 454,656: 32,724 45,675
Old : 177,050: 68,673 77,011 24,992 70,193 62,501 163,858 164,505: 13,191 12,545
Other: 323,282: 89,091 66,985 110,445 104,213 112,722 303,749 290,151: 19,533 33,130
: : :
: : Changes in Commitments from: March 30, 2021 :
: -11,572: 3,438 -4,568 -5,138 -8,597 -1,281 -10,297 -10,987: -1,275 -585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 20.4 35.5 34.9 35.0 93.5 90.9: 6.5 9.1
Old : 100.0: 38.8 43.5 14.1 39.6 35.3 92.5 92.9: 7.5 7.1
Other: 100.0: 27.6 20.7 34.2 32.2 34.9 94.0 89.8: 6.0 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 93 117 123 87 123 263 288:
Old : 293: 74 93 61 58 96 171 213:
Other: 297: 80 82 84 73 109 207 226:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 13.1 24.0 20.4 11.8 7.2 19.4 12.2
Old : 21.4 17.9 34.6 28.0 21.3 16.8 34.4 26.0
Other: 15.9 18.2 25.4 27.2 10.7 10.0 18.4 15.9
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 06, 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 : 14,279: 7,236 3,007 1,120 5,105 9,939 13,461 14,066: 818 213
Old : 400: 0 0 0 400 400 400 400: 0 0
Other: 13,879: 7,236 3,007 1,120 4,705 9,539 13,061 13,666: 818 213
: : :
: : Changes in Commitments from: March 30, 2021 :
: -4,161: 59 -935 316 -4,385 -2,958 -4,010 -3,577: -151 -584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 21.1 7.8 35.8 69.6 94.3 98.5: 5.7 1.5
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 52.1 21.7 8.1 33.9 68.7 94.1 98.5: 5.9 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 7 3 3 12 15 21 19:
Old : 5: 0 0 0 3 3 3 3:
Other: 27: 7 3 3 12 14 21 18:
:----------------------------------------------------------------------------------------------------
: 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 : 55.8 52.8 74.3 74.8 49.7 45.1 56.3 60.2
Old : 100.0 100.0 100.0 100.0 87.5 87.5 87.5 87.5
Other: 56.0 54.0 75.0 76.6 51.2 46.4 58.6 62.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 06, 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 : 249,263: 60,117 51,848 62,978 104,448 111,514 227,542 226,340: 21,721 22,923
Old : 97,424: 36,364 41,439 7,407 44,538 41,906 88,309 90,752: 9,115 6,672
Other: 151,839: 52,011 38,667 27,313 59,910 69,608 139,233 135,588: 12,605 16,251
: : :
: : Changes in Commitments from: March 30, 2021 :
: 7,017: -805 6,265 2,664 4,747 -1,135 6,606 7,794: 411 -777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 20.8 25.3 41.9 44.7 91.3 90.8: 8.7 9.2
Old : 100.0: 37.3 42.5 7.6 45.7 43.0 90.6 93.2: 9.4 6.8
Other: 100.0: 34.3 25.5 18.0 39.5 45.8 91.7 89.3: 8.3 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 61 60 70 89 89 186 190:
Old : 210: 43 57 22 62 74 116 142:
Other: 216: 62 43 48 77 76 159 148:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 18.6 25.4 28.7 13.8 16.2 22.6 24.4
Old : 25.6 23.3 40.6 33.8 25.5 23.3 40.5 33.8
Other: 15.6 22.5 26.7 34.1 15.3 18.2 23.4 26.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 06, 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 : 2,364,959: 577,372 67,954 593,289 986,168 1,464,741 2,156,830 2,125,985: 208,129 238,974
Old : 1,569,385: 420,560 124,528 353,483 673,224 959,400 1,447,267 1,437,412: 122,118 131,973
Other: 795,574: 233,716 20,330 162,903 312,944 505,341 709,563 688,573: 86,011 107,001
: : :
: : Changes in Commitments from: March 30, 2021 :
: 44,848: -7,659 -4,308 32,731 11,746 12,544 36,818 40,967: 8,030 3,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 2.9 25.1 41.7 61.9 91.2 89.9: 8.8 10.1
Old : 100.0: 26.8 7.9 22.5 42.9 61.1 92.2 91.6: 7.8 8.4
Other: 100.0: 29.4 2.6 20.5 39.3 63.5 89.2 86.6: 10.8 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 919: 253 106 206 427 494 765 735:
Old : 868: 220 115 175 372 471 671 691:
Other: 702: 140 74 88 279 411 455 541:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 11.4 20.0 18.4 10.8 7.8 15.6 13.7
Old : 15.4 10.7 23.4 17.3 14.6 9.2 20.7 15.0
Other: 15.7 18.1 25.9 26.0 13.0 13.8 20.7 19.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 06, 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 : 4,400: 1,282 93 111 1,342 3,417 2,735 3,621: 1,665 779
Old : 2,508: 1,111 82 19 303 2,081 1,433 2,183: 1,075 325
Other: 1,892: 247 86 16 1,039 1,335 1,302 1,438: 590 454
: : :
: : Changes in Commitments from: March 30, 2021 :
: 23: -3 14 17 -9 52 6 84: 18 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 2.1 2.5 30.5 77.7 62.2 82.3: 37.8 17.7
Old : 100.0: 44.3 3.3 0.8 12.1 83.0 57.1 87.0: 42.9 13.0
Other: 100.0: 13.1 4.6 0.9 54.9 70.6 68.8 76.0: 31.2 24.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 10 2 2 12 10 23 13:
Old : 21: 9 1 1 6 8 15 10:
Other: 20: 3 2 2 12 8 16 11:
:----------------------------------------------------------------------------------------------------
: 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 : 32.2 54.5 44.4 74.7 32.2 51.8 44.4 69.0
Old : 36.7 66.9 49.4 86.6 36.7 63.9 48.0 81.5
Other: 47.1 60.4 63.0 73.7 47.1 58.7 62.3 70.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 06, 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 : 1,193,107: 228,722 42,762 371,927 506,662 689,472 1,107,311 1,104,162: 85,795 88,945
Old : 700,212: 170,322 53,805 192,857 285,684 409,135 648,863 655,797: 51,349 44,414
Other: 492,895: 88,422 18,980 149,048 220,978 280,337 458,448 448,364: 34,446 44,531
: : :
: : Changes in Commitments from: March 30, 2021 :
: 17,449: 20,848 -5,690 2,232 -12,492 25,062 10,588 21,604: 6,861 -4,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 3.6 31.2 42.5 57.8 92.8 92.5: 7.2 7.5
Old : 100.0: 24.3 7.7 27.5 40.8 58.4 92.7 93.7: 7.3 6.3
Other: 100.0: 17.9 3.9 30.2 44.8 56.9 93.0 91.0: 7.0 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 642: 234 89 200 242 275 543 511:
Old : 588: 189 104 156 197 252 448 455:
Other: 506: 158 70 106 181 229 380 370:
:----------------------------------------------------------------------------------------------------
: 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 14.2 23.4 23.5 9.3 8.8 13.4 16.0
Old : 13.8 17.9 23.3 28.8 10.2 12.9 15.9 20.6
Other: 20.0 15.3 30.3 26.5 14.5 11.6 18.6 18.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 06, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 22,436: 11,942 571 890 6 6,989 12,838 8,450: 9,598 13,986
Old : 5,534: 3,112 259 512 1 1,240 3,625 2,011: 1,909 3,523
Other: 16,902: 9,060 542 148 5 5,749 9,213 6,439: 7,689 10,463
: : :
: : Changes in Commitments from: March 30, 2021 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 2.5 4.0 0.0 31.2 57.2 37.7: 42.8 62.3
Old : 100.0: 56.2 4.7 9.3 0.0 22.4 65.5 36.3: 34.5 63.7
Other: 100.0: 53.6 3.2 0.9 0.0 34.0 54.5 38.1: 45.5 61.9
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 2 4 3 12 10 18:
Old : 21: 6 3 4 1 12 8 18:
Other: 21: 6 3 3 2 12 8 18:
:----------------------------------------------------------------------------------------------------
: 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 : 53.6 22.1 57.2 30.0 49.9 20.9 53.2 28.0
Old : 60.5 29.9 65.5 33.4 54.4 21.5 56.2 25.0
Other: 52.8 22.1 54.5 30.7 51.9 22.1 53.6 30.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 06, 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 : 603,836: 130,295 42,454 151,505 274,328 381,141 556,128 575,101: 47,707 28,735
Old : 419,323: 113,986 55,374 94,394 176,504 249,024 384,884 398,792: 34,439 20,531
Other: 184,513: 38,838 9,610 34,581 97,825 132,117 171,244 176,309: 13,268 8,204
: : :
: : Changes in Commitments from: March 30, 2021 :
: 14,357: -9,415 -4,547 11,060 7,851 7,078 9,496 13,591: 4,862 766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 7.0 25.1 45.4 63.1 92.1 95.2: 7.9 4.8
Old : 100.0: 27.2 13.2 22.5 42.1 59.4 91.8 95.1: 8.2 4.9
Other: 100.0: 21.0 5.2 18.7 53.0 71.6 92.8 95.6: 7.2 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 127 42 102 113 106 282 221:
Old : 304: 119 48 84 103 96 255 201:
Other: 198: 67 29 39 74 58 162 110:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 29.6 18.9 38.8 7.4 23.6 12.6 30.8
Old : 11.7 26.9 20.4 36.9 9.7 22.9 16.2 30.3
Other: 16.3 37.7 27.1 50.0 11.2 29.1 18.7 38.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 06, 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 : 1,366,644: 59,903 182,955 127,192 1,014,437 840,703 1,201,533 1,150,850: 165,111 215,794
Old : 1,366,644: 59,903 182,955 127,192 1,014,437 840,703 1,201,533 1,150,850: 165,111 215,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2021 :
: 10,500: -10,948 -4,331 8,560 17,121 5,770 14,732 9,998: -4,233 502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 13.4 9.3 74.2 61.5 87.9 84.2: 12.1 15.8
Old : 100.0: 4.4 13.4 9.3 74.2 61.5 87.9 84.2: 12.1 15.8
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 : 186: 23 34 35 102 108 146 156:
Old : 186: 23 34 35 102 108 146 156:
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 21.5 38.9 33.5 20.7 16.7 28.3 24.7
Old : 29.6 21.5 38.9 33.5 20.7 16.7 28.3 24.7
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, April 06, 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 : 1,135,831: 58,261 320,080 4,782 938,864 653,783 1,001,907 978,645: 133,924 157,186
Old : 1,135,831: 58,261 320,080 4,782 938,864 653,783 1,001,907 978,645: 133,924 157,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2021 :
: 11,344: -1,871 824 597 11,148 1,211 9,874 2,632: 1,470 8,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 28.2 0.4 82.7 57.6 88.2 86.2: 11.8 13.8
Old : 100.0: 5.1 28.2 0.4 82.7 57.6 88.2 86.2: 11.8 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 : 156: 15 23 10 88 88 107 117:
Old : 156: 15 23 10 88 88 107 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 28.9 37.6 42.8 20.2 24.4 33.5 35.8
Old : 23.0 28.9 37.6 42.8 20.2 24.4 33.5 35.8
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, April 06, 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 : 476,527: 92,168 13,055 97,492 225,619 335,372 415,278 445,918: 61,249 30,609
Old : 341,722: 83,032 25,724 59,095 155,108 232,326 297,235 317,145: 44,487 24,577
Other: 134,805: 24,800 2,995 22,732 70,511 103,046 118,043 128,773: 16,762 6,032
: : :
: : Changes in Commitments from: March 30, 2021 :
: 5,933: -1,289 -1,528 2,825 3,502 5,869 5,038 7,166: 895 -1,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 2.7 20.5 47.3 70.4 87.1 93.6: 12.9 6.4
Old : 100.0: 24.3 7.5 17.3 45.4 68.0 87.0 92.8: 13.0 7.2
Other: 100.0: 18.4 2.2 16.9 52.3 76.4 87.6 95.5: 12.4 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 96 37 81 121 108 250 200:
Old : 268: 91 43 65 109 102 224 188:
Other: 173: 54 18 27 86 56 156 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 : 10.2 30.8 16.6 41.0 6.8 27.0 12.2 36.2
Old : 9.2 29.1 16.0 39.5 7.5 25.9 13.3 35.4
Other: 18.1 36.3 26.6 50.7 16.2 32.1 22.8 45.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 06, 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 : 9,889: 2,318 1,257 436 5,386 7,666 8,140 9,359: 1,748 530
Old : 9,019: 2,312 1,318 245 4,966 6,978 7,524 8,541: 1,495 478
Other: 870: 71 4 126 420 689 617 818: 253 52
: : :
: : Changes in Commitments from: March 30, 2021 :
: -77: -8 4 -53 72 -101 11 -151: -87 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 12.7 4.4 54.5 77.5 82.3 94.6: 17.7 5.4
Old : 100.0: 25.6 14.6 2.7 55.1 77.4 83.4 94.7: 16.6 5.3
Other: 100.0: 8.2 0.4 14.5 48.3 79.2 70.9 94.1: 29.1 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 11 7 7 14 15 28 27:
Old : 41: 12 7 6 12 15 25 27:
Other: 18: 3 3 2 8 6 12 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 48.5 64.6 66.4 51.4 46.4 63.5 64.4
Old : 55.8 46.8 69.0 66.1 55.8 45.3 69.0 64.7
Other: 51.7 85.0 65.8 93.8 38.1 69.6 47.2 71.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 06, 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 : 2,325,673: 384,471 755,318 42,729 1,755,557 1,405,524 2,182,756 2,203,571: 142,916 122,102
Old : 2,325,673: 384,471 755,318 42,729 1,755,557 1,405,524 2,182,756 2,203,571: 142,916 122,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2021 :
: -14,961: -25,937 2,247 5,343 6,568 -25,328 -14,027 -17,738: -934 2,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 32.5 1.8 75.5 60.4 93.9 94.7: 6.1 5.3
Old : 100.0: 16.5 32.5 1.8 75.5 60.4 93.9 94.7: 6.1 5.3
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 : 307: 56 43 29 150 145 218 205:
Old : 307: 56 43 29 150 145 218 205:
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 : 26.9 33.1 36.0 46.7 25.2 31.5 32.7 42.2
Old : 26.9 33.1 36.0 46.7 25.2 31.5 32.7 42.2
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, April 06, 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 : 4,739,516: 732,738 629,369 450,182 3,220,324 3,101,195 4,403,244 4,180,746: 336,272 558,770
Old : 4,739,516: 732,738 629,369 450,182 3,220,324 3,101,195 4,403,244 4,180,746: 336,272 558,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2021 :
: -92,467: 39,555 -111,638 -62,807 -53,104 52,465 -76,355 -121,980: -16,112 29,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 13.3 9.5 67.9 65.4 92.9 88.2: 7.1 11.8
Old : 100.0: 15.5 13.3 9.5 67.9 65.4 92.9 88.2: 7.1 11.8
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 : 442: 59 102 93 222 223 343 356:
Old : 442: 59 102 93 222 223 343 356:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 19.3 25.1 26.4 9.7 12.6 16.5 17.4
Old : 16.8 19.3 25.1 26.4 9.7 12.6 16.5 17.4
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, April 06, 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 : 1,430,303: 300,246 129,611 3,933 1,017,164 1,053,601 1,321,343 1,187,145: 108,960 243,158
Old : 1,430,303: 300,246 129,611 3,933 1,017,164 1,053,601 1,321,343 1,187,145: 108,960 243,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2021 :
: 81,697: -11,805 52,670 -666 88,456 23,416 75,985 75,420: 5,712 6,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 9.1 0.3 71.1 73.7 92.4 83.0: 7.6 17.0
Old : 100.0: 21.0 9.1 0.3 71.1 73.7 92.4 83.0: 7.6 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 19 14 8 82 96 106 113:
Old : 155: 19 14 8 82 96 106 113:
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 23.6 39.8 32.9 26.3 22.3 38.2 30.3
Old : 26.7 23.6 39.8 32.9 26.3 22.3 38.2 30.3
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, April 06, 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 : 3,978,463: 484,431 453,742 314,033 2,901,874 2,793,790 3,700,338 3,561,565: 278,125 416,898
Old : 3,978,463: 484,431 453,742 314,033 2,901,874 2,793,790 3,700,338 3,561,565: 278,125 416,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2021 :
: -73,029: -129,662 -43,327 11,064 52,583 -49,908 -66,016 -82,172: -7,013 9,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 11.4 7.9 72.9 70.2 93.0 89.5: 7.0 10.5
Old : 100.0: 12.2 11.4 7.9 72.9 70.2 93.0 89.5: 7.0 10.5
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 : 330: 50 61 56 156 173 237 259:
Old : 330: 50 61 56 156 173 237 259:
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 : 32.2 22.3 42.0 33.5 24.5 21.9 33.3 30.0
Old : 32.2 22.3 42.0 33.5 24.5 21.9 33.3 30.0
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, April 06, 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 : 1,009,174: 84,005 204,678 191,947 711,313 581,951 987,265 978,576: 21,909 30,598
Old : 1,009,174: 84,005 204,678 191,947 711,313 581,951 987,265 978,576: 21,909 30,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2021 :
: -106,380: -24,418 13,624 -20,722 -61,726 -99,835 -106,866 -106,933: 486 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 20.3 19.0 70.5 57.7 97.8 97.0: 2.2 3.0
Old : 100.0: 8.3 20.3 19.0 70.5 57.7 97.8 97.0: 2.2 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 20 13 23 54 55 85 81:
Old : 94: 20 13 23 54 55 85 81:
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 : 31.9 37.9 45.5 52.6 23.3 31.9 30.1 38.2
Old : 31.9 37.9 45.5 52.6 23.3 31.9 30.1 38.2
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, April 06, 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 : 47,282: 13,292 19,358 1,566 22,234 20,117 37,091 41,041: 10,191 6,242
Old : 47,282: 13,292 19,358 1,566 22,234 20,117 37,091 41,041: 10,191 6,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2021 :
: 2,423: 2,098 863 407 -1,006 1,166 1,499 2,436: 924 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 40.9 3.3 47.0 42.5 78.4 86.8: 21.6 13.2
Old : 100.0: 28.1 40.9 3.3 47.0 42.5 78.4 86.8: 21.6 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 36 17 11 38 28 77 53:
Old : 109: 36 17 11 38 28 77 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 : 32.1 48.3 42.3 61.9 31.0 46.4 40.6 59.9
Old : 32.1 48.3 42.3 61.9 31.0 46.4 40.6 59.9
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, April 06, 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 : 94,565: 26,584 38,716 3,132 44,467 40,234 74,183 82,082: 20,382 12,483
Old : 94,565: 26,584 38,716 3,132 44,467 40,234 74,183 82,082: 20,382 12,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2021 :
: 4,847: 4,196 1,725 814 -2,013 2,332 2,998 4,871: 1,849 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 40.9 3.3 47.0 42.5 78.4 86.8: 21.6 13.2
Old : 100.0: 28.1 40.9 3.3 47.0 42.5 78.4 86.8: 21.6 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 36 17 11 38 28 77 53:
Old : 109: 36 17 11 38 28 77 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 : 32.1 48.3 42.3 61.9 31.0 46.4 40.6 59.9
Old : 32.1 48.3 42.3 61.9 31.0 46.4 40.6 59.9
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, April 06, 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 : 30,189: 5,801 916 0 22,058 28,419 27,859 29,335: 2,330 854
Old : 30,189: 5,801 916 0 22,058 28,419 27,859 29,335: 2,330 854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2021 :
: 3,261: 1,551 -238 0 1,984 3,174 3,535 2,936: -274 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 3.0 0.0 73.1 94.1 92.3 97.2: 7.7 2.8
Old : 100.0: 19.2 3.0 0.0 73.1 94.1 92.3 97.2: 7.7 2.8
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 : 29: 4 2 0 16 10 20 12:
Old : 29: 4 2 0 16 10 20 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 67.2 71.8 91.0 42.3 65.7 64.0 84.2
Old : 46.4 67.2 71.8 91.0 42.3 65.7 64.0 84.2
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, April 06, 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 : 34,099: 17,457 29,604 176 16,018 4,260 33,651 34,040: 448 59
Old : 34,099: 17,457 29,604 176 16,018 4,260 33,651 34,040: 448 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2021 :
: -1,042: 1,959 -1,092 14 -3,053 43 -1,080 -1,035: 38 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 86.8 0.5 47.0 12.5 98.7 99.8: 1.3 0.2
Old : 100.0: 51.2 86.8 0.5 47.0 12.5 98.7 99.8: 1.3 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 : 44: 31 8 2 4 2 36 11:
Old : 44: 31 8 2 4 2 36 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 89.6 81.3 98.9 62.0 89.6 80.7 98.5
Old : 62.0 89.6 81.3 98.9 62.0 89.6 80.7 98.5
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, April 06, 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 : 136,349: 30,163 15,833 75,860 30,301 44,519 136,324 136,212: 25 137
Old : 136,349: 30,163 15,833 75,860 30,301 44,519 136,324 136,212: 25 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2021 :
: -2,430: 98 -13,769 15,747 -18,298 -4,429 -2,453 -2,451: 23 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 11.6 55.6 22.2 32.7 100.0 99.9: 0.0 0.1
Old : 100.0: 22.1 11.6 55.6 22.2 32.7 100.0 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 : 29: 6 9 1 3 11 10 20:
Old : 29: 6 9 1 3 11 10 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 : 85.1 93.4 98.5 97.5 35.7 37.8 43.9 41.9
Old : 85.1 93.4 98.5 97.5 35.7 37.8 43.9 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 09, 2021