WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 497,031: 100,474 78,904 192,505 173,879 184,330 466,859 455,739: 30,173 41,292
Old : 471,014: 95,827 81,730 182,529 165,405 171,001 443,761 435,260: 27,253 35,753
Other: 26,018: 11,059 3,586 3,565 8,474 13,329 23,098 20,479: 2,920 5,538
: : :
: : Changes in Commitments from: June 15, 2021 :
: -35,482: 3,819 -8,433 -16,114 -20,367 -10,992 -32,662 -35,539: -2,820 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 15.9 38.7 35.0 37.1 93.9 91.7: 6.1 8.3
Old : 100.0: 20.3 17.4 38.8 35.1 36.3 94.2 92.4: 5.8 7.6
Other: 100.0: 42.5 13.8 13.7 32.6 51.2 88.8 78.7: 11.2 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 107 80 126 94 117 270 268:
Old : 337: 110 81 122 91 117 262 268:
Other: 120: 20 23 15 24 66 54 94:
:----------------------------------------------------------------------------------------------------
: 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 14.0 24.6 20.9 12.4 10.2 19.2 15.2
Old : 15.3 14.7 25.2 21.8 12.8 10.7 19.5 15.9
Other: 44.3 27.3 59.5 40.7 43.5 25.0 57.3 34.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 23,248: 11,888 1,059 1,387 9,172 20,269 22,447 22,715: 801 533
Old : 23,248: 11,888 1,059 1,387 9,172 20,269 22,447 22,715: 801 533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2021 :
: 1,942: 728 64 570 726 1,322 2,024 1,956: -82 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 4.6 6.0 39.5 87.2 96.6 97.7: 3.4 2.3
Old : 100.0: 51.1 4.6 6.0 39.5 87.2 96.6 97.7: 3.4 2.3
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 : 30: 7 3 4 10 18 19 24:
Old : 30: 7 3 4 10 18 19 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 : 66.2 45.0 83.5 67.3 62.9 40.7 71.6 61.2
Old : 66.2 45.0 83.5 67.3 62.9 40.7 71.6 61.2
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 22, 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 : 218,576: 51,893 38,155 52,010 95,853 104,874 199,756 195,039: 18,820 23,537
Old : 213,554: 49,886 38,379 50,731 94,898 102,897 195,515 192,006: 18,039 21,548
Other: 5,022: 2,740 509 546 955 1,977 4,241 3,032: 781 1,989
: : :
: : Changes in Commitments from: June 15, 2021 :
: -3,969: -2,744 -1,649 582 -1,693 -2,494 -3,855 -3,561: -115 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 17.5 23.8 43.9 48.0 91.4 89.2: 8.6 10.8
Old : 100.0: 23.4 18.0 23.8 44.4 48.2 91.6 89.9: 8.4 10.1
Other: 100.0: 54.6 10.1 10.9 19.0 39.4 84.4 60.4: 15.6 39.6
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 55 47 61 85 83 174 165:
Old : 219: 53 50 60 84 83 172 164:
Other: 70: 17 7 8 12 38 32 52:
:----------------------------------------------------------------------------------------------------
: 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 18.7 26.9 27.5 15.8 15.8 24.8 23.4
Old : 16.7 18.8 27.3 27.8 16.2 16.1 25.4 23.6
Other: 49.7 23.9 68.7 36.4 49.1 20.3 60.8 28.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 2,414,293: 408,158 57,999 777,247 1,029,438 1,325,596 2,214,844 2,160,842: 199,450 253,452
Old : 1,047,546: 211,379 142,048 314,459 453,469 518,310 979,307 974,817: 68,239 72,728
Other: 1,366,748: 330,585 49,756 328,983 575,969 807,286 1,235,537 1,186,024: 131,211 180,723
: : :
: : Changes in Commitments from: June 15, 2021 :
: -124,582: -24,340 -6,501 -24,772 -62,084 -94,166 -111,196 -125,439: -13,386 857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 2.4 32.2 42.6 54.9 91.7 89.5: 8.3 10.5
Old : 100.0: 20.2 13.6 30.0 43.3 49.5 93.5 93.1: 6.5 6.9
Other: 100.0: 24.2 3.6 24.1 42.1 59.1 90.4 86.8: 9.6 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 866: 225 101 208 432 469 737 707:
Old : 736: 149 106 143 332 394 551 576:
Other: 787: 178 102 143 356 437 602 617:
:----------------------------------------------------------------------------------------------------
: 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 13.8 22.8 21.6 10.4 7.0 14.9 12.1
Old : 15.1 13.9 25.9 24.0 11.7 10.1 18.0 16.7
Other: 17.7 15.7 26.7 22.8 14.3 10.0 19.5 15.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 3,670: 860 324 108 882 2,607 1,850 3,039: 1,820 631
Old : 3,662: 860 324 108 876 2,607 1,844 3,039: 1,818 623
Other: 8: 0 0 0 6 0 6 0: 2 8
: : :
: : Changes in Commitments from: June 15, 2021 :
: -254: -264 61 -53 30 -153 -287 -145: 33 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 8.8 2.9 24.0 71.0 50.4 82.8: 49.6 17.2
Old : 100.0: 23.5 8.8 3.0 23.9 71.2 50.4 83.0: 49.6 17.0
Other: 100.0: 0.0 0.0 0.0 75.0 0.0 75.0 0.0: 25.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 2 2 9 7 18 10:
Old : 21: 8 2 2 9 7 18 10:
Other: 1: 0 0 0 1 0 1 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 : 22.4 60.2 35.3 80.2 22.4 54.9 34.3 70.7
Old : 22.5 60.3 35.3 80.4 22.5 55.0 34.4 71.0
Other: 75.0 0.0 75.0 0.0 75.0 0.0 75.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 1,145,008: 145,604 52,545 406,741 527,319 605,030 1,079,663 1,064,316: 65,345 80,693
Old : 367,487: 23,847 21,399 157,012 169,105 173,012 349,964 351,423: 17,523 16,064
Other: 777,522: 137,357 46,746 234,129 358,214 432,018 729,700 712,893: 47,822 64,629
: : :
: : Changes in Commitments from: June 15, 2021 :
: -20,959: -35,559 2,071 7,243 13,666 -29,996 -14,650 -20,682: -6,309 -277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 4.6 35.5 46.1 52.8 94.3 93.0: 5.7 7.0
Old : 100.0: 6.5 5.8 42.7 46.0 47.1 95.2 95.6: 4.8 4.4
Other: 100.0: 17.7 6.0 30.1 46.1 55.6 93.8 91.7: 6.2 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 635: 201 110 193 259 278 543 508:
Old : 454: 104 78 97 183 215 332 346:
Other: 600: 192 101 157 213 261 466 463:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 15.0 26.7 24.2 8.8 6.5 12.8 10.7
Old : 27.6 24.2 40.4 38.4 9.6 6.5 13.6 10.6
Other: 14.7 12.1 24.9 22.5 11.8 9.9 17.0 16.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 27,077: 18,237 1,735 979 109 9,190 19,325 11,904: 7,752 15,173
Old : 3,701: 2,901 1,183 0 104 107 3,005 1,290: 696 2,411
Other: 23,376: 16,062 1,278 253 5 9,083 16,320 10,614: 7,056 12,762
: : :
: : Changes in Commitments from: June 15, 2021 :
: 84: 950 0 -155 11 -258 806 -413: -722 497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 6.4 3.6 0.4 33.9 71.4 44.0: 28.6 56.0
Old : 100.0: 78.4 32.0 0.0 2.8 2.9 81.2 34.9: 18.8 65.1
Other: 100.0: 68.7 5.5 1.1 0.0 38.9 69.8 45.4: 30.2 54.6
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 6 3 5 19 12 28:
Old : 25: 6 5 0 4 12 10 17:
Other: 31: 7 5 3 2 19 9 27:
:----------------------------------------------------------------------------------------------------
: 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 : 64.4 19.3 71.2 28.1 60.8 18.2 67.4 26.0
Old : 77.6 32.7 81.0 34.1 77.6 32.7 80.9 34.1
Other: 63.4 21.2 69.8 30.0 62.3 21.2 68.7 30.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 631,820: 88,080 35,150 203,313 302,391 362,247 593,785 600,711: 38,035 31,110
Old : 235,825: 44,328 24,866 70,750 103,498 127,696 218,576 223,312: 17,249 12,513
Other: 395,995: 82,062 48,594 94,253 198,893 234,552 375,209 377,399: 20,786 18,596
: : :
: : Changes in Commitments from: June 15, 2021 :
: -30,566: -15,409 -601 -2,771 -6,738 -29,820 -24,918 -33,193: -5,648 2,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 5.6 32.2 47.9 57.3 94.0 95.1: 6.0 4.9
Old : 100.0: 18.8 10.5 30.0 43.9 54.1 92.7 94.7: 7.3 5.3
Other: 100.0: 20.7 12.3 23.8 50.2 59.2 94.8 95.3: 5.2 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 95 52 94 113 107 262 214:
Old : 226: 69 37 55 91 86 186 155:
Other: 268: 77 62 68 90 90 208 184:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 24.2 24.5 36.6 8.2 17.7 12.6 23.4
Old : 21.5 20.8 35.7 34.7 14.8 11.8 19.8 19.8
Other: 15.7 28.9 25.1 43.6 11.7 23.6 18.2 32.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 1,402,306: 100,914 163,733 130,763 988,267 905,729 1,219,944 1,200,225: 182,362 202,081
Old : 1,402,306: 100,914 163,733 130,763 988,267 905,729 1,219,944 1,200,225: 182,362 202,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2021 :
: 21,533: -9,176 -6,005 18,378 10,762 27,264 19,964 39,638: 1,568 -18,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 11.7 9.3 70.5 64.6 87.0 85.6: 13.0 14.4
Old : 100.0: 7.2 11.7 9.3 70.5 64.6 87.0 85.6: 13.0 14.4
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 : 208: 26 47 41 110 114 163 175:
Old : 208: 26 47 41 110 114 163 175:
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 22.9 36.1 32.5 17.8 16.9 25.3 22.6
Old : 26.6 22.9 36.1 32.5 17.8 16.9 25.3 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 22, 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 : 1,198,844: 102,926 331,875 4,581 947,861 715,586 1,055,368 1,052,042: 143,477 146,803
Old : 1,198,844: 102,926 331,875 4,581 947,861 715,586 1,055,368 1,052,042: 143,477 146,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2021 :
: -17,507: 8,792 -4,668 -4,440 -23,260 -1,198 -18,908 -10,306: 1,401 -7,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 27.7 0.4 79.1 59.7 88.0 87.8: 12.0 12.2
Old : 100.0: 8.6 27.7 0.4 79.1 59.7 88.0 87.8: 12.0 12.2
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 : 157: 15 23 8 87 92 105 120:
Old : 157: 15 23 8 87 92 105 120:
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 : 21.0 30.7 35.6 44.2 18.3 27.8 31.5 38.9
Old : 21.0 30.7 35.6 44.2 18.3 27.8 31.5 38.9
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 22, 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 : 464,731: 73,733 33,415 99,917 236,858 302,471 410,508 435,804: 54,223 28,928
Old : 178,599: 14,587 14,647 46,828 92,783 102,078 154,198 163,553: 24,401 15,045
Other: 286,133: 64,144 23,766 48,091 144,076 200,393 256,311 272,250: 29,822 13,882
: : :
: : Changes in Commitments from: June 15, 2021 :
: -4,015: 515 611 -586 -1,493 -2,856 -1,564 -2,831: -2,451 -1,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 7.2 21.5 51.0 65.1 88.3 93.8: 11.7 6.2
Old : 100.0: 8.2 8.2 26.2 52.0 57.2 86.3 91.6: 13.7 8.4
Other: 100.0: 22.4 8.3 16.8 50.4 70.0 89.6 95.1: 10.4 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 73 55 73 119 104 235 200:
Old : 205: 44 33 45 102 93 172 151:
Other: 242: 70 51 51 99 81 196 158:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 26.8 20.6 37.7 8.9 22.1 14.6 31.2
Old : 17.7 19.7 28.9 32.1 10.9 14.7 16.5 22.4
Other: 14.6 35.8 23.5 45.5 14.1 34.2 21.1 43.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 8,427: 1,126 2,768 627 5,223 3,803 6,976 7,198: 1,451 1,229
Old : 1,457: 178 664 123 874 384 1,176 1,171: 281 286
Other: 6,970: 959 2,115 492 4,349 3,419 5,800 6,027: 1,170 943
: : :
: : Changes in Commitments from: June 15, 2021 :
: -402: 56 -34 -221 -137 -170 -301 -425: -101 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 32.8 7.4 62.0 45.1 82.8 85.4: 17.2 14.6
Old : 100.0: 12.2 45.6 8.5 60.0 26.4 80.7 80.4: 19.3 19.6
Other: 100.0: 13.8 30.4 7.1 62.4 49.1 83.2 86.5: 16.8 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 12 14 7 16 16 29 36:
Old : 25: 5 7 4 8 8 13 19:
Other: 47: 11 12 7 14 14 27 31:
:----------------------------------------------------------------------------------------------------
: 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 : 47.5 37.9 58.6 54.6 44.6 36.4 54.1 53.1
Old : 52.2 46.2 71.1 64.7 49.4 46.2 65.9 63.4
Other: 49.2 44.9 60.7 64.0 47.4 43.7 57.1 62.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 2,056,594: 381,558 534,346 61,965 1,472,759 1,332,793 1,916,282 1,929,105: 140,313 127,490
Old : 2,056,594: 381,558 534,346 61,965 1,472,759 1,332,793 1,916,282 1,929,105: 140,313 127,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2021 :
: -69,758: -116,947 -81,412 14,590 53,221 -10,716 -49,136 -77,538: -20,622 7,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 26.0 3.0 71.6 64.8 93.2 93.8: 6.8 6.2
Old : 100.0: 18.6 26.0 3.0 71.6 64.8 93.2 93.8: 6.8 6.2
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 : 313: 49 47 30 160 142 221 207:
Old : 313: 49 47 30 160 142 221 207:
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 : 19.3 30.6 27.5 41.7 16.7 26.1 23.9 35.9
Old : 19.3 30.6 27.5 41.7 16.7 26.1 23.9 35.9
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 22, 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 : 5,077,291: 878,235 771,974 479,572 3,398,500 3,234,331 4,756,308 4,485,877: 320,983 591,414
Old : 5,077,291: 878,235 771,974 479,572 3,398,500 3,234,331 4,756,308 4,485,877: 320,983 591,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2021 :
: -177,108: -70,957 -23,800 -58,765 -31,681 -92,253 -161,402 -174,818: -15,706 -2,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 15.2 9.4 66.9 63.7 93.7 88.4: 6.3 11.6
Old : 100.0: 17.3 15.2 9.4 66.9 63.7 93.7 88.4: 6.3 11.6
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 : 468: 64 102 87 231 255 346 393:
Old : 468: 64 102 87 231 255 346 393:
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 : 17.5 18.4 27.8 24.5 10.5 12.0 19.2 17.0
Old : 17.5 18.4 27.8 24.5 10.5 12.0 19.2 17.0
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, June 22, 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 : 1,518,047: 305,059 90,598 4,800 1,092,678 1,152,789 1,402,537 1,248,187: 115,510 269,860
Old : 1,518,047: 305,059 90,598 4,800 1,092,678 1,152,789 1,402,537 1,248,187: 115,510 269,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2021 :
: -38,171: 4,991 -14,863 -15,718 -31,672 -7,919 -42,399 -38,500: 4,228 329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 6.0 0.3 72.0 75.9 92.4 82.2: 7.6 17.8
Old : 100.0: 20.1 6.0 0.3 72.0 75.9 92.4 82.2: 7.6 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 : 159: 20 18 11 81 94 110 114:
Old : 159: 20 18 11 81 94 110 114:
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 : 24.6 23.7 37.6 33.6 24.5 21.4 36.7 30.0
Old : 24.6 23.7 37.6 33.6 24.5 21.4 36.7 30.0
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 22, 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 : 3,843,681: 406,230 570,172 269,376 2,891,929 2,581,370 3,567,535 3,420,917: 276,146 422,764
Old : 3,843,681: 406,230 570,172 269,376 2,891,929 2,581,370 3,567,535 3,420,917: 276,146 422,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2021 :
: -5,952: -76,381 15,313 34,574 75,554 -84,607 33,747 -34,721: -39,699 28,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 14.8 7.0 75.2 67.2 92.8 89.0: 7.2 11.0
Old : 100.0: 10.6 14.8 7.0 75.2 67.2 92.8 89.0: 7.2 11.0
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 : 328: 47 59 51 161 179 235 262:
Old : 328: 47 59 51 161 179 235 262:
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 : 32.0 19.8 42.6 29.1 25.0 18.6 33.6 25.8
Old : 32.0 19.8 42.6 29.1 25.0 18.6 33.6 25.8
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 22, 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 : 1,072,201: 25,000 281,308 161,780 856,205 596,824 1,042,985 1,039,912: 29,216 32,289
Old : 1,072,201: 25,000 281,308 161,780 856,205 596,824 1,042,985 1,039,912: 29,216 32,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2021 :
: 23,347: -3,685 -13,056 -21,190 42,264 57,073 17,389 22,827: 5,958 520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 26.2 15.1 79.9 55.7 97.3 97.0: 2.7 3.0
Old : 100.0: 2.3 26.2 15.1 79.9 55.7 97.3 97.0: 2.7 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 : 103: 15 17 25 59 67 86 99:
Old : 103: 15 17 25 59 67 86 99:
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 : 29.5 32.9 46.3 49.6 21.3 28.7 31.4 34.5
Old : 29.5 32.9 46.3 49.6 21.3 28.7 31.4 34.5
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 22, 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 : 51,409: 13,893 21,504 2,390 26,182 22,066 42,466 45,961: 8,943 5,448
Old : 51,409: 13,893 21,504 2,390 26,182 22,066 42,466 45,961: 8,943 5,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2021 :
: -8,512: -1,376 1,132 -1,810 -2,105 -6,909 -5,291 -7,588: -3,221 -924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 41.8 4.6 50.9 42.9 82.6 89.4: 17.4 10.6
Old : 100.0: 27.0 41.8 4.6 50.9 42.9 82.6 89.4: 17.4 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 : 109: 39 19 13 33 25 75 54:
Old : 109: 39 19 13 33 25 75 54:
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 : 30.0 46.5 42.6 65.4 27.4 46.5 37.3 64.3
Old : 30.0 46.5 42.6 65.4 27.4 46.5 37.3 64.3
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 22, 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 : 102,817: 27,786 43,008 4,780 52,365 44,133 84,931 91,921: 17,886 10,896
Old : 102,817: 27,786 43,008 4,780 52,365 44,133 84,931 91,921: 17,886 10,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2021 :
: -17,024: -2,752 2,264 -3,620 -4,210 -13,819 -10,582 -15,175: -6,442 -1,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 41.8 4.6 50.9 42.9 82.6 89.4: 17.4 10.6
Old : 100.0: 27.0 41.8 4.6 50.9 42.9 82.6 89.4: 17.4 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 : 109: 39 19 13 33 25 75 54:
Old : 109: 39 19 13 33 25 75 54:
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 : 30.0 46.5 42.6 65.4 27.4 46.5 37.3 64.3
Old : 30.0 46.5 42.6 65.4 27.4 46.5 37.3 64.3
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 22, 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 : 37,848: 6,846 766 0 28,376 36,555 35,222 37,321: 2,626 527
Old : 37,848: 6,846 766 0 28,376 36,555 35,222 37,321: 2,626 527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2021 :
: -904: 45 -718 0 -1,319 356 -1,274 -362: 370 -542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 2.0 0.0 75.0 96.6 93.1 98.6: 6.9 1.4
Old : 100.0: 18.1 2.0 0.0 75.0 96.6 93.1 98.6: 6.9 1.4
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 : 33: 6 2 0 16 11 22 13:
Old : 33: 6 2 0 16 11 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 : 53.4 72.3 71.3 93.4 51.3 72.3 69.2 93.4
Old : 53.4 72.3 71.3 93.4 51.3 72.3 69.2 93.4
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 22, 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 : 46,173: 22,163 42,645 25 23,256 3,400 45,444 46,070: 729 103
Old : 46,173: 22,163 42,645 25 23,256 3,400 45,444 46,070: 729 103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2021 :
: -8,173: 22 655 -8,163 1,087 -640 -7,054 -8,148: -1,119 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 92.4 0.1 50.4 7.4 98.4 99.8: 1.6 0.2
Old : 100.0: 48.0 92.4 0.1 50.4 7.4 98.4 99.8: 1.6 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 : 49: 29 15 1 4 1 34 16:
Old : 49: 29 15 1 4 1 34 16:
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 : 67.7 86.8 85.1 95.9 67.7 86.8 85.1 95.8
Old : 67.7 86.8 85.1 95.9 67.7 86.8 85.1 95.8
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 22, 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 : 90,771: 24,736 41,386 22,413 43,569 26,892 90,718 90,691: 53 80
Old : 90,771: 24,736 41,386 22,413 43,569 26,892 90,718 90,691: 53 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2021 :
: 9,083: -179 487 4,143 5,100 4,451 9,064 9,081: 19 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 45.6 24.7 48.0 29.6 99.9 99.9: 0.1 0.1
Old : 100.0: 27.3 45.6 24.7 48.0 29.6 99.9 99.9: 0.1 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 : 25: 5 7 1 3 11 9 18:
Old : 25: 5 7 1 3 11 9 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 : 90.5 92.4 99.9 96.9 70.8 67.7 75.2 72.2
Old : 90.5 92.4 99.9 96.9 70.8 67.7 75.2 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 25, 2021