WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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 : 416,511: 93,208 95,891 124,192 172,367 155,069 389,766 375,151: 26,745 41,360
Old : 385,734: 87,580 97,569 113,817 160,792 139,056 362,189 350,441: 23,546 35,293
Other: 30,777: 10,590 3,284 5,413 11,575 16,013 27,578 24,710: 3,199 6,067
: : :
: : Changes in Commitments from: July 6, 2021 :
: 5,882: 1,367 10,586 -1,390 4,245 -4,440 4,221 4,756: 1,660 1,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 23.0 29.8 41.4 37.2 93.6 90.1: 6.4 9.9
Old : 100.0: 22.7 25.3 29.5 41.7 36.0 93.9 90.9: 6.1 9.1
Other: 100.0: 34.4 10.7 17.6 37.6 52.0 89.6 80.3: 10.4 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 96 84 110 93 116 248 260:
Old : 323: 102 81 107 89 116 240 260:
Other: 119: 14 26 17 31 67 60 95:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 14.6 26.4 22.6 14.6 12.2 22.4 18.6
Old : 17.0 15.2 27.6 23.7 15.5 13.3 23.5 19.9
Other: 38.7 23.3 52.8 36.0 37.5 18.0 49.3 27.2
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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 : 22,044: 10,571 1,188 727 9,735 19,767 21,033 21,682: 1,011 362
Old : 22,044: 10,571 1,188 727 9,735 19,767 21,033 21,682: 1,011 362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2021 :
: -1,134: -1,602 223 -457 694 -1,000 -1,365 -1,234: 231 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 5.4 3.3 44.2 89.7 95.4 98.4: 4.6 1.6
Old : 100.0: 48.0 5.4 3.3 44.2 89.7 95.4 98.4: 4.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 6 3 3 10 17 17 22:
Old : 27: 6 3 3 10 17 17 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 : 65.6 52.3 86.5 76.3 64.5 39.1 71.0 60.7
Old : 65.6 52.3 86.5 76.3 64.5 39.1 71.0 60.7
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 13, 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 : 210,612: 57,999 38,670 42,660 92,860 110,071 193,519 191,400: 17,093 19,212
Old : 203,701: 56,071 38,392 40,880 90,960 107,712 187,912 186,985: 15,789 16,717
Other: 6,911: 3,005 1,355 702 1,899 2,358 5,607 4,416: 1,304 2,495
: : :
: : Changes in Commitments from: July 6, 2021 :
: 9,821: 4,084 2,845 4,131 1,897 3,636 10,111 10,612: -291 -791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 18.4 20.3 44.1 52.3 91.9 90.9: 8.1 9.1
Old : 100.0: 27.5 18.8 20.1 44.7 52.9 92.2 91.8: 7.8 8.2
Other: 100.0: 43.5 19.6 10.2 27.5 34.1 81.1 63.9: 18.9 36.1
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 64 45 56 85 85 175 164:
Old : 228: 64 46 55 84 85 172 164:
Other: 73: 17 7 7 14 40 33 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 : 16.5 20.9 27.5 30.3 16.4 17.9 25.8 26.7
Old : 17.0 20.9 28.2 30.5 16.9 17.9 26.6 26.8
Other: 41.9 34.3 62.9 45.0 39.9 27.0 58.3 34.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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 : 2,055,274: 369,499 74,392 609,643 891,231 1,135,351 1,870,373 1,819,387: 184,901 235,888
Old : 632,031: 156,996 146,957 136,010 291,033 302,569 584,040 585,536: 47,992 46,495
Other: 1,423,243: 346,506 61,438 339,630 600,198 832,782 1,286,333 1,233,850: 136,910 189,392
: : :
: : Changes in Commitments from: July 6, 2021 :
: -40,372: -26,152 -6,587 1,350 -11,215 -29,219 -36,017 -34,456: -4,354 -5,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 3.6 29.7 43.4 55.2 91.0 88.5: 9.0 11.5
Old : 100.0: 24.8 23.3 21.5 46.0 47.9 92.4 92.6: 7.6 7.4
Other: 100.0: 24.3 4.3 23.9 42.2 58.5 90.4 86.7: 9.6 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 864: 215 115 216 410 458 722 706:
Old : 683: 148 97 98 265 329 451 486:
Other: 817: 193 110 167 369 440 641 644:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 11.4 22.3 18.9 11.9 8.4 17.5 14.1
Old : 18.4 15.1 28.6 26.3 17.6 14.9 26.0 24.2
Other: 15.8 12.3 25.0 19.8 14.0 8.7 19.8 14.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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 : 937,499: 149,840 62,208 304,378 419,901 494,779 874,119 861,365: 63,379 76,133
Old : 97,612: 13,705 8,035 36,603 38,924 45,506 89,232 90,144: 8,380 7,469
Other: 839,886: 149,295 67,334 254,615 380,977 449,273 784,887 771,222: 54,999 68,665
: : :
: : Changes in Commitments from: July 6, 2021 :
: -7,792: -2,941 1,838 5,696 -9,956 -12,527 -7,201 -4,993: -591 -2,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 6.6 32.5 44.8 52.8 93.2 91.9: 6.8 8.1
Old : 100.0: 14.0 8.2 37.5 39.9 46.6 91.4 92.3: 8.6 7.7
Other: 100.0: 17.8 8.0 30.3 45.4 53.5 93.5 91.8: 6.5 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 617: 205 98 188 247 271 525 497:
Old : 347: 71 56 56 116 160 215 244:
Other: 606: 194 106 176 223 260 493 474:
:----------------------------------------------------------------------------------------------------
: 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 12.3 23.5 20.9 11.1 8.5 15.5 13.8
Old : 20.7 18.0 34.5 29.3 14.8 11.3 23.6 18.0
Other: 14.7 12.8 24.4 21.8 11.8 10.1 16.4 15.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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 : 24,806: 16,657 1,153 292 51 9,661 17,000 11,106: 7,806 13,700
Old : 591: 354 12 0 48 66 402 78: 189 513
Other: 24,215: 16,303 1,141 292 3 9,595 16,598 11,028: 7,617 13,187
: : :
: : Changes in Commitments from: July 6, 2021 :
: 756: 1,338 7 19 -29 122 1,328 148: -572 608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 4.6 1.2 0.2 38.9 68.5 44.8: 31.5 55.2
Old : 100.0: 59.9 2.0 0.0 8.1 11.2 68.0 13.2: 32.0 86.8
Other: 100.0: 67.3 4.7 1.2 0.0 39.6 68.5 45.5: 31.5 54.5
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 4 4 2 20 9 28:
Old : 18: 5 1 0 2 10 7 11:
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 : 64.2 20.6 68.5 29.3 63.0 20.5 67.1 29.2
Old : 63.1 10.7 68.0 12.7 63.1 10.7 68.0 12.7
Other: 64.3 21.1 68.5 29.8 63.2 21.0 67.3 29.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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 : 575,087: 84,061 36,519 172,456 282,472 339,291 538,990 548,266: 36,097 26,821
Old : 167,317: 38,641 22,378 40,837 76,436 97,875 155,914 161,090: 11,403 6,227
Other: 407,770: 84,040 52,761 93,000 206,036 241,415 383,076 387,176: 24,694 20,594
: : :
: : Changes in Commitments from: July 6, 2021 :
: -370: 883 -305 640 -3,968 -860 -2,445 -524: 2,075 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 6.4 30.0 49.1 59.0 93.7 95.3: 6.3 4.7
Old : 100.0: 23.1 13.4 24.4 45.7 58.5 93.2 96.3: 6.8 3.7
Other: 100.0: 20.6 12.9 22.8 50.5 59.2 93.9 94.9: 6.1 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 92 51 86 107 113 252 212:
Old : 201: 51 32 48 76 82 155 140:
Other: 273: 77 64 66 89 98 216 185:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 24.6 24.8 36.5 8.9 19.1 13.8 25.4
Old : 25.9 20.3 39.3 34.9 19.8 17.4 27.9 27.6
Other: 14.8 28.1 24.3 41.8 10.8 22.5 17.1 30.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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 : 1,377,360: 114,414 197,839 112,562 954,020 879,308 1,180,996 1,189,709: 196,364 187,651
Old : 1,377,360: 114,414 197,839 112,562 954,020 879,308 1,180,996 1,189,709: 196,364 187,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2021 :
: 51,300: 16,589 2,183 9,249 18,308 53,671 44,146 65,104: 7,155 -13,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 14.4 8.2 69.3 63.8 85.7 86.4: 14.3 13.6
Old : 100.0: 8.3 14.4 8.2 69.3 63.8 85.7 86.4: 14.3 13.6
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 : 207: 29 40 41 113 113 166 170:
Old : 207: 29 40 41 113 113 166 170:
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 : 22.8 21.4 32.2 32.8 15.8 17.3 23.9 25.1
Old : 22.8 21.4 32.2 32.8 15.8 17.3 23.9 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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 : 1,209,437: 112,383 348,016 3,634 946,890 720,763 1,062,907 1,072,413: 146,531 137,024
Old : 1,209,437: 112,383 348,016 3,634 946,890 720,763 1,062,907 1,072,413: 146,531 137,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2021 :
: 16,409: 1,600 2,166 -801 12,547 24,329 13,346 25,694: 3,063 -9,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 28.8 0.3 78.3 59.6 87.9 88.7: 12.1 11.3
Old : 100.0: 9.3 28.8 0.3 78.3 59.6 87.9 88.7: 12.1 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 : 161: 13 24 9 92 93 110 121:
Old : 161: 13 24 9 92 93 110 121:
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 : 19.8 31.1 33.2 44.7 16.1 28.9 29.1 39.8
Old : 19.8 31.1 33.2 44.7 16.1 28.9 29.1 39.8
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 13, 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 : 417,092: 69,806 34,925 77,470 216,713 276,536 363,989 388,931: 53,103 28,161
Old : 114,006: 8,342 7,240 22,359 65,128 73,460 95,828 103,058: 18,178 10,948
Other: 303,085: 65,276 31,498 51,299 151,585 203,076 268,160 285,873: 34,925 17,213
: : :
: : Changes in Commitments from: July 6, 2021 :
: -9,824: 659 4,043 -12,790 2,232 -1,218 -9,900 -9,966: 75 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 8.4 18.6 52.0 66.3 87.3 93.2: 12.7 6.8
Old : 100.0: 7.3 6.4 19.6 57.1 64.4 84.1 90.4: 15.9 9.6
Other: 100.0: 21.5 10.4 16.9 50.0 67.0 88.5 94.3: 11.5 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 61 50 65 118 100 215 185:
Old : 176: 28 22 32 95 83 140 124:
Other: 240: 59 51 52 102 87 190 163:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 27.1 20.0 37.8 10.3 23.8 16.7 33.7
Old : 15.2 19.2 27.0 32.0 10.8 18.9 17.6 27.2
Other: 14.1 31.8 23.1 41.8 13.7 30.0 20.7 39.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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 : 7,791: 1,070 2,135 499 4,931 4,047 6,501 6,682: 1,290 1,109
Old : 7,791: 1,070 2,135 499 4,931 4,047 6,501 6,682: 1,290 1,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2021 :
: 29: -84 227 -41 177 -196 52 -10: -22 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 27.4 6.4 63.3 52.0 83.4 85.8: 16.6 14.2
Old : 100.0: 13.7 27.4 6.4 63.3 52.0 83.4 85.8: 16.6 14.2
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 : 44: 14 10 7 12 12 27 28:
Old : 44: 14 10 7 12 12 27 28:
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 : 50.9 46.0 63.5 60.9 49.7 45.1 60.1 60.0
Old : 50.9 46.0 63.5 60.9 49.7 45.1 60.1 60.0
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 13, 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 : 2,006,856: 370,680 501,927 55,888 1,440,392 1,311,590 1,866,960 1,869,406: 139,896 137,450
Old : 2,006,856: 370,680 501,927 55,888 1,440,392 1,311,590 1,866,960 1,869,406: 139,896 137,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2021 :
: -75,898: 3,912 -63,408 -2,061 -76,636 -4,557 -74,785 -70,026: -1,113 -5,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 25.0 2.8 71.8 65.4 93.0 93.2: 7.0 6.8
Old : 100.0: 18.5 25.0 2.8 71.8 65.4 93.0 93.2: 7.0 6.8
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 : 311: 45 51 30 154 147 211 216:
Old : 311: 45 51 30 154 147 211 216:
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 : 18.5 28.2 27.3 39.2 15.5 23.4 23.3 33.7
Old : 18.5 28.2 27.3 39.2 15.5 23.4 23.3 33.7
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 13, 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 : 4,965,273: 925,419 757,985 515,696 3,173,270 3,085,779 4,614,385 4,359,460: 350,888 605,813
Old : 4,965,273: 925,419 757,985 515,696 3,173,270 3,085,779 4,614,385 4,359,460: 350,888 605,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2021 :
: 4,898: -9,376 -102,115 76,928 -56,381 44,719 11,171 19,533: -6,273 -14,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 15.3 10.4 63.9 62.1 92.9 87.8: 7.1 12.2
Old : 100.0: 18.6 15.3 10.4 63.9 62.1 92.9 87.8: 7.1 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 : 454: 66 93 84 228 246 340 377:
Old : 454: 66 93 84 228 246 340 377:
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 18.2 26.4 24.7 12.0 12.1 18.6 16.2
Old : 18.5 18.2 26.4 24.7 12.0 12.1 18.6 16.2
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 13, 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 : 1,537,951: 255,501 112,405 3,450 1,147,004 1,162,675 1,405,955 1,278,530: 131,996 259,421
Old : 1,537,951: 255,501 112,405 3,450 1,147,004 1,162,675 1,405,955 1,278,530: 131,996 259,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2021 :
: -2,404: -441 15,376 -2,448 -14,373 -11,700 -17,262 1,228: 14,858 -3,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 7.3 0.2 74.6 75.6 91.4 83.1: 8.6 16.9
Old : 100.0: 16.6 7.3 0.2 74.6 75.6 91.4 83.1: 8.6 16.9
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 : 168: 19 18 10 88 99 116 118:
Old : 168: 19 18 10 88 99 116 118:
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 : 25.7 23.5 38.2 33.4 25.5 21.9 37.6 30.0
Old : 25.7 23.5 38.2 33.4 25.5 21.9 37.6 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, July 13, 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 : 3,800,560: 377,910 509,421 236,351 2,897,417 2,590,530 3,511,678 3,336,302: 288,883 464,259
Old : 3,800,560: 377,910 509,421 236,351 2,897,417 2,590,530 3,511,678 3,336,302: 288,883 464,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2021 :
: 27,282: -3,634 -55,217 41,740 -10,903 14,616 27,203 1,139: 79 26,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 13.4 6.2 76.2 68.2 92.4 87.8: 7.6 12.2
Old : 100.0: 9.9 13.4 6.2 76.2 68.2 92.4 87.8: 7.6 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 : 331: 50 57 49 168 180 240 264:
Old : 331: 50 57 49 168 180 240 264:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 18.8 42.3 29.0 24.8 17.8 33.4 25.9
Old : 31.8 18.8 42.3 29.0 24.8 17.8 33.4 25.9
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 13, 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 : 1,077,681: 40,886 221,878 211,484 800,414 609,941 1,052,784 1,043,303: 24,897 34,378
Old : 1,077,681: 40,886 221,878 211,484 800,414 609,941 1,052,784 1,043,303: 24,897 34,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2021 :
: 57,776: -4,314 -5,793 29,743 37,837 34,825 63,266 58,775: -5,490 -999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 20.6 19.6 74.3 56.6 97.7 96.8: 2.3 3.2
Old : 100.0: 3.8 20.6 19.6 74.3 56.6 97.7 96.8: 2.3 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 12 19 24 55 62 81 93:
Old : 97: 12 19 24 55 62 81 93:
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 : 29.3 31.2 46.7 46.5 18.7 20.1 26.6 25.8
Old : 29.3 31.2 46.7 46.5 18.7 20.1 26.6 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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 : 55,956: 23,337 18,734 968 22,272 30,601 46,577 50,302: 9,379 5,654
Old : 55,956: 23,337 18,734 968 22,272 30,601 46,577 50,302: 9,379 5,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2021 :
: 2,856: 3,312 1,866 -323 -929 1,061 2,060 2,603: 796 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 33.5 1.7 39.8 54.7 83.2 89.9: 16.8 10.1
Old : 100.0: 41.7 33.5 1.7 39.8 54.7 83.2 89.9: 16.8 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 43 19 7 28 27 71 53:
Old : 108: 43 19 7 28 27 71 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 42.4 45.2 62.1 30.2 41.5 43.6 60.9
Old : 31.0 42.4 45.2 62.1 30.2 41.5 43.6 60.9
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, July 13, 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 : 111,912: 46,674 37,467 1,935 44,544 61,202 93,154 100,605: 18,759 11,308
Old : 111,912: 46,674 37,467 1,935 44,544 61,202 93,154 100,605: 18,759 11,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2021 :
: 5,713: 6,624 3,731 -645 -1,858 2,121 4,120 5,207: 1,593 506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 33.5 1.7 39.8 54.7 83.2 89.9: 16.8 10.1
Old : 100.0: 41.7 33.5 1.7 39.8 54.7 83.2 89.9: 16.8 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 43 19 7 28 27 71 53:
Old : 108: 43 19 7 28 27 71 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 42.4 45.2 62.1 30.2 41.5 43.6 60.9
Old : 31.0 42.4 45.2 62.1 30.2 41.5 43.6 60.9
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, July 13, 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 : 46,470: 7,212 680 0 36,342 45,376 43,554 46,056: 2,916 414
Old : 46,470: 7,212 680 0 36,342 45,376 43,554 46,056: 2,916 414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2021 :
: 3,978: 72 -969 0 3,739 4,795 3,811 3,826: 167 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 1.5 0.0 78.2 97.6 93.7 99.1: 6.3 0.9
Old : 100.0: 15.5 1.5 0.0 78.2 97.6 93.7 99.1: 6.3 0.9
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 : 33: 6 2 0 16 12 22 14:
Old : 33: 6 2 0 16 12 22 14:
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 : 58.1 74.2 74.6 92.7 55.4 74.2 71.8 92.7
Old : 58.1 74.2 74.6 92.7 55.4 74.2 71.8 92.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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 : 40,811: 18,363 37,125 175 21,804 3,400 40,342 40,700: 469 111
Old : 40,811: 18,363 37,125 175 21,804 3,400 40,342 40,700: 469 111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2021 :
: 210: -2,096 153 60 2,234 0 198 213: 12 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 91.0 0.4 53.4 8.3 98.9 99.7: 1.1 0.3
Old : 100.0: 45.0 91.0 0.4 53.4 8.3 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 : 52: 31 15 1 5 1 37 16:
Old : 52: 31 15 1 5 1 37 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 : 64.0 88.2 85.0 96.4 64.0 88.2 85.0 96.0
Old : 64.0 88.2 85.0 96.4 64.0 88.2 85.0 96.0
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 13, 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 : 111,751: 25,474 30,020 42,462 43,756 39,188 111,692 111,670: 59 81
Old : 111,751: 25,474 30,020 42,462 43,756 39,188 111,692 111,670: 59 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2021 :
: 6,135: 2,174 -4,387 9,214 -5,263 1,308 6,125 6,135: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 26.9 38.0 39.2 35.1 99.9 99.9: 0.1 0.1
Old : 100.0: 22.8 26.9 38.0 39.2 35.1 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 : 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 : 90.2 92.2 99.9 97.0 56.2 54.2 61.9 59.0
Old : 90.2 92.2 99.9 97.0 56.2 54.2 61.9 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 16, 2021