WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 424,737: 97,839 72,705 140,433 157,514 169,652 395,786 382,789: 28,951 41,948
Old : 388,397: 90,010 72,163 129,202 144,214 152,472 363,427 353,837: 24,970 34,560
Other: 36,340: 11,964 4,676 7,096 13,300 17,180 32,359 28,952: 3,981 7,388
: : :
: : Changes in Commitments from: July 20, 2021 :
: -10,579: -1,793 -6,456 -5,769 -3,305 2,534 -10,866 -9,691: 287 -888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 17.1 33.1 37.1 39.9 93.2 90.1: 6.8 9.9
Old : 100.0: 23.2 18.6 33.3 37.1 39.3 93.6 91.1: 6.4 8.9
Other: 100.0: 32.9 12.9 19.5 36.6 47.3 89.0 79.7: 11.0 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 115 74 126 92 114 266 268:
Old : 336: 117 73 122 88 114 259 266:
Other: 125: 21 27 22 32 63 67 98:
:----------------------------------------------------------------------------------------------------
: 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 15.2 25.4 23.6 13.6 12.2 21.0 18.4
Old : 16.5 16.1 26.5 24.8 14.4 13.4 22.1 19.6
Other: 34.2 20.6 49.1 35.5 32.1 18.7 43.5 26.7
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 24,041: 9,038 1,384 754 13,464 21,424 23,256 23,562: 784 479
Old : 24,041: 9,038 1,384 754 13,464 21,424 23,256 23,562: 784 479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2021 :
: 1,325: -1,164 323 210 2,806 935 1,852 1,468: -528 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 5.8 3.1 56.0 89.1 96.7 98.0: 3.3 2.0
Old : 100.0: 37.6 5.8 3.1 56.0 89.1 96.7 98.0: 3.3 2.0
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 : 27: 6 3 5 9 16 17 22:
Old : 27: 6 3 5 9 16 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 : 73.2 51.8 89.8 74.6 69.4 37.6 72.9 57.1
Old : 73.2 51.8 89.8 74.6 69.4 37.6 72.9 57.1
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 27, 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 : 229,649: 62,665 33,401 54,901 92,914 120,946 210,480 209,248: 19,168 20,400
Old : 220,944: 61,291 34,052 51,174 90,787 118,097 203,252 203,323: 17,692 17,621
Other: 8,705: 3,048 1,023 2,052 2,127 2,849 7,228 5,925: 1,476 2,780
: : :
: : Changes in Commitments from: July 20, 2021 :
: 6,339: 3,021 -396 5,771 -984 -68 7,808 5,307: -1,469 1,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 14.5 23.9 40.5 52.7 91.7 91.1: 8.3 8.9
Old : 100.0: 27.7 15.4 23.2 41.1 53.5 92.0 92.0: 8.0 8.0
Other: 100.0: 35.0 11.8 23.6 24.4 32.7 83.0 68.1: 17.0 31.9
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 68 46 66 88 87 192 170:
Old : 238: 69 48 64 87 87 188 170:
Other: 86: 17 14 11 14 45 38 63:
:----------------------------------------------------------------------------------------------------
: 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 22.6 25.9 33.0 15.1 18.4 23.7 28.0
Old : 15.8 22.8 26.7 33.3 15.7 19.0 24.5 28.6
Other: 37.3 29.2 54.6 42.0 30.4 16.8 44.7 24.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,976,722: 372,443 63,959 564,437 867,464 1,115,187 1,804,344 1,743,584: 172,379 233,139
Old : 525,211: 127,428 137,953 98,647 259,841 248,966 485,917 485,565: 39,294 39,646
Other: 1,451,512: 371,645 52,637 339,161 607,622 866,221 1,318,427 1,258,019: 133,084 193,493
: : :
: : Changes in Commitments from: July 20, 2021 :
: -87,001: -1,416 -6,805 -51,694 -20,902 -29,962 -74,012 -88,461: -12,989 1,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 3.2 28.6 43.9 56.4 91.3 88.2: 8.7 11.8
Old : 100.0: 24.3 26.3 18.8 49.5 47.4 92.5 92.5: 7.5 7.5
Other: 100.0: 25.6 3.6 23.4 41.9 59.7 90.8 86.7: 9.2 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 849: 201 110 199 415 461 706 695:
Old : 663: 123 103 87 260 330 421 482:
Other: 811: 187 107 154 371 440 627 638:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 11.7 22.2 18.9 12.1 9.2 17.8 14.9
Old : 19.4 16.3 28.6 26.2 18.6 15.7 26.9 24.9
Other: 15.3 12.2 24.1 19.8 14.0 9.7 20.0 15.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 4,885: 964 306 227 1,246 3,413 2,438 3,946: 2,447 939
Old : 4,869: 964 306 227 1,240 3,408 2,432 3,941: 2,437 928
Other: 16: 0 0 0 6 5 6 5: 10 11
: : :
: : Changes in Commitments from: July 20, 2021 :
: 71: 7 15 11 146 12 164 38: -93 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 6.3 4.6 25.5 69.9 49.9 80.8: 50.1 19.2
Old : 100.0: 19.8 6.3 4.7 25.5 70.0 49.9 80.9: 50.1 19.1
Other: 100.0: 0.0 0.0 0.0 37.5 31.3 37.5 31.3: 62.5 68.8
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 8 4 3 9 8 19 13:
Old : 24: 8 4 3 9 7 19 12:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: 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 59.6 36.4 77.0 22.4 59.3 34.8 74.2
Old : 22.9 59.8 36.5 77.3 22.6 59.5 35.0 74.6
Other: 37.5 31.3 37.5 31.3 37.5 31.3 37.5 31.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 885,088: 155,464 60,517 261,554 406,727 490,090 823,745 812,160: 61,343 72,927
Old : 24,074: 2,216 3,509 0 18,887 17,390 21,103 20,899: 2,971 3,175
Other: 861,014: 154,854 58,614 259,947 387,840 472,700 802,642 791,261: 58,372 69,752
: : :
: : Changes in Commitments from: July 20, 2021 :
: -74,372: -4,989 -238 -48,057 -14,544 -23,785 -67,590 -72,080: -6,782 -2,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 6.8 29.6 46.0 55.4 93.1 91.8: 6.9 8.2
Old : 100.0: 9.2 14.6 0.0 78.5 72.2 87.7 86.8: 12.3 13.2
Other: 100.0: 18.0 6.8 30.2 45.0 54.9 93.2 91.9: 6.8 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 607: 195 95 179 246 276 510 492:
Old : 175: 24 11 0 57 94 81 105:
Other: 607: 190 103 173 229 271 487 487:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 12.3 23.8 21.4 11.4 9.0 16.3 14.8
Old : 46.4 29.9 59.3 43.2 46.4 29.8 59.2 43.1
Other: 15.0 12.7 24.5 22.0 11.8 10.0 16.8 16.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 25,013: 16,746 1,358 273 5 10,121 17,024 11,752: 7,989 13,261
Old : 457: 387 2 0 1 21 388 23: 69 434
Other: 24,556: 16,359 1,356 273 4 10,100 16,636 11,729: 7,920 12,827
: : :
: : Changes in Commitments from: July 20, 2021 :
: 74: 223 197 5 1 39 229 241: -155 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 5.4 1.1 0.0 40.5 68.1 47.0: 31.9 53.0
Old : 100.0: 84.7 0.4 0.0 0.2 4.6 84.9 5.0: 15.1 95.0
Other: 100.0: 66.6 5.5 1.1 0.0 41.1 67.7 47.8: 32.3 52.2
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 7 5 4 2 22 9 31:
Old : 11: 3 1 0 1 6 4 7:
Other: 34: 7 5 4 2 22 9 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 20.8 68.1 29.2 62.9 20.8 66.9 29.2
Old : 84.9 3.7 84.9 5.0 84.9 3.7 84.9 5.0
Other: 63.6 21.2 67.7 29.7 62.5 21.2 66.6 29.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 508,178: 92,191 34,146 136,186 246,705 310,179 475,082 480,511: 33,095 27,667
Old : 93,162: 31,176 11,266 12,849 41,140 63,688 85,165 87,803: 7,997 5,359
Other: 415,016: 86,652 48,517 97,701 205,566 246,490 389,918 392,708: 25,098 22,308
: : :
: : Changes in Commitments from: July 20, 2021 :
: -59,465: 4,592 1,105 -31,358 -28,238 -29,648 -55,004 -59,901: -4,461 436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 6.7 26.8 48.5 61.0 93.5 94.6: 6.5 5.4
Old : 100.0: 33.5 12.1 13.8 44.2 68.4 91.4 94.2: 8.6 5.8
Other: 100.0: 20.9 11.7 23.5 49.5 59.4 94.0 94.6: 6.0 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 96 47 83 103 110 245 207:
Old : 178: 44 28 30 64 74 125 117:
Other: 274: 88 53 72 94 99 224 190:
:----------------------------------------------------------------------------------------------------
: 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 26.5 23.7 38.4 8.5 21.7 13.5 27.4
Old : 32.0 24.4 43.6 38.9 30.8 22.1 40.6 34.2
Other: 14.4 27.9 23.1 41.2 10.2 23.7 16.0 31.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 1,325,939: 113,206 198,156 79,392 928,879 860,257 1,121,477 1,137,805: 204,462 188,133
Old : 1,325,939: 113,206 198,156 79,392 928,879 860,257 1,121,477 1,137,805: 204,462 188,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2021 :
: -130,712: -1,272 -23,968 -55,761 -79,911 -46,712 -136,944 -126,441: 6,231 -4,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 14.9 6.0 70.1 64.9 84.6 85.8: 15.4 14.2
Old : 100.0: 8.5 14.9 6.0 70.1 64.9 84.6 85.8: 15.4 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 : 196: 23 40 39 110 109 159 162:
Old : 196: 23 40 39 110 109 159 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 22.9 32.1 35.0 15.6 18.9 24.7 26.7
Old : 21.5 22.9 32.1 35.0 15.6 18.9 24.7 26.7
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 27, 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 : 1,235,364: 117,812 354,050 2,870 962,628 739,208 1,083,310 1,096,129: 152,053 139,235
Old : 1,235,364: 117,812 354,050 2,870 962,628 739,208 1,083,310 1,096,129: 152,053 139,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2021 :
: 10,766: -460 9,142 -863 9,995 807 8,672 9,086: 2,094 1,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 28.7 0.2 77.9 59.8 87.7 88.7: 12.3 11.3
Old : 100.0: 9.5 28.7 0.2 77.9 59.8 87.7 88.7: 12.3 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 : 163: 16 23 9 90 93 111 120:
Old : 163: 16 23 9 90 93 111 120:
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 : 20.0 30.3 33.3 44.1 16.7 28.0 29.3 39.4
Old : 20.0 30.3 33.3 44.1 16.7 28.0 29.3 39.4
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 27, 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 : 398,615: 74,057 33,569 69,574 203,251 268,285 346,881 371,428: 51,734 27,187
Old : 80,931: 9,522 6,027 11,784 46,133 55,078 67,439 72,889: 13,492 8,042
Other: 317,684: 71,828 34,836 50,496 157,118 213,207 279,442 298,539: 38,241 19,145
: : :
: : Changes in Commitments from: July 20, 2021 :
: -22,186: 746 1,989 -11,297 -10,692 -11,707 -21,243 -21,015: -943 -1,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 8.4 17.5 51.0 67.3 87.0 93.2: 13.0 6.8
Old : 100.0: 11.8 7.4 14.6 57.0 68.1 83.3 90.1: 16.7 9.9
Other: 100.0: 22.6 11.0 15.9 49.5 67.1 88.0 94.0: 12.0 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 61 47 61 117 101 212 181:
Old : 165: 29 18 23 90 79 130 110:
Other: 243: 60 51 56 104 85 195 163:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 28.8 20.7 39.4 10.8 26.2 17.0 35.6
Old : 17.4 25.0 28.6 35.9 13.5 23.2 21.5 32.6
Other: 13.4 30.9 22.5 41.6 13.2 28.6 20.0 38.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 7,691: 1,188 1,445 518 4,683 4,663 6,389 6,626: 1,302 1,065
Old : 7,691: 1,188 1,445 518 4,683 4,663 6,389 6,626: 1,302 1,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2021 :
: 219: 131 -324 29 47 569 207 274: 12 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 18.8 6.7 60.9 60.6 83.1 86.2: 16.9 13.8
Old : 100.0: 15.4 18.8 6.7 60.9 60.6 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 : 43: 12 8 6 13 14 27 27:
Old : 43: 12 8 6 13 14 27 27:
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 : 48.8 49.2 63.0 61.7 46.4 48.6 58.6 60.7
Old : 48.8 49.2 63.0 61.7 46.4 48.6 58.6 60.7
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 27, 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 : 1,975,726: 373,471 427,818 46,577 1,414,505 1,368,424 1,834,553 1,842,820: 141,172 132,906
Old : 1,975,726: 373,471 427,818 46,577 1,414,505 1,368,424 1,834,553 1,842,820: 141,172 132,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2021 :
: -40,341: -23,847 -28,158 -3,934 -9,295 -8,020 -37,076 -40,112: -3,265 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 21.7 2.4 71.6 69.3 92.9 93.3: 7.1 6.7
Old : 100.0: 18.9 21.7 2.4 71.6 69.3 92.9 93.3: 7.1 6.7
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 : 309: 46 44 22 153 154 207 212:
Old : 309: 46 44 22 153 154 207 212:
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 : 18.8 29.0 27.8 39.9 15.7 24.1 23.8 33.8
Old : 18.8 29.0 27.8 39.9 15.7 24.1 23.8 33.8
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 27, 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 : 4,660,818: 901,959 690,313 363,533 3,003,417 3,004,509 4,268,909 4,058,354: 391,910 602,464
Old : 4,660,818: 901,959 690,313 363,533 3,003,417 3,004,509 4,268,909 4,058,354: 391,910 602,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2021 :
: -398,311: -25,668 -40,653 -195,251 -214,527 -139,650 -435,445 -375,554: 37,134 -22,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 14.8 7.8 64.4 64.5 91.6 87.1: 8.4 12.9
Old : 100.0: 19.4 14.8 7.8 64.4 64.5 91.6 87.1: 8.4 12.9
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 : 456: 61 101 81 229 241 344 369:
Old : 456: 61 101 81 229 241 344 369:
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 : 18.4 20.0 26.3 26.3 11.6 13.4 18.6 18.1
Old : 18.4 20.0 26.3 26.3 11.6 13.4 18.6 18.1
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 27, 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 : 1,488,304: 220,903 115,475 4,711 1,136,010 1,096,807 1,361,624 1,216,993: 126,680 271,311
Old : 1,488,304: 220,903 115,475 4,711 1,136,010 1,096,807 1,361,624 1,216,993: 126,680 271,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2021 :
: -17,926: -12,213 7,173 986 -9,037 -29,828 -20,264 -21,669: 2,338 3,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 7.8 0.3 76.3 73.7 91.5 81.8: 8.5 18.2
Old : 100.0: 14.8 7.8 0.3 76.3 73.7 91.5 81.8: 8.5 18.2
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 : 164: 21 18 12 85 95 115 116:
Old : 164: 21 18 12 85 95 115 116:
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 : 26.2 24.5 38.9 33.9 26.1 23.0 38.0 30.4
Old : 26.2 24.5 38.9 33.9 26.1 23.0 38.0 30.4
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 27, 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 : 3,700,603: 495,055 487,607 190,263 2,713,480 2,578,543 3,398,799 3,256,413: 301,803 444,189
Old : 3,700,603: 495,055 487,607 190,263 2,713,480 2,578,543 3,398,799 3,256,413: 301,803 444,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2021 :
: -62,925: 54,992 -6,134 -51,859 -72,463 13,742 -69,331 -44,252: 6,406 -18,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 13.2 5.1 73.3 69.7 91.8 88.0: 8.2 12.0
Old : 100.0: 13.4 13.2 5.1 73.3 69.7 91.8 88.0: 8.2 12.0
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 : 345: 56 59 55 163 188 249 272:
Old : 345: 56 59 55 163 188 249 272:
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 : 31.3 17.9 41.6 28.1 23.4 16.9 32.0 24.7
Old : 31.3 17.9 41.6 28.1 23.4 16.9 32.0 24.7
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 27, 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 : 1,085,516: 58,687 185,242 182,143 822,091 683,275 1,062,921 1,050,660: 22,595 34,856
Old : 1,085,516: 58,687 185,242 182,143 822,091 683,275 1,062,921 1,050,660: 22,595 34,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2021 :
: -20,037: 9,336 -50,043 -23,485 -7,897 50,238 -22,046 -23,290: 2,009 3,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 17.1 16.8 75.7 62.9 97.9 96.8: 2.1 3.2
Old : 100.0: 5.4 17.1 16.8 75.7 62.9 97.9 96.8: 2.1 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 : 98: 12 20 24 56 62 83 93:
Old : 98: 12 20 24 56 62 83 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 : 30.0 31.5 47.0 44.2 19.8 17.6 27.7 25.5
Old : 30.0 31.5 47.0 44.2 19.8 17.6 27.7 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 27, 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 : 51,390: 20,261 20,470 897 21,334 23,730 42,492 45,097: 8,898 6,293
Old : 51,390: 20,261 20,470 897 21,334 23,730 42,492 45,097: 8,898 6,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2021 :
: -72: 1,363 -416 -800 -1,355 843 -792 -373: 719 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 39.8 1.7 41.5 46.2 82.7 87.8: 17.3 12.2
Old : 100.0: 39.4 39.8 1.7 41.5 46.2 82.7 87.8: 17.3 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 : 103: 38 16 5 30 27 68 48:
Old : 103: 38 16 5 30 27 68 48:
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 : 35.3 43.9 47.5 63.9 34.6 43.9 45.9 63.9
Old : 35.3 43.9 47.5 63.9 34.6 43.9 45.9 63.9
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 27, 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 : 102,780: 40,523 40,939 1,794 42,668 47,460 84,984 90,194: 17,796 12,587
Old : 102,780: 40,523 40,939 1,794 42,668 47,460 84,984 90,194: 17,796 12,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2021 :
: -145: 2,726 -832 -1,600 -2,709 1,685 -1,583 -747: 1,438 602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 39.8 1.7 41.5 46.2 82.7 87.8: 17.3 12.2
Old : 100.0: 39.4 39.8 1.7 41.5 46.2 82.7 87.8: 17.3 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 : 103: 38 16 5 30 27 68 48:
Old : 103: 38 16 5 30 27 68 48:
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 : 35.3 43.9 47.5 63.9 34.6 43.9 45.9 63.9
Old : 35.3 43.9 47.5 63.9 34.6 43.9 45.9 63.9
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 27, 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 : 45,393: 8,086 440 0 34,423 44,735 42,509 45,175: 2,884 218
Old : 45,393: 8,086 440 0 34,423 44,735 42,509 45,175: 2,884 218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2021 :
: -682: 751 -214 0 -1,593 -383 -842 -597: 160 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 1.0 0.0 75.8 98.6 93.6 99.5: 6.4 0.5
Old : 100.0: 17.8 1.0 0.0 75.8 98.6 93.6 99.5: 6.4 0.5
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 : 35: 8 1 0 17 12 25 13:
Old : 35: 8 1 0 17 12 25 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 : 58.5 76.6 72.0 94.7 55.5 76.6 69.1 94.5
Old : 58.5 76.6 72.0 94.7 55.5 76.6 69.1 94.5
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 27, 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 : 36,913: 23,399 33,226 180 12,916 3,400 36,495 36,806: 418 107
Old : 36,913: 23,399 33,226 180 12,916 3,400 36,495 36,806: 418 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2021 :
: 316: -1,396 301 0 1,778 0 382 301: -66 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 90.0 0.5 35.0 9.2 98.9 99.7: 1.1 0.3
Old : 100.0: 63.4 90.0 0.5 35.0 9.2 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 : 56: 38 12 1 5 1 44 13:
Old : 56: 38 12 1 5 1 44 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 : 46.9 88.5 72.0 97.3 46.9 88.5 72.0 96.8
Old : 46.9 88.5 72.0 97.3 46.9 88.5 72.0 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 27, 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 : 124,568: 27,744 31,695 45,670 51,147 47,112 124,561 124,477: 7 91
Old : 124,568: 27,744 31,695 45,670 51,147 47,112 124,561 124,477: 7 91
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2021 :
: 6,062: 365 4,913 0 5,700 1,159 6,065 6,072: -3 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 25.4 36.7 41.1 37.8 100.0 99.9: 0.0 0.1
Old : 100.0: 22.3 25.4 36.7 41.1 37.8 100.0 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 : 89.4 93.5 99.9 97.0 57.4 56.8 63.3 60.3
Old : 89.4 93.5 99.9 97.0 57.4 56.8 63.3 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 30, 2021