WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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 : 532,513: 96,655 87,338 208,620 194,246 195,321 499,521 491,279: 32,992 41,235
Old : 507,155: 90,942 88,580 200,081 185,847 182,370 476,870 471,030: 30,285 36,125
Other: 25,358: 10,921 3,966 3,332 8,399 12,951 22,651 20,248: 2,708 5,110
: : :
: : Changes in Commitments from: June 8, 2021 :
: 7,918: -619 6,498 -3,035 12,423 3,595 8,768 7,057: -849 861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 16.4 39.2 36.5 36.7 93.8 92.3: 6.2 7.7
Old : 100.0: 17.9 17.5 39.5 36.6 36.0 94.0 92.9: 6.0 7.1
Other: 100.0: 43.1 15.6 13.1 33.1 51.1 89.3 79.8: 10.7 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 357: 105 88 132 104 120 286 281:
Old : 356: 113 85 126 101 120 276 281:
Other: 131: 21 29 17 26 65 60 100:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 13.5 23.4 20.4 11.8 9.3 18.2 14.1
Old : 14.5 13.8 23.8 21.0 12.1 9.8 18.4 14.5
Other: 45.1 26.1 60.8 38.8 44.5 23.2 58.4 33.3
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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 : 21,306: 11,160 995 817 8,446 18,947 20,423 20,759: 883 546
Old : 21,306: 11,160 995 817 8,446 18,947 20,423 20,759: 883 546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2021 :
: 601: -86 -14 -66 1,058 507 906 427: -305 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 4.7 3.8 39.6 88.9 95.9 97.4: 4.1 2.6
Old : 100.0: 52.4 4.7 3.8 39.6 88.9 95.9 97.4: 4.1 2.6
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 : 31: 7 4 4 10 17 20 23:
Old : 31: 7 4 4 10 17 20 23:
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 : 65.1 47.7 81.9 68.9 61.8 44.6 72.0 64.2
Old : 65.1 47.7 81.9 68.9 61.8 44.6 72.0 64.2
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, June 15, 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 : 222,545: 54,637 39,804 51,428 97,545 107,368 203,610 198,600: 18,935 23,945
Old : 217,641: 52,854 40,063 50,046 96,527 105,537 199,427 195,647: 18,214 21,994
Other: 4,904: 2,731 688 435 1,019 1,830 4,184 2,953: 720 1,951
: : :
: : Changes in Commitments from: June 8, 2021 :
: -5,092: -1,380 2,488 -1,237 -683 -7,790 -3,300 -6,539: -1,792 1,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 17.9 23.1 43.8 48.2 91.5 89.2: 8.5 10.8
Old : 100.0: 24.3 18.4 23.0 44.4 48.5 91.6 89.9: 8.4 10.1
Other: 100.0: 55.7 14.0 8.9 20.8 37.3 85.3 60.2: 14.7 39.8
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 62 44 62 89 86 182 171:
Old : 230: 62 48 61 88 86 180 170:
Other: 74: 16 13 8 12 38 32 55:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 19.1 26.9 27.6 15.5 15.5 24.4 22.7
Old : 16.0 19.4 27.2 27.9 15.8 15.8 24.9 23.0
Other: 53.5 22.9 70.6 34.6 51.3 20.2 64.2 29.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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 : 2,538,875: 432,498 64,499 802,019 1,091,522 1,419,762 2,326,040 2,286,281: 212,835 252,595
Old : 1,175,208: 247,837 143,986 333,612 513,281 616,403 1,094,730 1,094,001: 80,478 81,207
Other: 1,363,667: 313,076 48,928 339,993 578,242 803,359 1,231,310 1,192,279: 132,357 171,388
: : :
: : Changes in Commitments from: June 8, 2021 :
: -20,169: -24,618 -2,850 21,704 3,191 -36,423 277 -17,569: -20,446 -2,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 2.5 31.6 43.0 55.9 91.6 90.1: 8.4 9.9
Old : 100.0: 21.1 12.3 28.4 43.7 52.5 93.2 93.1: 6.8 6.9
Other: 100.0: 23.0 3.6 24.9 42.4 58.9 90.3 87.4: 9.7 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 899: 239 101 221 437 489 763 737:
Old : 776: 163 107 157 340 425 581 617:
Other: 801: 185 100 149 362 447 613 634:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 13.5 23.8 20.9 11.4 6.6 15.6 12.0
Old : 14.7 12.5 25.2 21.7 12.1 9.9 19.2 17.1
Other: 18.2 16.6 27.1 23.6 14.2 10.4 19.5 15.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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 : 3,924: 1,124 263 162 852 2,760 2,138 3,184: 1,787 740
Old : 3,924: 1,124 263 162 852 2,760 2,138 3,184: 1,787 740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2021 :
: -755: 124 49 3 -616 -857 -488 -805: -267 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 6.7 4.1 21.7 70.3 54.5 81.1: 45.5 18.9
Old : 100.0: 28.7 6.7 4.1 21.7 70.3 54.5 81.1: 45.5 18.9
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 : 22: 9 2 3 8 7 18 11:
Old : 22: 9 2 3 8 7 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 : 25.4 60.7 41.0 78.5 25.4 56.3 39.1 71.0
Old : 25.4 60.7 41.0 78.5 25.4 56.3 39.1 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, June 15, 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 : 1,165,967: 181,163 50,474 399,498 513,652 635,026 1,094,314 1,084,998: 71,654 80,969
Old : 383,022: 44,265 21,771 149,269 166,165 191,725 359,699 362,765: 23,323 20,257
Other: 782,945: 158,630 50,435 228,497 347,487 443,301 734,615 722,233: 48,330 60,712
: : :
: : Changes in Commitments from: June 8, 2021 :
: -29,894: -31,452 4,796 3,366 10,307 -37,911 -17,779 -29,749: -12,115 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 4.3 34.3 44.1 54.5 93.9 93.1: 6.1 6.9
Old : 100.0: 11.6 5.7 39.0 43.4 50.1 93.9 94.7: 6.1 5.3
Other: 100.0: 20.3 6.4 29.2 44.4 56.6 93.8 92.2: 6.2 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 664: 230 103 197 252 282 555 520:
Old : 505: 139 80 107 178 236 355 386:
Other: 615: 199 107 154 210 261 475 460:
:----------------------------------------------------------------------------------------------------
: 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 25.2 24.2 8.7 6.4 12.7 11.3
Old : 24.1 22.9 35.8 37.1 8.3 9.0 13.2 12.6
Other: 14.4 11.9 24.6 22.3 11.3 9.5 16.1 16.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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 : 26,993: 17,287 1,735 1,134 98 9,448 18,519 12,317: 8,474 14,676
Old : 4,097: 3,099 1,377 0 93 449 3,192 1,826: 905 2,271
Other: 22,896: 15,117 1,287 205 5 8,999 15,327 10,491: 7,569 12,405
: : :
: : Changes in Commitments from: June 8, 2021 :
: 185: 268 -85 -2 15 274 281 187: -96 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 6.4 4.2 0.4 35.0 68.6 45.6: 31.4 54.4
Old : 100.0: 75.6 33.6 0.0 2.3 11.0 77.9 44.6: 22.1 55.4
Other: 100.0: 66.0 5.6 0.9 0.0 39.3 66.9 45.8: 33.1 54.2
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 8 6 4 4 19 12 29:
Old : 29: 7 5 0 4 15 11 20:
Other: 32: 7 6 3 2 19 9 28:
:----------------------------------------------------------------------------------------------------
: 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 : 60.2 20.3 68.2 29.3 56.1 18.6 64.0 26.7
Old : 71.6 37.2 77.6 41.6 71.6 36.9 77.4 41.3
Other: 62.9 21.3 66.9 30.3 62.0 21.3 66.0 30.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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 : 662,386: 103,489 35,751 206,085 309,129 392,067 618,703 633,903: 43,684 28,483
Old : 273,135: 54,986 34,754 74,166 120,840 150,218 249,992 259,137: 23,143 13,998
Other: 389,252: 88,513 41,008 91,909 188,289 241,850 368,711 374,767: 20,541 14,485
: : :
: : Changes in Commitments from: June 8, 2021 :
: -5,074: -10,479 6,324 -8,940 18,479 -621 -940 -3,237: -4,135 -1,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 5.4 31.1 46.7 59.2 93.4 95.7: 6.6 4.3
Old : 100.0: 20.1 12.7 27.2 44.2 55.0 91.5 94.9: 8.5 5.1
Other: 100.0: 22.7 10.5 23.6 48.4 62.1 94.7 96.3: 5.3 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 102 52 96 121 122 274 236:
Old : 250: 73 46 59 104 98 203 181:
Other: 275: 87 59 65 91 94 215 185:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 25.2 24.7 37.4 7.7 17.9 12.0 23.4
Old : 18.7 20.0 31.1 32.3 10.9 12.0 16.0 18.8
Other: 16.1 32.0 25.7 47.1 11.0 25.8 17.5 34.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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 : 1,380,774: 110,090 169,737 112,385 977,505 878,465 1,199,980 1,160,587: 180,794 220,186
Old : 1,380,774: 110,090 169,737 112,385 977,505 878,465 1,199,980 1,160,587: 180,794 220,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2021 :
: 33,520: 8,079 -6,753 21,456 -1,385 25,952 28,151 40,655: 5,369 -7,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 12.3 8.1 70.8 63.6 86.9 84.1: 13.1 15.9
Old : 100.0: 8.0 12.3 8.1 70.8 63.6 86.9 84.1: 13.1 15.9
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 : 206: 29 43 43 107 110 162 170:
Old : 206: 29 43 43 107 110 162 170:
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 21.0 37.2 31.1 19.8 16.4 27.7 22.6
Old : 27.6 21.0 37.2 31.1 19.8 16.4 27.7 22.6
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, June 15, 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 : 1,216,352: 94,134 336,543 9,021 971,121 716,784 1,074,276 1,062,348: 142,076 154,004
Old : 1,216,352: 94,134 336,543 9,021 971,121 716,784 1,074,276 1,062,348: 142,076 154,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2021 :
: 13,423: 2,697 11,842 -1,606 5,026 21,022 6,117 31,258: 7,305 -17,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 27.7 0.7 79.8 58.9 88.3 87.3: 11.7 12.7
Old : 100.0: 7.7 27.7 0.7 79.8 58.9 88.3 87.3: 11.7 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 12 27 14 84 93 105 125:
Old : 158: 12 27 14 84 93 105 125:
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 : 22.0 29.7 36.6 43.1 20.0 26.8 32.6 37.7
Old : 22.0 29.7 36.6 43.1 20.0 26.8 32.6 37.7
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, June 15, 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 : 468,746: 73,218 32,804 100,503 238,351 305,327 412,072 438,634: 56,674 30,112
Old : 199,138: 21,584 24,705 46,726 101,728 110,673 170,038 182,103: 29,100 17,035
Other: 269,608: 59,811 16,277 45,600 136,623 194,654 242,034 256,531: 27,574 13,077
: : :
: : Changes in Commitments from: June 8, 2021 :
: 5,463: -3,637 5,894 413 9,526 -1,525 6,301 4,782: -838 681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 7.0 21.4 50.8 65.1 87.9 93.6: 12.1 6.4
Old : 100.0: 10.8 12.4 23.5 51.1 55.6 85.4 91.4: 14.6 8.6
Other: 100.0: 22.2 6.0 16.9 50.7 72.2 89.8 95.1: 10.2 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 77 57 80 123 106 249 205:
Old : 234: 60 39 53 106 98 193 171:
Other: 232: 64 49 49 98 78 194 146:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 26.8 20.7 37.6 8.4 21.3 13.8 30.3
Old : 17.3 18.4 27.7 29.8 11.8 14.8 16.2 22.4
Other: 14.6 37.3 23.4 47.2 14.0 35.4 20.9 44.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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 : 8,829: 1,070 2,802 847 5,360 3,974 7,277 7,623: 1,552 1,206
Old : 3,221: 547 1,181 249 1,887 1,232 2,683 2,662: 538 559
Other: 5,609: 533 1,631 588 3,473 2,742 4,594 4,962: 1,014 647
: : :
: : Changes in Commitments from: June 8, 2021 :
: 516: -393 946 340 654 -1,261 600 24: -85 491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 31.7 9.6 60.7 45.0 82.4 86.3: 17.6 13.7
Old : 100.0: 17.0 36.7 7.7 58.6 38.3 83.3 82.6: 16.7 17.4
Other: 100.0: 9.5 29.1 10.5 61.9 48.9 81.9 88.5: 18.1 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 12 15 8 16 16 31 36:
Old : 33: 5 11 4 9 9 16 22:
Other: 42: 11 8 7 13 12 26 26:
:----------------------------------------------------------------------------------------------------
: 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 : 45.5 36.7 57.2 53.5 44.9 34.6 55.0 50.3
Old : 54.1 37.0 68.3 58.1 54.1 37.0 66.7 56.2
Other: 45.4 47.1 58.9 66.3 44.9 45.5 57.5 63.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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 : 2,126,352: 498,505 615,759 47,375 1,419,538 1,343,509 1,965,418 2,006,643: 160,935 119,709
Old : 2,126,352: 498,505 615,759 47,375 1,419,538 1,343,509 1,965,418 2,006,643: 160,935 119,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2021 :
: -7,624: 5,137 6,855 8,279 -22,600 -27,522 -9,185 -12,388: 1,561 4,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 29.0 2.2 66.8 63.2 92.4 94.4: 7.6 5.6
Old : 100.0: 23.4 29.0 2.2 66.8 63.2 92.4 94.4: 7.6 5.6
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 : 317: 61 40 27 163 141 237 195:
Old : 317: 61 40 27 163 141 237 195:
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 : 18.5 33.3 26.8 46.0 16.3 29.7 23.3 40.2
Old : 18.5 33.3 26.8 46.0 16.3 29.7 23.3 40.2
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, June 15, 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 : 5,254,398: 949,192 795,774 538,337 3,430,181 3,326,584 4,917,710 4,660,695: 336,688 593,703
Old : 5,254,398: 949,192 795,774 538,337 3,430,181 3,326,584 4,917,710 4,660,695: 336,688 593,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2021 :
: 131,402: -21,357 64,107 40,932 103,218 43,054 122,793 148,093: 8,610 -16,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 15.1 10.2 65.3 63.3 93.6 88.7: 6.4 11.3
Old : 100.0: 18.1 15.1 10.2 65.3 63.3 93.6 88.7: 6.4 11.3
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 : 476: 70 101 93 230 255 353 396:
Old : 476: 70 101 93 230 255 353 396:
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 : 17.0 19.2 27.1 26.0 10.7 13.4 18.9 18.4
Old : 17.0 19.2 27.1 26.0 10.7 13.4 18.9 18.4
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, June 15, 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 : 1,556,218: 300,068 105,461 20,518 1,124,350 1,160,708 1,444,936 1,286,687: 111,282 269,531
Old : 1,556,218: 300,068 105,461 20,518 1,124,350 1,160,708 1,444,936 1,286,687: 111,282 269,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2021 :
: -98,166: -5,318 -47,890 -28,536 -57,216 -20,848 -91,070 -97,274: -7,096 -892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 6.8 1.3 72.2 74.6 92.8 82.7: 7.2 17.3
Old : 100.0: 19.3 6.8 1.3 72.2 74.6 92.8 82.7: 7.2 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 : 159: 19 20 16 81 94 109 121:
Old : 159: 19 20 16 81 94 109 121:
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 : 25.8 24.2 38.3 34.2 25.5 22.3 37.4 30.3
Old : 25.8 24.2 38.3 34.2 25.5 22.3 37.4 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, June 15, 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 : 3,849,633: 482,610 554,859 234,802 2,816,375 2,665,977 3,533,787 3,455,638: 315,845 393,995
Old : 3,849,633: 482,610 554,859 234,802 2,816,375 2,665,977 3,533,787 3,455,638: 315,845 393,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2021 :
: 87,086: 50,221 16,481 18,089 27,031 58,676 95,341 93,246: -8,255 -6,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 14.4 6.1 73.2 69.3 91.8 89.8: 8.2 10.2
Old : 100.0: 12.5 14.4 6.1 73.2 69.3 91.8 89.8: 8.2 10.2
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 : 332: 47 62 48 161 176 235 259:
Old : 332: 47 62 48 161 176 235 259:
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 : 30.5 21.3 41.1 30.7 23.2 20.4 32.9 27.3
Old : 30.5 21.3 41.1 30.7 23.2 20.4 32.9 27.3
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, June 15, 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 : 1,048,854: 28,685 294,364 182,970 813,941 539,751 1,025,596 1,017,085: 23,258 31,769
Old : 1,048,854: 28,685 294,364 182,970 813,941 539,751 1,025,596 1,017,085: 23,258 31,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2021 :
: -4,067: 4,770 -50,468 13,583 -25,071 31,227 -6,718 -5,658: 2,651 1,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 28.1 17.4 77.6 51.5 97.8 97.0: 2.2 3.0
Old : 100.0: 2.7 28.1 17.4 77.6 51.5 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 : 102: 13 23 29 55 62 86 98:
Old : 102: 13 23 29 55 62 86 98:
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 : 34.9 34.1 49.0 49.6 27.7 27.2 36.3 35.5
Old : 34.9 34.1 49.0 49.6 27.7 27.2 36.3 35.5
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, June 15, 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 : 59,921: 15,269 20,372 4,200 28,287 28,976 47,756 53,548: 12,164 6,372
Old : 59,921: 15,269 20,372 4,200 28,287 28,976 47,756 53,548: 12,164 6,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2021 :
: 6,578: -1,234 -586 847 4,418 5,512 4,031 5,774: 2,547 804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 34.0 7.0 47.2 48.4 79.7 89.4: 20.3 10.6
Old : 100.0: 25.5 34.0 7.0 47.2 48.4 79.7 89.4: 20.3 10.6
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 : 112: 42 18 17 40 28 88 57:
Old : 112: 42 18 17 40 28 88 57:
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 : 26.6 39.9 38.2 56.5 23.6 38.6 32.3 50.9
Old : 26.6 39.9 38.2 56.5 23.6 38.6 32.3 50.9
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, June 15, 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 : 119,841: 30,538 40,744 8,401 56,574 57,951 95,513 107,096: 24,328 12,745
Old : 119,841: 30,538 40,744 8,401 56,574 57,951 95,513 107,096: 24,328 12,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2021 :
: 13,156: -2,469 -1,172 1,694 8,837 11,025 8,062 11,547: 5,093 1,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 34.0 7.0 47.2 48.4 79.7 89.4: 20.3 10.6
Old : 100.0: 25.5 34.0 7.0 47.2 48.4 79.7 89.4: 20.3 10.6
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 : 112: 42 18 17 40 28 88 57:
Old : 112: 42 18 17 40 28 88 57:
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 : 26.6 39.9 38.2 56.5 23.6 38.6 32.3 50.9
Old : 26.6 39.9 38.2 56.5 23.6 38.6 32.3 50.9
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, June 15, 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 : 38,752: 6,801 1,484 0 29,695 36,199 36,496 37,683: 2,256 1,069
Old : 38,752: 6,801 1,484 0 29,695 36,199 36,496 37,683: 2,256 1,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2021 :
: 7,696: 111 801 0 7,771 6,386 7,882 7,187: -186 509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 3.8 0.0 76.6 93.4 94.2 97.2: 5.8 2.8
Old : 100.0: 17.6 3.8 0.0 76.6 93.4 94.2 97.2: 5.8 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 : 33: 6 2 0 22 10 28 12:
Old : 33: 6 2 0 22 10 28 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 : 41.7 71.8 62.0 92.8 33.6 58.5 51.8 75.6
Old : 41.7 71.8 62.0 92.8 33.6 58.5 51.8 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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 : 54,346: 22,141 41,990 8,188 22,169 4,040 52,498 54,218: 1,848 128
Old : 54,346: 22,141 41,990 8,188 22,169 4,040 52,498 54,218: 1,848 128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2021 :
: 8,551: -1,014 384 8,147 0 0 7,133 8,531: 1,418 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 77.3 15.1 40.8 7.4 96.6 99.8: 3.4 0.2
Old : 100.0: 40.7 77.3 15.1 40.8 7.4 96.6 99.8: 3.4 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 : 57: 38 14 7 4 1 47 17:
Old : 57: 38 14 7 4 1 47 17:
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 : 59.3 76.4 76.6 90.5 54.0 63.9 68.7 77.5
Old : 59.3 76.4 76.6 90.5 54.0 63.9 68.7 77.5
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, June 15, 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 : 81,688: 24,915 40,899 18,270 38,469 22,441 81,654 81,610: 34 78
Old : 81,688: 24,915 40,899 18,270 38,469 22,441 81,654 81,610: 34 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2021 :
: -83,555: -15,396 19,252 -69,478 1,320 -33,339 -83,554 -83,565: -1 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 50.1 22.4 47.1 27.5 100.0 99.9: 0.0 0.1
Old : 100.0: 30.5 50.1 22.4 47.1 27.5 100.0 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 : 26: 6 7 1 3 11 10 18:
Old : 26: 6 7 1 3 11 10 18:
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 : 89.3 90.3 99.6 95.9 72.4 67.9 77.6 73.5
Old : 89.3 90.3 99.6 95.9 72.4 67.9 77.6 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 21, 2021