WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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 : 435,316: 99,632 79,161 146,202 160,819 167,118 406,652 392,480: 28,664 42,836
Old : 400,863: 93,289 80,140 134,991 147,442 150,104 375,722 365,234: 25,142 35,629
Other: 34,452: 10,833 3,511 6,721 13,377 17,014 30,930 27,245: 3,522 7,207
: : :
: : Changes in Commitments from: July 13, 2021 :
: 18,804: 6,424 -16,730 22,010 -11,548 12,048 16,886 17,328: 1,919 1,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 18.2 33.6 36.9 38.4 93.4 90.2: 6.6 9.8
Old : 100.0: 23.3 20.0 33.7 36.8 37.4 93.7 91.1: 6.3 8.9
Other: 100.0: 31.4 10.2 19.5 38.8 49.4 89.8 79.1: 10.2 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 116 74 125 94 116 267 268:
Old : 338: 120 73 120 91 116 261 265:
Other: 130: 22 26 23 31 69 67 105:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 16.1 25.3 23.5 13.3 12.4 20.7 18.4
Old : 16.8 16.9 26.4 24.8 14.2 13.5 21.8 19.6
Other: 34.1 20.1 48.7 33.6 32.6 16.1 44.3 23.6
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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 : 22,716: 10,202 1,061 544 10,658 20,488 21,404 22,093: 1,312 623
Old : 22,716: 10,202 1,061 544 10,658 20,488 21,404 22,093: 1,312 623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2021 :
: 672: -369 -127 -183 923 721 371 411: 301 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 4.7 2.4 46.9 90.2 94.2 97.3: 5.8 2.7
Old : 100.0: 44.9 4.7 2.4 46.9 90.2 94.2 97.3: 5.8 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 2 3 8 17 14 21:
Old : 24: 5 2 3 8 17 14 21:
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 : 67.9 51.0 88.0 74.4 67.0 36.7 70.9 56.4
Old : 67.9 51.0 88.0 74.4 67.0 36.7 70.9 56.4
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 20, 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 : 223,310: 59,644 33,797 49,130 93,899 121,014 202,672 203,941: 20,638 19,369
Old : 215,315: 58,044 34,019 46,212 91,887 118,349 196,142 198,580: 19,173 16,734
Other: 7,995: 2,683 861 1,835 2,012 2,664 6,530 5,360: 1,465 2,634
: : :
: : Changes in Commitments from: July 13, 2021 :
: 12,698: 1,645 -4,872 6,470 1,039 10,943 9,153 12,540: 3,544 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 15.1 22.0 42.0 54.2 90.8 91.3: 9.2 8.7
Old : 100.0: 27.0 15.8 21.5 42.7 55.0 91.1 92.2: 8.9 7.8
Other: 100.0: 33.6 10.8 22.9 25.2 33.3 81.7 67.0: 18.3 33.0
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 65 48 61 86 89 184 172:
Old : 240: 65 49 60 85 89 181 172:
Other: 86: 18 11 13 13 47 36 67:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 22.2 26.8 32.6 15.7 18.4 24.6 28.2
Old : 16.3 22.3 27.6 32.9 16.2 19.0 25.4 28.8
Other: 40.1 29.2 59.6 40.6 33.1 14.6 46.9 22.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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 : 2,063,723: 373,859 70,764 616,131 888,366 1,145,149 1,878,356 1,832,044: 185,367 231,679
Old : 601,356: 141,515 137,038 139,415 275,005 282,970 555,936 559,424: 45,420 41,932
Other: 1,462,367: 358,795 60,178 350,264 613,361 862,179 1,322,420 1,272,621: 139,947 189,747
: : :
: : Changes in Commitments from: July 13, 2021 :
: 8,449: 4,361 -3,628 6,488 -2,865 9,798 7,983 12,658: 466 -4,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 3.4 29.9 43.0 55.5 91.0 88.8: 9.0 11.2
Old : 100.0: 23.5 22.8 23.2 45.7 47.1 92.4 93.0: 7.6 7.0
Other: 100.0: 24.5 4.1 24.0 41.9 59.0 90.4 87.0: 9.6 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 864: 199 125 213 424 465 728 712:
Old : 682: 125 116 94 268 332 439 497:
Other: 821: 190 111 163 377 449 641 653:
:----------------------------------------------------------------------------------------------------
: 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 11.7 22.3 19.2 11.7 8.5 17.4 14.2
Old : 18.1 15.5 27.8 26.3 17.0 14.8 25.1 24.0
Other: 15.5 12.3 25.0 20.0 14.1 8.9 20.0 14.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 4,813: 957 291 216 1,101 3,401 2,273 3,908: 2,540 906
Old : 4,801: 957 291 216 1,095 3,401 2,267 3,908: 2,534 894
Other: 12: 0 0 0 6 0 6 0: 6 12
: : :
: : Changes in Commitments from: July 13, 2021 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 6.0 4.5 22.9 70.7 47.2 81.2: 52.8 18.8
Old : 100.0: 19.9 6.1 4.5 22.8 70.8 47.2 81.4: 52.8 18.6
Other: 100.0: 0.0 0.0 0.0 50.0 0.0 50.0 0.0: 50.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 3 3 8 7 18 11:
Old : 22: 8 3 3 8 7 18 11:
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 : 23.0 64.4 36.6 79.3 21.8 64.2 35.1 75.0
Old : 23.1 64.6 36.7 79.5 21.9 64.3 35.2 75.3
Other: 50.0 0.0 50.0 0.0 50.0 0.0 50.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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 : 959,460: 160,453 60,755 309,611 421,272 513,875 891,335 884,240: 68,125 75,220
Old : 83,473: 9,953 6,459 34,630 33,082 36,210 77,666 77,298: 5,807 6,175
Other: 875,987: 158,475 62,272 267,005 388,189 477,665 813,669 806,942: 62,317 69,045
: : :
: : Changes in Commitments from: July 13, 2021 :
: 21,961: 10,613 -1,453 5,233 1,370 19,096 17,216 22,875: 4,745 -914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 6.3 32.3 43.9 53.6 92.9 92.2: 7.1 7.8
Old : 100.0: 11.9 7.7 41.5 39.6 43.4 93.0 92.6: 7.0 7.4
Other: 100.0: 18.1 7.1 30.5 44.3 54.5 92.9 92.1: 7.1 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 617: 194 102 184 246 276 517 498:
Old : 325: 66 45 53 108 153 198 228:
Other: 609: 191 101 173 228 268 490 482:
:----------------------------------------------------------------------------------------------------
: 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 12.5 23.5 21.3 10.5 8.4 14.7 14.0
Old : 24.4 19.5 37.7 31.1 16.5 10.0 22.3 16.4
Other: 14.7 12.8 24.3 22.2 11.6 9.9 16.0 16.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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 : 24,939: 16,523 1,161 268 4 10,082 16,795 11,511: 8,144 13,428
Old : 605: 451 2 0 0 47 451 49: 154 556
Other: 24,334: 16,072 1,159 268 4 10,035 16,344 11,462: 7,990 12,872
: : :
: : Changes in Commitments from: July 13, 2021 :
: 133: -134 8 -24 -47 421 -205 405: 338 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 4.7 1.1 0.0 40.4 67.3 46.2: 32.7 53.8
Old : 100.0: 74.5 0.3 0.0 0.0 7.8 74.5 8.1: 25.5 91.9
Other: 100.0: 66.0 4.8 1.1 0.0 41.2 67.2 47.1: 32.8 52.9
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 7 4 4 2 22 9 30:
Old : 16: 5 1 0 0 10 5 11:
Other: 33: 7 4 4 2 22 9 30:
:----------------------------------------------------------------------------------------------------
: 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 : 63.2 20.9 67.3 29.3 62.2 20.8 66.3 29.3
Old : 72.6 5.8 74.5 7.4 72.6 5.8 74.5 7.4
Other: 63.0 21.3 67.2 29.9 62.0 21.3 66.0 29.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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 : 567,643: 87,599 33,041 167,544 274,944 339,827 530,086 540,412: 37,557 27,231
Old : 150,738: 33,699 18,548 37,339 69,736 88,282 140,774 144,169: 9,964 6,569
Other: 416,905: 87,067 47,660 97,038 205,207 251,545 389,312 396,243: 27,593 20,662
: : :
: : Changes in Commitments from: July 13, 2021 :
: -7,444: 3,537 -3,477 -4,913 -7,528 536 -8,904 -7,854: 1,460 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 5.8 29.5 48.4 59.9 93.4 95.2: 6.6 4.8
Old : 100.0: 22.4 12.3 24.8 46.3 58.6 93.4 95.6: 6.6 4.4
Other: 100.0: 20.9 11.4 23.3 49.2 60.3 93.4 95.0: 6.6 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 96 46 84 110 114 254 210:
Old : 195: 51 30 40 75 79 144 134:
Other: 276: 80 62 68 93 101 223 187:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 24.8 24.6 36.6 8.5 19.7 13.1 25.2
Old : 26.6 19.5 40.5 33.8 20.9 15.9 28.1 25.9
Other: 14.4 28.3 23.3 41.6 10.2 23.3 16.2 31.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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 : 1,456,651: 114,478 222,125 135,153 1,008,789 906,969 1,258,421 1,264,246: 198,230 192,405
Old : 1,456,651: 114,478 222,125 135,153 1,008,789 906,969 1,258,421 1,264,246: 198,230 192,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2021 :
: 79,291: 64 24,286 22,591 54,769 27,660 77,425 74,537: 1,866 4,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 15.2 9.3 69.3 62.3 86.4 86.8: 13.6 13.2
Old : 100.0: 7.9 15.2 9.3 69.3 62.3 86.4 86.8: 13.6 13.2
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 : 210: 30 43 47 115 112 172 175:
Old : 210: 30 43 47 115 112 172 175:
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 : 20.8 22.3 30.3 33.0 13.7 17.1 21.9 23.6
Old : 20.8 22.3 30.3 33.0 13.7 17.1 21.9 23.6
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, July 20, 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 : 1,224,598: 118,272 344,908 3,733 952,633 738,401 1,074,638 1,087,042: 149,960 137,556
Old : 1,224,598: 118,272 344,908 3,733 952,633 738,401 1,074,638 1,087,042: 149,960 137,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2021 :
: 15,161: 5,889 -3,108 99 5,744 17,638 11,732 14,629: 3,429 532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 28.2 0.3 77.8 60.3 87.8 88.8: 12.2 11.2
Old : 100.0: 9.7 28.2 0.3 77.8 60.3 87.8 88.8: 12.2 11.2
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 : 161: 15 24 9 88 91 108 119:
Old : 161: 15 24 9 88 91 108 119:
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 : 19.5 30.8 33.0 44.4 16.3 28.6 29.0 39.7
Old : 19.5 30.8 33.0 44.4 16.3 28.6 29.0 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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 : 420,801: 73,310 31,580 80,871 213,943 279,992 368,124 392,443: 52,677 28,358
Old : 110,715: 13,332 7,585 20,778 60,244 71,569 94,354 99,931: 16,361 10,784
Other: 310,086: 69,176 33,193 50,896 153,699 208,423 273,771 292,512: 36,316 17,574
: : :
: : Changes in Commitments from: July 13, 2021 :
: 3,709: 3,505 -3,345 3,401 -2,770 3,456 4,136 3,512: -427 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 7.5 19.2 50.8 66.5 87.5 93.3: 12.5 6.7
Old : 100.0: 12.0 6.9 18.8 54.4 64.6 85.2 90.3: 14.8 9.7
Other: 100.0: 22.3 10.7 16.4 49.6 67.2 88.3 94.3: 11.7 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 67 46 65 122 105 222 192:
Old : 180: 34 18 28 97 85 143 123:
Other: 247: 58 53 54 105 88 194 167:
:----------------------------------------------------------------------------------------------------
: 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 27.9 20.5 38.4 10.3 24.6 16.5 34.1
Old : 16.4 22.5 29.0 34.4 11.8 18.1 18.3 27.1
Other: 14.0 30.8 22.8 41.2 13.7 28.5 20.6 38.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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 : 7,473: 1,057 1,769 489 4,636 4,094 6,182 6,352: 1,291 1,120
Old : 7,473: 1,057 1,769 489 4,636 4,094 6,182 6,352: 1,291 1,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2021 :
: -318: -13 -366 -11 -295 47 -319 -330: 1 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 23.7 6.5 62.0 54.8 82.7 85.0: 17.3 15.0
Old : 100.0: 14.1 23.7 6.5 62.0 54.8 82.7 85.0: 17.3 15.0
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 : 42: 14 9 6 10 11 24 26:
Old : 42: 14 9 6 10 11 24 26:
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 : 50.6 48.1 64.0 62.6 49.0 47.4 59.8 61.9
Old : 50.6 48.1 64.0 62.6 49.0 47.4 59.8 61.9
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 20, 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 : 2,016,067: 397,318 455,976 50,512 1,423,800 1,376,444 1,871,629 1,882,932: 144,437 133,135
Old : 2,016,067: 397,318 455,976 50,512 1,423,800 1,376,444 1,871,629 1,882,932: 144,437 133,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2021 :
: 9,211: 26,637 -45,951 -5,377 -16,592 64,854 4,669 13,526: 4,541 -4,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 22.6 2.5 70.6 68.3 92.8 93.4: 7.2 6.6
Old : 100.0: 19.7 22.6 2.5 70.6 68.3 92.8 93.4: 7.2 6.6
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 : 300: 48 43 24 150 146 204 207:
Old : 300: 48 43 24 150 146 204 207:
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 : 18.6 28.4 27.5 39.2 15.6 23.6 23.6 33.3
Old : 18.6 28.4 27.5 39.2 15.6 23.6 23.6 33.3
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 20, 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 : 5,059,129: 927,626 730,966 558,783 3,217,944 3,144,159 4,704,354 4,433,908: 354,775 625,221
Old : 5,059,129: 927,626 730,966 558,783 3,217,944 3,144,159 4,704,354 4,433,908: 354,775 625,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2021 :
: 93,856: 2,208 -27,019 43,087 44,674 58,380 89,969 74,448: 3,887 19,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 14.4 11.0 63.6 62.1 93.0 87.6: 7.0 12.4
Old : 100.0: 18.3 14.4 11.0 63.6 62.1 93.0 87.6: 7.0 12.4
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 : 458: 67 98 87 230 246 343 385:
Old : 458: 67 98 87 230 246 343 385:
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 : 17.3 19.3 25.2 25.6 11.1 12.7 17.8 17.2
Old : 17.3 19.3 25.2 25.6 11.1 12.7 17.8 17.2
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 20, 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 : 1,506,230: 233,116 108,302 3,725 1,145,047 1,126,635 1,381,888 1,238,662: 124,342 267,568
Old : 1,506,230: 233,116 108,302 3,725 1,145,047 1,126,635 1,381,888 1,238,662: 124,342 267,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2021 :
: -31,721: -22,385 -4,103 275 -1,957 -36,040 -24,067 -39,868: -7,654 8,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 7.2 0.2 76.0 74.8 91.7 82.2: 8.3 17.8
Old : 100.0: 15.5 7.2 0.2 76.0 74.8 91.7 82.2: 8.3 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 : 165: 22 17 11 87 95 118 114:
Old : 165: 22 17 11 87 95 118 114:
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 : 25.9 24.4 38.2 34.2 25.8 22.7 37.2 30.5
Old : 25.9 24.4 38.2 34.2 25.8 22.7 37.2 30.5
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 20, 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 : 3,763,527: 440,064 493,741 242,123 2,785,943 2,564,801 3,468,130 3,300,665: 295,397 462,862
Old : 3,763,527: 440,064 493,741 242,123 2,785,943 2,564,801 3,468,130 3,300,665: 295,397 462,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2021 :
: -37,033: 62,154 -15,680 5,772 -111,474 -25,728 -43,548 -35,636: 6,515 -1,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 13.1 6.4 74.0 68.1 92.2 87.7: 7.8 12.3
Old : 100.0: 11.7 13.1 6.4 74.0 68.1 92.2 87.7: 7.8 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 : 341: 49 64 55 162 186 240 276:
Old : 341: 49 64 55 162 186 240 276:
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 : 31.2 17.8 40.6 28.1 23.3 16.3 30.6 24.2
Old : 31.2 17.8 40.6 28.1 23.3 16.3 30.6 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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 : 1,105,553: 49,351 235,285 205,628 829,988 633,037 1,084,967 1,073,950: 20,586 31,603
Old : 1,105,553: 49,351 235,285 205,628 829,988 633,037 1,084,967 1,073,950: 20,586 31,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2021 :
: 27,872: 8,465 13,407 -5,856 29,574 23,096 32,183 30,647: -4,311 -2,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 21.3 18.6 75.1 57.3 98.1 97.1: 1.9 2.9
Old : 100.0: 4.5 21.3 18.6 75.1 57.3 98.1 97.1: 1.9 2.9
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 : 101: 10 22 24 58 65 85 96:
Old : 101: 10 22 24 58 65 85 96:
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 : 29.2 30.4 46.4 45.6 18.1 19.6 26.8 25.5
Old : 29.2 30.4 46.4 45.6 18.1 19.6 26.8 25.5
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, July 20, 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 : 51,462: 18,898 20,886 1,697 22,689 22,888 43,284 45,470: 8,179 5,992
Old : 51,462: 18,898 20,886 1,697 22,689 22,888 43,284 45,470: 8,179 5,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2021 :
: -4,494: -4,439 2,152 729 416 -7,714 -3,293 -4,832: -1,201 339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 40.6 3.3 44.1 44.5 84.1 88.4: 15.9 11.6
Old : 100.0: 36.7 40.6 3.3 44.1 44.5 84.1 88.4: 15.9 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 : 109: 39 21 11 33 25 76 53:
Old : 109: 39 21 11 33 25 76 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 : 31.5 43.6 44.3 62.8 29.0 43.6 41.6 62.8
Old : 31.5 43.6 44.3 62.8 29.0 43.6 41.6 62.8
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 20, 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 : 102,925: 37,797 41,771 3,394 45,377 45,775 86,567 90,940: 16,358 11,985
Old : 102,925: 37,797 41,771 3,394 45,377 45,775 86,567 90,940: 16,358 11,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2021 :
: -8,987: -8,878 4,304 1,459 833 -15,427 -6,586 -9,664: -2,401 677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 40.6 3.3 44.1 44.5 84.1 88.4: 15.9 11.6
Old : 100.0: 36.7 40.6 3.3 44.1 44.5 84.1 88.4: 15.9 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 : 109: 39 21 11 33 25 76 53:
Old : 109: 39 21 11 33 25 76 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 : 31.5 43.6 44.3 62.8 29.0 43.6 41.6 62.8
Old : 31.5 43.6 44.3 62.8 29.0 43.6 41.6 62.8
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 20, 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 : 46,075: 7,335 654 0 36,016 45,118 43,351 45,772: 2,724 303
Old : 46,075: 7,335 654 0 36,016 45,118 43,351 45,772: 2,724 303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2021 :
: -395: 123 -26 0 -326 -258 -203 -284: -192 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 1.4 0.0 78.2 97.9 94.1 99.3: 5.9 0.7
Old : 100.0: 15.9 1.4 0.0 78.2 97.9 94.1 99.3: 5.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 6 2 0 18 12 24 14:
Old : 35: 6 2 0 18 12 24 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 : 57.8 74.8 73.9 92.8 55.0 74.8 71.0 92.8
Old : 57.8 74.8 73.9 92.8 55.0 74.8 71.0 92.8
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 20, 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 : 36,597: 24,795 32,925 180 11,138 3,400 36,113 36,505: 484 92
Old : 36,597: 24,795 32,925 180 11,138 3,400 36,113 36,505: 484 92
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2021 :
: -4,214: 6,432 -4,200 5 -10,666 0 -4,229 -4,195: 15 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 90.0 0.5 30.4 9.3 98.7 99.7: 1.3 0.3
Old : 100.0: 67.8 90.0 0.5 30.4 9.3 98.7 99.7: 1.3 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 : 54: 36 12 1 5 1 42 13:
Old : 54: 36 12 1 5 1 42 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 : 44.8 89.2 71.8 97.9 44.8 89.2 71.8 97.5
Old : 44.8 89.2 71.8 97.9 44.8 89.2 71.8 97.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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 : 118,506: 27,379 26,782 45,670 45,447 45,953 118,496 118,405: 10 101
Old : 118,506: 27,379 26,782 45,670 45,447 45,953 118,496 118,405: 10 101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2021 :
: 6,755: 1,905 -3,238 3,208 1,691 6,765 6,804 6,735: -49 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 22.6 38.5 38.3 38.8 100.0 99.9: 0.0 0.1
Old : 100.0: 23.1 22.6 38.5 38.3 38.8 100.0 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 : 30: 6 9 1 4 12 11 21:
Old : 30: 6 9 1 4 12 11 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.2 93.5 99.8 97.2 55.2 55.0 61.4 58.6
Old : 89.2 93.5 99.8 97.2 55.2 55.0 61.4 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 23, 2021