WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 510,434: 107,381 90,094 201,893 171,941 176,203 481,216 468,191: 29,219 42,243
Old : 497,101: 105,905 94,820 195,312 169,128 168,224 470,345 458,356: 26,756 38,744
Other: 13,334: 6,599 398 1,458 2,814 7,979 10,871 9,835: 2,463 3,499
: : :
: : Changes in Commitments from: May 18, 2021 :
: -25,989: -10,903 36 -7,955 -4,401 -17,982 -23,259 -25,901: -2,729 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 17.7 39.6 33.7 34.5 94.3 91.7: 5.7 8.3
Old : 100.0: 21.3 19.1 39.3 34.0 33.8 94.6 92.2: 5.4 7.8
Other: 100.0: 49.5 3.0 10.9 21.1 59.8 81.5 73.8: 18.5 26.2
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 104 99 120 90 120 268 276:
Old : 355: 103 103 118 85 120 261 276:
Other: 109: 23 15 14 22 60 50 85:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 13.6 25.5 21.8 12.5 8.4 19.1 13.6
Old : 15.7 13.9 26.1 22.4 12.9 8.8 19.7 13.9
Other: 34.6 25.2 49.8 36.7 34.5 24.0 46.7 33.6
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 23,751: 16,078 1,170 659 6,027 21,421 22,764 23,250: 987 501
Old : 23,751: 16,078 1,170 659 6,027 21,421 22,764 23,250: 987 501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2021 :
: 252: 850 -46 -945 328 1,293 233 302: 19 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 4.9 2.8 25.4 90.2 95.8 97.9: 4.2 2.1
Old : 100.0: 67.7 4.9 2.8 25.4 90.2 95.8 97.9: 4.2 2.1
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 : 31: 6 4 4 11 19 20 25:
Old : 31: 6 4 4 11 19 20 25:
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 : 73.4 37.7 83.6 61.5 70.2 35.5 75.0 55.9
Old : 73.4 37.7 83.6 61.5 70.2 35.5 75.0 55.9
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 25, 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 : 244,330: 62,093 39,538 62,164 102,442 118,850 226,700 220,553: 17,631 23,778
Old : 241,059: 61,751 40,272 60,953 101,709 117,376 224,413 218,601: 16,645 22,458
Other: 3,272: 1,270 194 283 733 1,474 2,286 1,952: 986 1,320
: : :
: : Changes in Commitments from: May 18, 2021 :
: 556: -5,775 -1,748 3,624 3,737 -2,761 1,587 -885: -1,031 1,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 16.2 25.4 41.9 48.6 92.8 90.3: 7.2 9.7
Old : 100.0: 25.6 16.7 25.3 42.2 48.7 93.1 90.7: 6.9 9.3
Other: 100.0: 38.8 5.9 8.7 22.4 45.1 69.9 59.7: 30.1 40.3
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 66 47 70 83 82 182 173:
Old : 231: 67 48 70 81 82 180 173:
Other: 74: 16 12 6 12 38 31 53:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 20.1 26.1 28.1 15.1 14.9 24.4 22.6
Old : 15.7 20.3 26.4 28.3 15.3 15.1 24.8 22.8
Other: 31.1 22.5 47.2 32.8 29.0 22.3 44.4 30.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 2,433,267: 457,985 70,014 707,764 1,066,095 1,411,506 2,231,844 2,189,284: 201,423 243,983
Old : 1,269,263: 319,143 168,798 310,989 551,894 697,988 1,182,026 1,177,775: 87,237 91,488
Other: 1,164,003: 268,592 30,965 267,025 514,201 713,519 1,049,818 1,011,509: 114,186 152,494
: : :
: : Changes in Commitments from: May 18, 2021 :
: -59,989: -24,424 3,412 -33,246 10,738 -32,179 -46,932 -62,013: -13,056 2,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 2.9 29.1 43.8 58.0 91.7 90.0: 8.3 10.0
Old : 100.0: 25.1 13.3 24.5 43.5 55.0 93.1 92.8: 6.9 7.2
Other: 100.0: 23.1 2.7 22.9 44.2 61.3 90.2 86.9: 9.8 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 898: 243 103 204 433 481 748 726:
Old : 797: 180 113 146 342 428 583 628:
Other: 772: 176 90 127 347 432 572 603:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 12.1 23.1 19.2 12.6 6.6 17.0 12.2
Old : 15.4 11.2 24.6 19.9 14.3 9.8 21.3 16.3
Other: 19.5 16.6 28.5 24.2 16.2 11.6 21.3 16.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 4,239: 936 195 63 1,474 3,227 2,472 3,485: 1,766 754
Old : 4,239: 936 195 63 1,474 3,227 2,472 3,485: 1,766 754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2021 :
: -278: -434 22 3 -8 -269 -439 -244: 161 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 4.6 1.5 34.8 76.1 58.3 82.2: 41.7 17.8
Old : 100.0: 22.1 4.6 1.5 34.8 76.1 58.3 82.2: 41.7 17.8
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 : 23: 7 2 2 10 8 18 11:
Old : 23: 7 2 2 10 8 18 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 : 29.0 60.3 45.1 78.1 27.6 53.4 41.2 71.0
Old : 29.0 60.3 45.1 78.1 27.6 53.4 41.2 71.0
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 25, 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 : 1,142,076: 204,557 45,972 361,863 508,447 652,540 1,074,867 1,060,375: 67,208 81,701
Old : 494,884: 109,600 51,382 132,974 221,635 282,789 464,209 467,146: 30,675 27,738
Other: 647,192: 130,044 29,676 193,803 286,811 369,751 610,658 593,230: 36,533 53,962
: : :
: : Changes in Commitments from: May 18, 2021 :
: -33,339: -15,143 -1,429 -22,142 11,051 -9,600 -26,234 -33,171: -7,105 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 4.0 31.7 44.5 57.1 94.1 92.8: 5.9 7.2
Old : 100.0: 22.1 10.4 26.9 44.8 57.1 93.8 94.4: 6.2 5.6
Other: 100.0: 20.1 4.6 29.9 44.3 57.1 94.4 91.7: 5.6 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 654: 239 94 190 234 279 538 509:
Old : 573: 172 105 114 169 251 398 414:
Other: 562: 179 87 127 195 251 428 419:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 14.5 25.0 23.6 9.2 7.2 13.8 12.6
Old : 17.0 19.1 28.7 29.8 12.5 9.6 18.5 17.3
Other: 18.3 13.3 28.7 24.6 13.8 10.0 17.4 15.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 25,792: 16,249 1,694 1,026 87 8,400 17,362 11,120: 8,430 14,672
Old : 3,574: 2,525 1,115 36 82 420 2,643 1,571: 931 2,003
Other: 22,218: 14,516 1,371 198 5 7,980 14,719 9,549: 7,499 12,669
: : :
: : Changes in Commitments from: May 18, 2021 :
: 751: 1,290 61 -68 -4 159 1,218 152: -467 599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 6.6 4.0 0.3 32.6 67.3 43.1: 32.7 56.9
Old : 100.0: 70.6 31.2 1.0 2.3 11.8 74.0 44.0: 26.0 56.0
Other: 100.0: 65.3 6.2 0.9 0.0 35.9 66.2 43.0: 33.8 57.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 7 3 4 16 11 26:
Old : 28: 6 7 1 2 13 8 21:
Other: 29: 7 6 2 2 16 9 24:
:----------------------------------------------------------------------------------------------------
: 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 : 59.6 19.7 67.3 28.6 55.6 18.3 63.0 26.3
Old : 71.3 32.9 74.0 37.5 70.3 32.9 72.9 37.5
Other: 59.8 20.4 66.2 29.3 58.9 20.4 65.3 29.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 619,928: 121,220 32,631 177,693 276,598 380,832 575,512 591,156: 44,416 28,772
Old : 322,491: 95,747 42,552 68,528 129,315 194,098 293,590 305,178: 28,901 17,313
Other: 297,436: 63,335 27,941 71,303 147,283 186,734 281,922 285,978: 15,515 11,458
: : :
: : Changes in Commitments from: May 18, 2021 :
: -3,326: 3,899 990 -9,369 2,121 4,152 -3,349 -4,226: 23 901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 5.3 28.7 44.6 61.4 92.8 95.4: 7.2 4.6
Old : 100.0: 29.7 13.2 21.2 40.1 60.2 91.0 94.6: 9.0 5.4
Other: 100.0: 21.3 9.4 24.0 49.5 62.8 94.8 96.1: 5.2 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 123 45 101 112 111 285 223:
Old : 296: 110 51 63 94 96 234 183:
Other: 243: 77 45 53 88 81 196 153:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 28.3 23.3 38.0 8.6 22.3 13.2 28.5
Old : 16.4 26.2 27.0 37.6 11.2 20.4 16.1 29.4
Other: 13.9 31.6 24.2 46.1 11.0 25.9 18.5 35.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 1,379,707: 67,119 185,064 99,110 1,025,764 848,094 1,191,993 1,132,268: 187,714 247,439
Old : 1,379,707: 67,119 185,064 99,110 1,025,764 848,094 1,191,993 1,132,268: 187,714 247,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2021 :
: 15,349: -1,693 2,500 -21,496 15,289 13,410 -7,900 -5,586: 23,249 20,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 13.4 7.2 74.3 61.5 86.4 82.1: 13.6 17.9
Old : 100.0: 4.9 13.4 7.2 74.3 61.5 86.4 82.1: 13.6 17.9
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 : 197: 17 46 42 110 108 161 163:
Old : 197: 17 46 42 110 108 161 163:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 19.2 38.3 31.1 20.3 16.2 28.5 23.1
Old : 27.7 19.2 38.3 31.1 20.3 16.2 28.5 23.1
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 25, 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 : 1,234,988: 63,181 312,815 38,277 980,362 692,628 1,081,820 1,043,720: 153,168 191,268
Old : 1,234,988: 63,181 312,815 38,277 980,362 692,628 1,081,820 1,043,720: 153,168 191,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2021 :
: 82,841: 7,391 17,168 27,653 29,251 14,244 64,295 59,065: 18,546 23,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 25.3 3.1 79.4 56.1 87.6 84.5: 12.4 15.5
Old : 100.0: 5.1 25.3 3.1 79.4 56.1 87.6 84.5: 12.4 15.5
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 : 157: 12 23 17 96 93 120 121:
Old : 157: 12 23 17 96 93 120 121:
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 : 21.9 28.1 35.5 42.4 18.9 24.6 31.1 35.5
Old : 21.9 28.1 35.5 42.4 18.9 24.6 31.1 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 456,909: 81,409 30,433 94,508 222,168 304,453 398,085 429,394: 58,824 27,514
Old : 254,506: 44,765 43,281 44,881 130,149 147,766 219,795 235,927: 34,711 18,578
Other: 202,403: 55,441 5,949 30,830 92,019 156,688 178,290 193,467: 24,113 8,936
: : :
: : Changes in Commitments from: May 18, 2021 :
: -10,408: -10,108 15,824 -3,779 4,870 -25,754 -9,017 -13,709: -1,391 3,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 6.7 20.7 48.6 66.6 87.1 94.0: 12.9 6.0
Old : 100.0: 17.6 17.0 17.6 51.1 58.1 86.4 92.7: 13.6 7.3
Other: 100.0: 27.4 2.9 15.2 45.5 77.4 88.1 95.6: 11.9 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 77 45 72 118 103 235 189:
Old : 249: 68 46 53 108 94 202 173:
Other: 200: 66 25 34 92 70 175 113:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 28.1 19.7 38.9 8.7 24.0 13.8 33.4
Old : 12.4 22.2 21.3 32.5 10.5 20.0 16.7 28.7
Other: 16.7 36.8 25.4 50.4 14.2 33.9 21.1 44.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 9,503: 1,774 1,600 557 5,430 6,565 7,760 8,722: 1,743 781
Old : 6,584: 1,643 1,764 129 3,749 4,083 5,521 5,975: 1,062 608
Other: 2,919: 295 1 263 1,681 2,482 2,239 2,746: 680 173
: : :
: : Changes in Commitments from: May 18, 2021 :
: -812: -852 81 38 242 -1,056 -573 -937: -240 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 16.8 5.9 57.1 69.1 81.7 91.8: 18.3 8.2
Old : 100.0: 25.0 26.8 2.0 56.9 62.0 83.9 90.8: 16.1 9.2
Other: 100.0: 10.1 0.0 9.0 57.6 85.0 76.7 94.1: 23.3 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 14 9 6 13 17 30 29:
Old : 41: 11 10 2 8 15 20 26:
Other: 26: 6 2 3 10 10 18 13:
:----------------------------------------------------------------------------------------------------
: 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 : 47.1 45.8 59.5 63.3 44.5 44.6 54.3 60.5
Old : 59.8 44.0 71.3 63.2 59.8 44.0 71.3 62.0
Other: 42.5 76.3 64.1 91.3 38.5 72.8 55.8 79.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 2,319,806: 442,449 584,327 84,564 1,610,151 1,522,684 2,137,164 2,191,575: 182,642 128,231
Old : 2,319,806: 442,449 584,327 84,564 1,610,151 1,522,684 2,137,164 2,191,575: 182,642 128,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2021 :
: 7,633: 29,570 -44,239 -2,459 -49,941 36,603 -22,831 -10,094: 30,464 17,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 25.2 3.6 69.4 65.6 92.1 94.5: 7.9 5.5
Old : 100.0: 19.1 25.2 3.6 69.4 65.6 92.1 94.5: 7.9 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 59 40 31 161 145 236 201:
Old : 308: 59 40 31 161 145 236 201:
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 : 22.1 29.4 30.5 42.4 19.8 25.9 26.8 36.0
Old : 22.1 29.4 30.5 42.4 19.8 25.9 26.8 36.0
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 25, 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 : 5,038,014: 823,678 657,979 512,094 3,297,001 3,174,526 4,632,773 4,344,600: 405,241 693,414
Old : 5,038,014: 823,678 657,979 512,094 3,297,001 3,174,526 4,632,773 4,344,600: 405,241 693,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2021 :
: 51,415: 129 -67,900 -13,992 2,366 47,341 -11,496 -34,551: 62,912 85,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 13.1 10.2 65.4 63.0 92.0 86.2: 8.0 13.8
Old : 100.0: 16.3 13.1 10.2 65.4 63.0 92.0 86.2: 8.0 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 : 429: 60 90 85 211 230 324 355:
Old : 429: 60 90 85 211 230 324 355:
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 : 17.4 18.5 27.5 25.3 11.0 12.6 18.8 17.9
Old : 17.4 18.5 27.5 25.3 11.0 12.6 18.8 17.9
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 25, 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 : 1,641,596: 320,528 149,206 33,154 1,143,178 1,158,988 1,496,860 1,341,348: 144,736 300,248
Old : 1,641,596: 320,528 149,206 33,154 1,143,178 1,158,988 1,496,860 1,341,348: 144,736 300,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2021 :
: 50,645: -6,955 -16,771 9,810 32,706 29,453 35,561 22,492: 15,084 28,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 9.1 2.0 69.6 70.6 91.2 81.7: 8.8 18.3
Old : 100.0: 19.5 9.1 2.0 69.6 70.6 91.2 81.7: 8.8 18.3
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 : 159: 19 20 16 84 98 110 127:
Old : 159: 19 20 16 84 98 110 127:
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 : 29.0 23.6 40.3 32.4 28.5 22.4 38.5 29.7
Old : 29.0 23.6 40.3 32.4 28.5 22.4 38.5 29.7
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 25, 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 : 3,904,725: 431,778 513,931 342,414 2,791,934 2,598,769 3,566,126 3,455,114: 338,599 449,611
Old : 3,904,725: 431,778 513,931 342,414 2,791,934 2,598,769 3,566,126 3,455,114: 338,599 449,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2021 :
: 27,162: 99,758 39,559 -15,146 -85,432 -39,260 -820 -14,847: 27,983 42,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 13.2 8.8 71.5 66.6 91.3 88.5: 8.7 11.5
Old : 100.0: 11.1 13.2 8.8 71.5 66.6 91.3 88.5: 8.7 11.5
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 : 320: 43 62 53 156 175 232 257:
Old : 320: 43 62 53 156 175 232 257:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 18.4 40.4 30.4 23.1 18.1 31.9 25.2
Old : 30.4 18.4 40.4 30.4 23.1 18.1 31.9 25.2
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 25, 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 : 1,121,387: 48,298 296,257 191,924 861,103 603,338 1,101,325 1,091,519: 20,062 29,868
Old : 1,121,387: 48,298 296,257 191,924 861,103 603,338 1,101,325 1,091,519: 20,062 29,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2021 :
: 31,475: 11,246 -35,539 2,113 23,058 65,826 36,417 32,400: -4,942 -925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 26.4 17.1 76.8 53.8 98.2 97.3: 1.8 2.7
Old : 100.0: 4.3 26.4 17.1 76.8 53.8 98.2 97.3: 1.8 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 9 25 27 61 61 90 95:
Old : 102: 9 25 27 61 61 90 95:
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 32.0 49.8 47.6 27.8 27.5 33.4 34.4
Old : 35.9 32.0 49.8 47.6 27.8 27.5 33.4 34.4
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 25, 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 : 49,619: 15,647 22,226 1,142 23,869 20,723 40,658 44,091: 8,961 5,528
Old : 49,619: 15,647 22,226 1,142 23,869 20,723 40,658 44,091: 8,961 5,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2021 :
: 1,534: 731 2,751 -241 1,239 -603 1,729 1,906: -194 -372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 44.8 2.3 48.1 41.8 81.9 88.9: 18.1 11.1
Old : 100.0: 31.5 44.8 2.3 48.1 41.8 81.9 88.9: 18.1 11.1
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 : 108: 37 16 12 38 28 80 51:
Old : 108: 37 16 12 38 28 80 51:
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 : 32.3 51.8 43.2 64.4 32.2 50.4 40.8 62.4
Old : 32.3 51.8 43.2 64.4 32.2 50.4 40.8 62.4
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 25, 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 : 99,237: 31,294 44,453 2,283 47,739 41,446 81,315 88,182: 17,922 11,056
Old : 99,237: 31,294 44,453 2,283 47,739 41,446 81,315 88,182: 17,922 11,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2021 :
: 3,069: 1,462 5,502 -483 2,478 -1,207 3,457 3,812: -389 -743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 44.8 2.3 48.1 41.8 81.9 88.9: 18.1 11.1
Old : 100.0: 31.5 44.8 2.3 48.1 41.8 81.9 88.9: 18.1 11.1
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 : 108: 37 16 12 38 28 80 51:
Old : 108: 37 16 12 38 28 80 51:
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 : 32.3 51.8 43.2 64.4 32.2 50.4 40.8 62.4
Old : 32.3 51.8 43.2 64.4 32.2 50.4 40.8 62.4
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 25, 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 : 31,818: 7,498 894 0 21,320 30,273 28,818 31,167: 3,000 651
Old : 31,818: 7,498 894 0 21,320 30,273 28,818 31,167: 3,000 651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2021 :
: -558: 146 -667 0 -736 145 -590 -522: 32 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 2.8 0.0 67.0 95.1 90.6 98.0: 9.4 2.0
Old : 100.0: 23.6 2.8 0.0 67.0 95.1 90.6 98.0: 9.4 2.0
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 : 31: 6 2 0 16 10 22 12:
Old : 31: 6 2 0 16 10 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 : 46.4 74.1 67.6 92.9 44.2 72.9 65.3 91.7
Old : 46.4 74.1 67.6 92.9 44.2 72.9 65.3 91.7
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 25, 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 : 45,941: 23,375 41,751 41 22,053 4,040 45,469 45,832: 472 109
Old : 45,941: 23,375 41,751 41 22,053 4,040 45,469 45,832: 472 109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2021 :
: 10,788: 5,248 10,726 35 5,479 0 10,762 10,761: 26 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 90.9 0.1 48.0 8.8 99.0 99.8: 1.0 0.2
Old : 100.0: 50.9 90.9 0.1 48.0 8.8 99.0 99.8: 1.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 34 13 2 4 1 39 15:
Old : 52: 34 13 2 4 1 39 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 75.6 83.3 93.2 64.8 75.6 83.3 93.2
Old : 64.8 75.6 83.3 93.2 64.8 75.6 83.3 93.2
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 25, 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 : 172,625: 44,470 21,556 92,488 35,656 58,466 172,614 172,510: 11 115
Old : 172,625: 44,470 21,556 92,488 35,656 58,466 172,614 172,510: 11 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2021 :
: -2,197: 100 -1,164 -1,480 -824 463 -2,204 -2,181: 7 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 12.5 53.6 20.7 33.9 100.0 99.9: 0.0 0.1
Old : 100.0: 25.8 12.5 53.6 20.7 33.9 100.0 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 : 28: 6 8 1 3 12 10 20:
Old : 28: 6 8 1 3 12 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 : 86.6 94.7 98.7 97.8 38.1 41.1 46.4 44.2
Old : 86.6 94.7 98.7 97.8 38.1 41.1 46.4 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 28, 2021