WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 547,075: 117,744 89,581 215,344 180,420 200,125 513,508 505,050: 33,567 42,025
Old : 534,356: 116,441 92,956 210,428 176,490 192,421 503,359 495,804: 30,998 38,552
Other: 12,718: 4,883 205 1,337 3,929 7,704 10,149 9,246: 2,569 3,472
: : :
: : Changes in Commitments from: May 4, 2021 :
: 2,835: -9,835 -5,428 5,512 5,979 1,654 1,656 1,738: 1,179 1,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 16.4 39.4 33.0 36.6 93.9 92.3: 6.1 7.7
Old : 100.0: 21.8 17.4 39.4 33.0 36.0 94.2 92.8: 5.8 7.2
Other: 100.0: 38.4 1.6 10.5 30.9 60.6 79.8 72.7: 20.2 27.3
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 122 97 121 98 127 285 285:
Old : 372: 121 100 119 92 127 277 285:
Other: 105: 23 10 13 23 61 50 81:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 14.6 25.9 22.8 11.5 8.0 17.6 13.1
Old : 16.6 14.9 26.2 23.3 11.6 8.4 17.9 13.5
Other: 32.7 26.4 48.0 39.1 32.7 24.8 44.4 35.6
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 20,103: 11,735 514 1,875 5,434 17,393 19,044 19,782: 1,059 321
Old : 20,103: 11,735 514 1,875 5,434 17,393 19,044 19,782: 1,059 321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2021 :
: 401: -1,345 -374 111 1,255 776 21 513: 380 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 2.6 9.3 27.0 86.5 94.7 98.4: 5.3 1.6
Old : 100.0: 58.4 2.6 9.3 27.0 86.5 94.7 98.4: 5.3 1.6
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 : 32: 6 3 5 14 19 24 24:
Old : 32: 6 3 5 14 19 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 40.9 78.0 59.3 57.3 39.2 62.9 55.2
Old : 64.6 40.9 78.0 59.3 57.3 39.2 62.9 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 245,939: 75,681 42,334 51,309 99,556 129,276 226,546 222,919: 19,393 23,020
Old : 242,875: 75,251 42,967 50,200 98,788 127,893 224,239 221,061: 18,636 21,814
Other: 3,064: 1,131 68 407 768 1,383 2,306 1,858: 758 1,206
: : :
: : Changes in Commitments from: May 4, 2021 :
: 4,177: 2,711 3,286 -868 3,486 1,297 5,329 3,715: -1,152 462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 17.2 20.9 40.5 52.6 92.1 90.6: 7.9 9.4
Old : 100.0: 31.0 17.7 20.7 40.7 52.7 92.3 91.0: 7.7 9.0
Other: 100.0: 36.9 2.2 13.3 25.1 45.1 75.3 60.6: 24.7 39.4
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 75 45 61 81 86 184 172:
Old : 241: 73 49 61 78 86 181 172:
Other: 71: 17 5 7 12 38 31 50:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 21.7 26.7 31.7 15.2 16.7 24.9 25.8
Old : 15.7 22.0 26.9 32.0 15.4 17.0 25.2 26.2
Other: 32.9 26.1 52.3 36.4 32.1 22.6 48.3 31.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 2,557,937: 516,034 62,583 763,127 1,044,214 1,483,050 2,323,375 2,308,761: 234,562 249,176
Old : 1,395,895: 355,948 144,714 359,096 568,855 791,967 1,283,899 1,295,778: 111,996 100,117
Other: 1,162,042: 274,114 31,897 290,003 475,359 691,083 1,039,475 1,012,983: 122,566 149,058
: : :
: : Changes in Commitments from: May 4, 2021 :
: 119,594: -48,741 3,424 75,105 81,225 36,948 107,588 115,477: 12,006 4,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 2.4 29.8 40.8 58.0 90.8 90.3: 9.2 9.7
Old : 100.0: 25.5 10.4 25.7 40.8 56.7 92.0 92.8: 8.0 7.2
Other: 100.0: 23.6 2.7 25.0 40.9 59.5 89.5 87.2: 10.5 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 924: 261 109 204 432 487 774 728:
Old : 837: 204 117 146 355 444 625 642:
Other: 769: 170 90 114 336 436 556 594:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 13.1 22.9 21.3 10.9 7.8 15.2 13.8
Old : 14.7 12.0 23.3 20.0 12.8 8.9 18.7 15.2
Other: 19.3 17.8 29.3 25.8 15.3 11.7 20.7 16.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 5,232: 1,923 152 90 1,314 4,308 3,327 4,550: 1,905 683
Old : 5,232: 1,923 152 90 1,314 4,308 3,327 4,550: 1,905 683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2021 :
: 228: 59 42 33 42 167 134 241: 94 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 2.9 1.7 25.1 82.3 63.6 87.0: 36.4 13.0
Old : 100.0: 36.8 2.9 1.7 25.1 82.3 63.6 87.0: 36.4 13.0
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 : 28: 12 2 2 9 9 22 12:
Old : 28: 12 2 2 9 9 22 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 : 27.0 62.9 41.1 81.0 27.0 56.5 39.9 74.0
Old : 27.0 62.9 41.1 81.0 27.0 56.5 39.9 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 1,173,327: 250,200 45,145 367,392 472,221 679,957 1,089,813 1,092,494: 83,514 80,832
Old : 555,173: 153,861 44,627 149,548 210,273 331,353 513,683 525,528: 41,490 29,645
Other: 618,154: 124,243 28,422 189,940 261,947 348,604 576,130 566,966: 42,024 51,188
: : :
: : Changes in Commitments from: May 4, 2021 :
: 33,339: -827 -2,299 11,900 17,708 24,006 28,781 33,606: 4,558 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 3.8 31.3 40.2 58.0 92.9 93.1: 7.1 6.9
Old : 100.0: 27.7 8.0 26.9 37.9 59.7 92.5 94.7: 7.5 5.3
Other: 100.0: 20.1 4.6 30.7 42.4 56.4 93.2 91.7: 6.8 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 664: 250 97 199 228 271 552 502:
Old : 586: 183 110 120 159 238 406 407:
Other: 549: 184 84 137 188 234 432 398:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 14.4 23.8 24.1 9.1 9.0 13.1 15.5
Old : 14.6 17.9 25.0 29.1 12.0 13.4 18.5 21.7
Other: 18.6 13.9 28.3 25.9 13.1 9.9 16.6 15.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 24,189: 13,711 1,231 969 95 7,814 14,775 10,014: 9,414 14,175
Old : 3,225: 1,345 803 28 90 323 1,463 1,154: 1,762 2,071
Other: 20,964: 13,097 1,159 210 5 7,491 13,312 8,860: 7,652 12,104
: : :
: : Changes in Commitments from: May 4, 2021 :
: 1,738: 1,268 438 152 -2 436 1,418 1,026: 320 712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 5.1 4.0 0.4 32.3 61.1 41.4: 38.9 58.6
Old : 100.0: 41.7 24.9 0.9 2.8 10.0 45.4 35.8: 54.6 64.2
Other: 100.0: 62.5 5.5 1.0 0.0 35.7 63.5 42.3: 36.5 57.7
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 6 5 3 4 15 10 23:
Old : 25: 5 5 1 2 13 7 19:
Other: 26: 6 5 2 2 15 8 22:
:----------------------------------------------------------------------------------------------------
: 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 : 55.1 19.7 61.1 28.9 51.1 18.3 56.7 26.6
Old : 44.9 27.7 45.4 31.7 44.0 27.7 44.5 31.6
Other: 59.1 20.5 63.5 29.6 58.1 20.5 62.5 29.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 602,999: 121,110 36,696 169,791 268,582 370,558 559,483 577,045: 43,516 25,954
Old : 338,780: 97,366 49,254 71,266 140,957 202,907 309,589 323,428: 29,190 15,352
Other: 264,220: 55,645 19,343 66,624 127,625 167,650 249,894 253,617: 14,326 10,602
: : :
: : Changes in Commitments from: May 4, 2021 :
: 17,503: -2,818 -2,200 20,676 74 -2,077 17,932 16,400: -429 1,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 6.1 28.2 44.5 61.5 92.8 95.7: 7.2 4.3
Old : 100.0: 28.7 14.5 21.0 41.6 59.9 91.4 95.5: 8.6 4.5
Other: 100.0: 21.1 7.3 25.2 48.3 63.5 94.6 96.0: 5.4 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 116 51 97 116 112 286 221:
Old : 292: 104 55 61 98 99 234 184:
Other: 234: 76 39 54 86 78 193 146:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 28.0 21.7 38.3 8.3 23.4 13.2 29.7
Old : 15.3 27.4 24.9 38.3 11.5 22.6 17.8 30.7
Other: 13.6 31.7 23.0 45.9 9.9 27.5 17.7 36.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 1,342,542: 72,980 189,240 112,608 992,217 807,717 1,177,805 1,109,566: 164,737 232,976
Old : 1,342,542: 72,980 189,240 112,608 992,217 807,717 1,177,805 1,109,566: 164,737 232,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2021 :
: 706: 5,979 -18,327 3,443 -8,851 1,286 571 -13,599: 135 14,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 14.1 8.4 73.9 60.2 87.7 82.6: 12.3 17.4
Old : 100.0: 5.4 14.1 8.4 73.9 60.2 87.7 82.6: 12.3 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 26 40 39 109 114 155 173:
Old : 202: 26 40 39 109 114 155 173:
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 : 27.6 18.6 36.6 30.2 20.5 15.7 28.3 22.8
Old : 27.6 18.6 36.6 30.2 20.5 15.7 28.3 22.8
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, May 11, 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 : 1,136,803: 62,906 287,367 9,460 928,876 665,098 1,001,242 961,924: 135,561 174,878
Old : 1,136,803: 62,906 287,367 9,460 928,876 665,098 1,001,242 961,924: 135,561 174,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2021 :
: 635: 2,435 -24,621 3,322 -3,596 12,441 2,161 -8,859: -1,526 9,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 25.3 0.8 81.7 58.5 88.1 84.6: 11.9 15.4
Old : 100.0: 5.5 25.3 0.8 81.7 58.5 88.1 84.6: 11.9 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 14 22 12 94 93 114 121:
Old : 158: 14 22 12 94 93 114 121:
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 : 22.3 29.5 37.0 43.4 19.7 26.3 32.8 38.3
Old : 22.3 29.5 37.0 43.4 19.7 26.3 32.8 38.3
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, May 11, 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 : 489,758: 108,870 9,472 101,477 218,011 354,048 428,357 464,997: 61,400 24,760
Old : 308,856: 84,385 24,324 50,313 135,906 217,465 270,603 292,102: 38,252 16,754
Other: 180,902: 43,793 4,457 31,855 82,105 136,583 157,754 172,895: 23,148 8,007
: : :
: : Changes in Commitments from: May 4, 2021 :
: 32,523: 12,701 -5,959 10,445 3,104 29,278 26,250 33,765: 6,273 -1,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 1.9 20.7 44.5 72.3 87.5 94.9: 12.5 5.1
Old : 100.0: 27.3 7.9 16.3 44.0 70.4 87.6 94.6: 12.4 5.4
Other: 100.0: 24.2 2.5 17.6 45.4 75.5 87.2 95.6: 12.8 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 105 24 72 119 110 253 191:
Old : 274: 98 35 55 107 101 230 171:
Other: 202: 66 23 30 96 70 177 110:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 33.5 17.8 44.3 8.8 30.6 13.6 40.3
Old : 10.9 32.3 19.3 43.8 9.9 30.5 16.5 40.7
Other: 12.6 35.4 21.7 48.3 11.1 32.4 17.8 44.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 11,130: 2,928 1,426 588 5,119 8,383 8,634 10,397: 2,496 733
Old : 8,395: 2,742 1,592 182 3,596 5,980 6,520 7,754: 1,875 641
Other: 2,735: 352 0 240 1,523 2,403 2,115 2,643: 621 93
: : :
: : Changes in Commitments from: May 4, 2021 :
: 821: 612 -73 92 -193 702 511 721: 310 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 12.8 5.3 46.0 75.3 77.6 93.4: 22.4 6.6
Old : 100.0: 32.7 19.0 2.2 42.8 71.2 77.7 92.4: 22.3 7.6
Other: 100.0: 12.9 0.0 8.8 55.7 87.8 77.3 96.6: 22.7 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 14 7 6 15 17 33 27:
Old : 42: 12 8 4 10 16 24 26:
Other: 24: 6 0 2 11 9 17 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 : 38.9 49.3 53.3 66.3 38.9 48.1 49.6 63.0
Old : 50.7 43.4 64.0 62.4 50.7 42.5 64.0 61.4
Other: 47.4 81.3 65.1 95.6 38.9 74.8 52.5 80.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 2,313,574: 428,045 614,473 64,138 1,666,042 1,522,643 2,158,225 2,201,255: 155,348 112,319
Old : 2,313,574: 428,045 614,473 64,138 1,666,042 1,522,643 2,158,225 2,201,255: 155,348 112,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2021 :
: -65,221: 20,539 -57,195 5,141 -96,203 -12,153 -70,523 -64,207: 5,302 -1,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 26.6 2.8 72.0 65.8 93.3 95.1: 6.7 4.9
Old : 100.0: 18.5 26.6 2.8 72.0 65.8 93.3 95.1: 6.7 4.9
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 : 317: 59 41 31 157 147 230 205:
Old : 317: 59 41 31 157 147 230 205:
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 : 22.8 28.7 31.0 41.9 20.8 25.3 28.2 37.0
Old : 22.8 28.7 31.0 41.9 20.8 25.3 28.2 37.0
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, May 11, 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 : 5,109,876: 887,604 782,253 554,886 3,308,853 3,146,768 4,751,343 4,483,907: 358,533 625,969
Old : 5,109,876: 887,604 782,253 554,886 3,308,853 3,146,768 4,751,343 4,483,907: 358,533 625,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2021 :
: 43,958: 64,970 47,992 6,940 -30,136 -32,357 41,773 22,574: 2,185 21,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 15.3 10.9 64.8 61.6 93.0 87.7: 7.0 12.3
Old : 100.0: 17.4 15.3 10.9 64.8 61.6 93.0 87.7: 7.0 12.3
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 : 441: 59 95 89 214 242 328 371:
Old : 441: 59 95 89 214 242 328 371:
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 17.8 26.5 24.6 10.6 12.2 18.7 18.0
Old : 16.8 17.8 26.5 24.6 10.6 12.2 18.7 18.0
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, May 11, 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 : 1,571,953: 318,770 190,096 12,283 1,124,869 1,098,177 1,455,922 1,300,556: 116,031 271,397
Old : 1,571,953: 318,770 190,096 12,283 1,124,869 1,098,177 1,455,922 1,300,556: 116,031 271,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2021 :
: 40,150: 17,155 16,103 5,722 20,921 15,437 43,798 37,262: -3,648 2,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 12.1 0.8 71.6 69.9 92.6 82.7: 7.4 17.3
Old : 100.0: 20.3 12.1 0.8 71.6 69.9 92.6 82.7: 7.4 17.3
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 : 162: 19 20 17 89 98 115 128:
Old : 162: 19 20 17 89 98 115 128:
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 : 30.9 24.9 42.2 33.9 30.7 23.6 41.2 30.4
Old : 30.9 24.9 42.2 33.9 30.7 23.6 41.2 30.4
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, May 11, 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 : 3,765,194: 329,115 529,370 274,438 2,855,119 2,553,715 3,458,672 3,357,523: 306,522 407,671
Old : 3,765,194: 329,115 529,370 274,438 2,855,119 2,553,715 3,458,672 3,357,523: 306,522 407,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2021 :
: 73,589: -12,996 100,796 11,836 66,990 -49,177 65,830 63,455: 7,759 10,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 14.1 7.3 75.8 67.8 91.9 89.2: 8.1 10.8
Old : 100.0: 8.7 14.1 7.3 75.8 67.8 91.9 89.2: 8.1 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 45 65 56 162 174 238 264:
Old : 331: 45 65 56 162 174 238 264:
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 : 31.4 19.1 41.0 30.0 23.9 18.5 32.7 25.7
Old : 31.4 19.1 41.0 30.0 23.9 18.5 32.7 25.7
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, May 11, 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 : 1,045,336: 34,706 311,336 184,871 799,011 515,487 1,018,588 1,011,694: 26,748 33,642
Old : 1,045,336: 34,706 311,336 184,871 799,011 515,487 1,018,588 1,011,694: 26,748 33,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2021 :
: 56,438: 4,423 -7,499 11,703 32,958 47,447 49,084 51,651: 7,354 4,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 29.8 17.7 76.4 49.3 97.4 96.8: 2.6 3.2
Old : 100.0: 3.3 29.8 17.7 76.4 49.3 97.4 96.8: 2.6 3.2
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 : 93: 9 20 22 58 58 82 86:
Old : 93: 9 20 22 58 58 82 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 35.3 49.4 49.2 28.4 31.1 35.7 37.8
Old : 35.5 35.3 49.4 49.2 28.4 31.1 35.7 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 49,508: 15,451 19,171 1,562 23,002 22,443 40,015 43,176: 9,493 6,332
Old : 49,508: 15,451 19,171 1,562 23,002 22,443 40,015 43,176: 9,493 6,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2021 :
: 3,364: 1,495 2,549 278 1,759 752 3,531 3,579: -167 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 38.7 3.2 46.5 45.3 80.8 87.2: 19.2 12.8
Old : 100.0: 31.2 38.7 3.2 46.5 45.3 80.8 87.2: 19.2 12.8
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 : 116: 37 16 13 41 33 81 59:
Old : 116: 37 16 13 41 33 81 59:
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 : 28.7 49.3 40.0 60.6 27.9 47.8 37.7 58.4
Old : 28.7 49.3 40.0 60.6 27.9 47.8 37.7 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 99,016: 30,903 38,342 3,125 46,003 44,885 80,031 86,352: 18,985 12,664
Old : 99,016: 30,903 38,342 3,125 46,003 44,885 80,031 86,352: 18,985 12,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2021 :
: 6,729: 2,989 5,099 555 3,518 1,504 7,062 7,158: -333 -429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 38.7 3.2 46.5 45.3 80.8 87.2: 19.2 12.8
Old : 100.0: 31.2 38.7 3.2 46.5 45.3 80.8 87.2: 19.2 12.8
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 : 116: 37 16 13 41 33 81 59:
Old : 116: 37 16 13 41 33 81 59:
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 : 28.7 49.3 40.0 60.6 27.9 47.8 37.7 58.4
Old : 28.7 49.3 40.0 60.6 27.9 47.8 37.7 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 31,729: 7,420 1,532 0 18,513 29,601 25,933 31,133: 5,796 596
Old : 31,729: 7,420 1,532 0 18,513 29,601 25,933 31,133: 5,796 596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2021 :
: 3,649: 512 422 0 350 3,137 862 3,559: 2,787 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 4.8 0.0 58.3 93.3 81.7 98.1: 18.3 1.9
Old : 100.0: 23.4 4.8 0.0 58.3 93.3 81.7 98.1: 18.3 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 3 0 16 10 22 13:
Old : 32: 6 3 0 16 10 22 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 : 35.9 73.5 57.0 91.7 33.8 71.9 54.7 90.2
Old : 35.9 73.5 57.0 91.7 33.8 71.9 54.7 90.2
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, May 11, 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 : 34,313: 20,085 30,073 31 13,807 4,040 33,923 34,144: 390 169
Old : 34,313: 20,085 30,073 31 13,807 4,040 33,923 34,144: 390 169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2021 :
: 1,541: 1,528 1,457 -17 0 0 1,511 1,440: 30 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 87.6 0.1 40.2 11.8 98.9 99.5: 1.1 0.5
Old : 100.0: 58.5 87.6 0.1 40.2 11.8 98.9 99.5: 1.1 0.5
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 : 56: 41 10 2 4 1 46 12:
Old : 56: 41 10 2 4 1 46 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 : 50.5 88.2 72.6 98.2 50.5 88.2 72.6 98.1
Old : 50.5 88.2 72.6 98.2 50.5 88.2 72.6 98.1
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, May 11, 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 : 180,997: 41,813 25,466 97,744 41,430 57,656 180,987 180,866: 10 131
Old : 180,997: 41,813 25,466 97,744 41,430 57,656 180,987 180,866: 10 131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2021 :
: 1,419: 2,376 3,197 -1,453 496 -327 1,419 1,417: 0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 14.1 54.0 22.9 31.9 100.0 99.9: 0.0 0.1
Old : 100.0: 23.1 14.1 54.0 22.9 31.9 100.0 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 : 85.2 95.0 98.7 98.0 37.9 41.0 45.8 44.0
Old : 85.2 95.0 98.7 98.0 37.9 41.0 45.8 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 14, 2021