WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 06, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 410,630: 91,841 85,304 125,582 168,122 159,509 385,545 370,395: 25,085 40,235
Old : 379,428: 86,381 87,862 114,291 156,873 143,369 357,545 345,522: 21,883 33,906
Other: 31,202: 11,089 3,071 5,662 11,250 16,140 28,000 24,873: 3,202 6,329
: : :
: : Changes in Commitments from: June 29, 2021 :
: -6,547: -3,710 7,165 -4,114 2,934 -10,872 -4,891 -7,821: -1,656 1,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 20.8 30.6 40.9 38.8 93.9 90.2: 6.1 9.8
Old : 100.0: 22.8 23.2 30.1 41.3 37.8 94.2 91.1: 5.8 8.9
Other: 100.0: 35.5 9.8 18.1 36.1 51.7 89.7 79.7: 10.3 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 104 81 113 89 118 253 262:
Old : 330: 110 80 108 86 118 245 261:
Other: 124: 16 26 17 29 71 60 99:
:----------------------------------------------------------------------------------------------------
: 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 13.8 26.1 21.4 14.7 11.9 22.3 17.9
Old : 16.5 14.3 27.2 22.6 15.5 12.9 23.3 19.1
Other: 38.4 23.3 52.5 36.1 37.3 17.9 49.0 27.0
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 06, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 23,178: 12,173 965 1,184 9,041 20,767 22,398 22,916: 780 262
Old : 23,178: 12,173 965 1,184 9,041 20,767 22,398 22,916: 780 262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2021 :
: -1,212: -20 -79 -176 -979 -600 -1,175 -855: -37 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 4.2 5.1 39.0 89.6 96.6 98.9: 3.4 1.1
Old : 100.0: 52.5 4.2 5.1 39.0 89.6 96.6 98.9: 3.4 1.1
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 : 27: 8 2 3 11 17 19 22:
Old : 27: 8 2 3 11 17 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 48.5 85.4 70.8 60.4 39.4 67.6 55.3
Old : 64.6 48.5 85.4 70.8 60.4 39.4 67.6 55.3
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, July 06, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 200,791: 53,915 35,825 38,530 90,963 106,434 183,407 180,789: 17,384 20,003
Old : 193,953: 51,768 35,420 36,696 89,285 104,344 177,750 176,460: 16,203 17,493
Other: 6,838: 3,102 1,359 879 1,677 2,091 5,658 4,329: 1,181 2,510
: : :
: : Changes in Commitments from: June 29, 2021 :
: 6,421: 1,010 3,795 481 4,412 2,397 5,903 6,673: 518 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 17.8 19.2 45.3 53.0 91.3 90.0: 8.7 10.0
Old : 100.0: 26.7 18.3 18.9 46.0 53.8 91.6 91.0: 8.4 9.0
Other: 100.0: 45.4 19.9 12.9 24.5 30.6 82.7 63.3: 17.3 36.7
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 56 50 51 77 81 160 159:
Old : 218: 53 55 51 76 81 158 159:
Other: 74: 19 7 8 13 39 33 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 : 17.2 21.1 28.4 30.1 17.1 17.7 26.9 26.1
Old : 17.7 21.1 29.2 30.2 17.6 17.7 27.7 26.1
Other: 41.5 33.9 60.9 45.3 40.1 26.8 55.2 33.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 06, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 2,095,646: 395,651 80,979 608,294 902,446 1,164,571 1,906,390 1,853,843: 189,256 241,803
Old : 675,437: 171,756 144,522 135,373 317,147 344,237 624,276 624,132: 51,161 51,305
Other: 1,420,209: 352,195 64,757 344,620 585,299 820,334 1,282,114 1,229,711: 138,095 190,498
: : :
: : Changes in Commitments from: June 29, 2021 :
: 32,551: -5,424 21,693 29,694 4,208 -20,541 28,478 30,847: 4,073 1,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 3.9 29.0 43.1 55.6 91.0 88.5: 9.0 11.5
Old : 100.0: 25.4 21.4 20.0 47.0 51.0 92.4 92.4: 7.6 7.6
Other: 100.0: 24.8 4.6 24.3 41.2 57.8 90.3 86.6: 9.7 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 852: 226 106 207 404 453 710 695:
Old : 681: 150 93 98 266 338 452 493:
Other: 802: 186 114 166 356 433 621 639:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 11.8 22.3 19.0 11.9 8.4 17.2 14.0
Old : 18.8 15.0 29.3 26.6 18.0 14.9 27.0 25.2
Other: 16.2 12.8 24.6 19.9 13.5 8.4 18.7 13.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 06, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 945,291: 152,781 60,370 298,682 429,857 507,306 881,320 866,358: 63,971 78,933
Old : 114,872: 15,872 13,745 39,117 51,272 53,293 106,261 106,155: 8,611 8,718
Other: 830,419: 154,802 64,518 241,672 378,586 454,013 775,059 760,203: 55,359 70,215
: : :
: : Changes in Commitments from: June 29, 2021 :
: 18,630: 5,357 6,935 16,210 -5,064 -5,952 16,503 17,193: 2,127 1,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 6.4 31.6 45.5 53.7 93.2 91.6: 6.8 8.4
Old : 100.0: 13.8 12.0 34.1 44.6 46.4 92.5 92.4: 7.5 7.6
Other: 100.0: 18.6 7.8 29.1 45.6 54.7 93.3 91.5: 6.7 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 606: 197 98 180 244 267 511 486:
Old : 355: 77 55 58 118 167 219 256:
Other: 598: 190 105 163 220 258 476 465:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 11.5 22.8 20.5 10.2 7.9 14.4 13.3
Old : 18.7 17.7 32.2 28.2 13.6 11.4 22.7 18.3
Other: 13.8 11.9 23.6 21.3 10.9 9.4 15.4 15.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 06, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 24,050: 15,319 1,146 273 80 9,539 15,672 10,958: 8,378 13,092
Old : 561: 298 12 0 77 47 375 59: 186 502
Other: 23,489: 15,021 1,134 273 3 9,492 15,297 10,899: 8,192 12,590
: : :
: : Changes in Commitments from: June 29, 2021 :
: -120: -511 35 -26 -20 110 -557 119: 437 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 4.8 1.1 0.3 39.7 65.2 45.6: 34.8 54.4
Old : 100.0: 53.1 2.1 0.0 13.7 8.4 66.8 10.5: 33.2 89.5
Other: 100.0: 63.9 4.8 1.2 0.0 40.4 65.1 46.4: 34.9 53.6
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 4 4 2 20 9 28:
Old : 16: 5 1 0 2 8 7 9:
Other: 31: 7 4 4 1 20 8 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 : 60.7 21.0 65.1 29.9 59.6 20.9 63.7 29.8
Old : 62.7 8.6 66.8 10.3 62.7 8.6 66.8 10.3
Other: 61.0 21.5 65.1 30.5 59.9 21.5 63.9 30.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 06, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 575,457: 83,178 36,823 171,816 286,440 340,151 541,434 548,790: 34,022 26,666
Old : 168,655: 40,940 22,748 38,578 78,597 100,220 158,115 161,546: 10,539 7,109
Other: 406,802: 79,759 51,596 95,717 207,843 239,931 383,319 387,245: 23,483 19,557
: : :
: : Changes in Commitments from: June 29, 2021 :
: -1,890: 280 2,620 -556 -104 -3,177 -381 -1,113: -1,509 -777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 6.4 29.9 49.8 59.1 94.1 95.4: 5.9 4.6
Old : 100.0: 24.3 13.5 22.9 46.6 59.4 93.8 95.8: 6.2 4.2
Other: 100.0: 19.6 12.7 23.5 51.1 59.0 94.2 95.2: 5.8 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 90 48 86 110 112 250 214:
Old : 210: 53 33 46 82 89 160 150:
Other: 269: 77 61 69 89 96 212 186:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 25.1 25.4 37.1 8.8 18.9 13.6 25.1
Old : 22.9 18.8 36.6 30.9 17.8 14.9 26.4 24.7
Other: 15.9 29.5 25.5 43.9 11.0 23.0 17.4 32.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 06, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,326,060: 97,825 195,655 103,312 935,713 825,638 1,136,850 1,124,605: 189,210 201,455
Old : 1,326,060: 97,825 195,655 103,312 935,713 825,638 1,136,850 1,124,605: 189,210 201,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2021 :
: 23,060: 429 19,185 12,385 -2,411 -10,629 10,402 20,941: 12,657 2,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 14.8 7.8 70.6 62.3 85.7 84.8: 14.3 15.2
Old : 100.0: 7.4 14.8 7.8 70.6 62.3 85.7 84.8: 14.3 15.2
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 : 202: 28 39 38 106 112 156 167:
Old : 202: 28 39 38 106 112 156 167:
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 : 24.1 21.6 33.9 33.0 16.6 17.2 24.6 24.7
Old : 24.1 21.6 33.9 33.0 16.6 17.2 24.6 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 06, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,193,028: 110,783 345,850 4,435 934,342 696,434 1,049,560 1,046,719: 143,468 146,309
Old : 1,193,028: 110,783 345,850 4,435 934,342 696,434 1,049,560 1,046,719: 143,468 146,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2021 :
: 838: -4,535 14,143 -274 3,599 -14,869 -1,211 -1,000: 2,049 1,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 29.0 0.4 78.3 58.4 88.0 87.7: 12.0 12.3
Old : 100.0: 9.3 29.0 0.4 78.3 58.4 88.0 87.7: 12.0 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 13 25 9 91 90 108 120:
Old : 159: 13 25 9 91 90 108 120:
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 : 19.6 31.7 33.2 45.1 15.9 29.6 28.8 40.0
Old : 19.6 31.7 33.2 45.1 15.9 29.6 28.8 40.0
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, July 06, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 426,916: 69,147 30,883 90,260 214,481 277,754 373,888 398,897: 53,028 28,019
Old : 122,625: 11,138 7,507 29,603 62,463 73,623 103,205 110,734: 19,420 11,892
Other: 304,291: 63,779 29,146 54,886 152,018 204,131 270,683 288,163: 33,608 16,128
: : :
: : Changes in Commitments from: June 29, 2021 :
: -4,265: -3,208 -6,857 3,972 -5,185 -779 -4,422 -3,664: 157 -601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 7.2 21.1 50.2 65.1 87.6 93.4: 12.4 6.6
Old : 100.0: 9.1 6.1 24.1 50.9 60.0 84.2 90.3: 15.8 9.7
Other: 100.0: 21.0 9.6 18.0 50.0 67.1 89.0 94.7: 11.0 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 58 51 71 111 98 213 188:
Old : 176: 31 21 37 91 89 139 136:
Other: 233: 60 50 58 96 80 188 160:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 26.9 20.8 38.4 10.2 24.1 16.5 34.0
Old : 15.4 19.9 25.4 30.8 10.0 16.8 16.2 24.9
Other: 14.3 33.3 23.4 43.8 13.8 31.5 20.7 40.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 06, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,761: 1,154 1,908 541 4,754 4,243 6,449 6,692: 1,312 1,070
Old : 7,761: 1,154 1,908 541 4,754 4,243 6,449 6,692: 1,312 1,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2021 :
: -169: -191 47 -132 126 -29 -197 -114: 28 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 24.6 7.0 61.3 54.7 83.1 86.2: 16.9 13.8
Old : 100.0: 14.9 24.6 7.0 61.3 54.7 83.1 86.2: 16.9 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 : 44: 12 11 10 11 15 29 30:
Old : 44: 12 11 10 11 15 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 46.7 62.5 61.5 49.5 45.7 60.1 60.4
Old : 50.7 46.7 62.5 61.5 49.5 45.7 60.1 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 06, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 2,082,754: 366,768 565,336 57,949 1,517,028 1,316,146 1,941,745 1,939,431: 141,009 143,323
Old : 2,082,754: 366,768 565,336 57,949 1,517,028 1,316,146 1,941,745 1,939,431: 141,009 143,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2021 :
: 30,677: 33,835 41,275 -12,066 7,048 -7,547 28,816 21,662: 1,861 9,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 27.1 2.8 72.8 63.2 93.2 93.1: 6.8 6.9
Old : 100.0: 17.6 27.1 2.8 72.8 63.2 93.2 93.1: 6.8 6.9
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 : 311: 44 52 28 153 146 207 216:
Old : 311: 44 52 28 153 146 207 216:
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 : 19.6 27.9 28.1 38.5 17.1 23.0 24.6 32.7
Old : 19.6 27.9 28.1 38.5 17.1 23.0 24.6 32.7
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, July 06, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 4,960,375: 934,794 860,100 438,768 3,229,651 3,041,059 4,603,213 4,339,927: 357,161 620,448
Old : 4,960,375: 934,794 860,100 438,768 3,229,651 3,041,059 4,603,213 4,339,927: 357,161 620,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2021 :
: 14,928: 36,416 -12,894 22,876 -62,524 -25,682 -3,232 -15,700: 18,160 30,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 17.3 8.8 65.1 61.3 92.8 87.5: 7.2 12.5
Old : 100.0: 18.8 17.3 8.8 65.1 61.3 92.8 87.5: 7.2 12.5
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 : 449: 65 95 85 223 239 337 370:
Old : 449: 65 95 85 223 239 337 370:
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 : 18.1 18.7 27.4 25.5 11.5 12.6 19.4 18.6
Old : 18.1 18.7 27.4 25.5 11.5 12.6 19.4 18.6
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, July 06, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,540,355: 255,942 97,029 5,898 1,161,377 1,174,375 1,423,217 1,277,302: 117,138 263,053
Old : 1,540,355: 255,942 97,029 5,898 1,161,377 1,174,375 1,423,217 1,277,302: 117,138 263,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2021 :
: -1,864: -31,128 6,942 706 23,896 -1,133 -6,526 6,515: 4,662 -8,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 6.3 0.4 75.4 76.2 92.4 82.9: 7.6 17.1
Old : 100.0: 16.6 6.3 0.4 75.4 76.2 92.4 82.9: 7.6 17.1
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 : 164: 18 17 12 87 99 114 119:
Old : 164: 18 17 12 87 99 114 119:
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 : 26.1 23.4 38.4 33.0 25.9 21.4 37.7 29.6
Old : 26.1 23.4 38.4 33.0 25.9 21.4 37.7 29.6
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, July 06, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,773,279: 381,544 564,638 194,611 2,908,320 2,575,914 3,484,475 3,335,162: 288,804 438,116
Old : 3,773,279: 381,544 564,638 194,611 2,908,320 2,575,914 3,484,475 3,335,162: 288,804 438,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2021 :
: -45,482: -546 -11,954 816 -46,229 -26,564 -45,959 -37,701: 477 -7,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 15.0 5.2 77.1 68.3 92.3 88.4: 7.7 11.6
Old : 100.0: 10.1 15.0 5.2 77.1 68.3 92.3 88.4: 7.7 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 : 343: 47 67 51 163 184 238 274:
Old : 343: 47 67 51 163 184 238 274:
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 19.5 43.1 29.8 25.3 18.4 33.8 27.0
Old : 32.3 19.5 43.1 29.8 25.3 18.4 33.8 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 06, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,019,905: 45,200 227,671 181,741 762,577 575,116 989,518 984,528: 30,387 35,377
Old : 1,019,905: 45,200 227,671 181,741 762,577 575,116 989,518 984,528: 30,387 35,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2021 :
: -60,953: 10,063 -7,496 2,982 -78,500 -61,853 -65,455 -66,367: 4,502 5,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 22.3 17.8 74.8 56.4 97.0 96.5: 3.0 3.5
Old : 100.0: 4.4 22.3 17.8 74.8 56.4 97.0 96.5: 3.0 3.5
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 : 98: 12 18 25 54 63 81 95:
Old : 98: 12 18 25 54 63 81 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 : 30.2 31.7 47.8 48.2 18.0 23.3 25.7 28.7
Old : 30.2 31.7 47.8 48.2 18.0 23.3 25.7 28.7
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, July 06, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 53,100: 20,025 16,868 1,290 23,201 29,541 44,517 47,699: 8,583 5,401
Old : 53,100: 20,025 16,868 1,290 23,201 29,541 44,517 47,699: 8,583 5,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2021 :
: 174: 708 -2,889 173 -267 2,667 614 -48: -440 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 31.8 2.4 43.7 55.6 83.8 89.8: 16.2 10.2
Old : 100.0: 37.7 31.8 2.4 43.7 55.6 83.8 89.8: 16.2 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 : 109: 41 17 9 32 29 77 51:
Old : 109: 41 17 9 32 29 77 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 : 33.3 45.0 47.2 64.5 32.1 44.0 45.4 63.4
Old : 33.3 45.0 47.2 64.5 32.1 44.0 45.4 63.4
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, July 06, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 106,199: 40,051 33,736 2,581 46,402 59,081 89,034 95,398: 17,166 10,801
Old : 106,199: 40,051 33,736 2,581 46,402 59,081 89,034 95,398: 17,166 10,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2021 :
: 348: 1,416 -5,777 346 -534 5,335 1,228 -96: -880 444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 31.8 2.4 43.7 55.6 83.8 89.8: 16.2 10.2
Old : 100.0: 37.7 31.8 2.4 43.7 55.6 83.8 89.8: 16.2 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 : 109: 41 17 9 32 29 77 51:
Old : 109: 41 17 9 32 29 77 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 : 33.3 45.0 47.2 64.5 32.1 44.0 45.4 63.4
Old : 33.3 45.0 47.2 64.5 32.1 44.0 45.4 63.4
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, July 06, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X DJ US REAL ESTATE INDEX) :
: : :
All : 42,492: 7,140 1,649 0 32,603 40,581 39,743 42,230: 2,749 262
Old : 42,492: 7,140 1,649 0 32,603 40,581 39,743 42,230: 2,749 262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2021 :
: 1,621: -376 -120 0 2,134 1,847 1,758 1,727: -137 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 3.9 0.0 76.7 95.5 93.5 99.4: 6.5 0.6
Old : 100.0: 16.8 3.9 0.0 76.7 95.5 93.5 99.4: 6.5 0.6
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 : 35: 6 3 0 18 12 24 15:
Old : 35: 6 3 0 18 12 24 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 : 48.5 67.3 70.3 90.1 47.8 67.3 67.2 89.1
Old : 48.5 67.3 70.3 90.1 47.8 67.3 67.2 89.1
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, July 06, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 40,601: 20,459 36,972 115 19,570 3,400 40,144 40,487: 457 114
Old : 40,601: 20,459 36,972 115 19,570 3,400 40,144 40,487: 457 114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2021 :
: -8,933: -3,925 -8,933 -3 -5,063 0 -8,991 -8,936: 58 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 91.1 0.3 48.2 8.4 98.9 99.7: 1.1 0.3
Old : 100.0: 50.4 91.1 0.3 48.2 8.4 98.9 99.7: 1.1 0.3
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 : 51: 33 12 1 5 1 39 13:
Old : 51: 33 12 1 5 1 39 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 : 58.4 87.4 80.6 97.1 58.4 87.4 80.6 96.8
Old : 58.4 87.4 80.6 97.1 58.4 87.4 80.6 96.8
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, July 06, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 105,616: 23,300 34,407 33,248 49,019 37,880 105,567 105,535: 49 81
Old : 105,616: 23,300 34,407 33,248 49,019 37,880 105,567 105,535: 49 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2021 :
: 8,599: -166 -3,679 5,604 3,151 6,674 8,589 8,599: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 32.6 31.5 46.4 35.9 100.0 99.9: 0.0 0.1
Old : 100.0: 22.1 32.6 31.5 46.4 35.9 100.0 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: 5 8 1 4 12 10 20:
Old : 28: 5 8 1 4 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 : 91.7 91.8 99.9 96.9 64.4 60.3 68.5 65.4
Old : 91.7 91.8 99.9 96.9 64.4 60.3 68.5 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 09, 2021