WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 476,360: 110,742 72,259 158,691 173,598 199,920 443,031 430,870: 33,329 45,490
Old : 431,067: 102,043 73,624 142,879 158,125 178,138 403,048 394,642: 28,020 36,426
Other: 45,292: 14,824 4,759 9,687 15,473 21,782 39,984 36,229: 5,309 9,064
: : :
: : Changes in Commitments from: August 3, 2021 :
: 11,921: 2,138 1,011 -2,389 10,438 12,177 10,186 10,799: 1,735 1,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 15.2 33.3 36.4 42.0 93.0 90.5: 7.0 9.5
Old : 100.0: 23.7 17.1 33.1 36.7 41.3 93.5 91.5: 6.5 8.5
Other: 100.0: 32.7 10.5 21.4 34.2 48.1 88.3 80.0: 11.7 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 120 92 133 90 117 281 286:
Old : 359: 116 99 124 87 117 270 281:
Other: 142: 33 24 26 38 66 84 106:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 13.7 23.5 21.1 12.2 9.8 18.8 15.4
Old : 15.1 14.4 24.6 22.2 13.0 10.9 20.2 16.3
Other: 29.6 19.7 43.4 34.2 26.1 17.1 36.6 25.5
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 22,727: 9,672 873 1,657 10,676 19,414 22,005 21,944: 722 783
Old : 22,727: 9,672 873 1,657 10,676 19,414 22,005 21,944: 722 783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2021 :
: -937: 89 216 916 -1,642 -2,012 -637 -880: -300 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 3.8 7.3 47.0 85.4 96.8 96.6: 3.2 3.4
Old : 100.0: 42.6 3.8 7.3 47.0 85.4 96.8 96.6: 3.2 3.4
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 : 28: 7 3 3 6 17 15 21:
Old : 28: 7 3 3 6 17 15 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 : 74.3 48.7 89.9 68.1 65.8 40.0 73.9 55.9
Old : 74.3 48.7 89.9 68.1 65.8 40.0 73.9 55.9
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, August 10, 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 : 253,628: 78,262 37,397 60,267 92,863 133,387 231,392 231,051: 22,236 22,577
Old : 241,234: 76,509 38,366 55,089 89,394 129,100 220,992 222,555: 20,242 18,680
Other: 12,394: 4,241 1,520 2,690 3,469 4,287 10,400 8,497: 1,994 3,897
: : :
: : Changes in Commitments from: August 3, 2021 :
: 6,216: 8,415 4,138 -3,013 -1,111 4,159 4,292 5,284: 1,924 932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 14.7 23.8 36.6 52.6 91.2 91.1: 8.8 8.9
Old : 100.0: 31.7 15.9 22.8 37.1 53.5 91.6 92.3: 8.4 7.7
Other: 100.0: 34.2 12.3 21.7 28.0 34.6 83.9 68.6: 16.1 31.4
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 75 46 73 82 95 192 186:
Old : 246: 78 45 71 81 94 190 183:
Other: 103: 19 16 12 21 51 45 74:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 22.3 22.7 32.6 12.5 18.1 20.3 27.4
Old : 13.8 22.6 23.5 33.1 12.9 18.8 20.9 28.3
Other: 31.7 25.8 46.5 38.4 24.6 14.9 36.7 23.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 1,973,657: 388,535 60,921 571,956 843,649 1,098,087 1,804,139 1,730,963: 169,519 242,694
Old : 361,562: 73,538 58,004 98,617 158,098 174,572 330,253 331,192: 31,309 30,369
Other: 1,612,095: 371,039 58,959 417,297 685,550 923,515 1,473,886 1,399,771: 138,210 212,325
: : :
: : Changes in Commitments from: August 3, 2021 :
: -18,461: 4,756 855 -11,649 -9,802 -12,252 -16,695 -23,046: -1,766 4,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 3.1 29.0 42.7 55.6 91.4 87.7: 8.6 12.3
Old : 100.0: 20.3 16.0 27.3 43.7 48.3 91.3 91.6: 8.7 8.4
Other: 100.0: 23.0 3.7 25.9 42.5 57.3 91.4 86.8: 8.6 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 840: 191 112 198 418 461 708 688:
Old : 619: 110 91 81 259 305 410 436:
Other: 820: 193 106 168 372 443 634 655:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 12.1 21.6 19.6 11.4 9.1 17.0 14.6
Old : 15.8 19.0 25.2 28.4 12.7 16.7 19.3 22.9
Other: 13.3 11.7 22.1 19.7 12.0 9.3 17.4 15.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 4,699: 904 188 277 1,097 3,061 2,278 3,526: 2,420 1,173
Old : 4,683: 904 188 277 1,091 3,056 2,272 3,521: 2,410 1,162
Other: 16: 0 0 0 6 5 6 5: 10 11
: : :
: : Changes in Commitments from: August 3, 2021 :
: 12: 28 -30 16 -135 38 -91 25: 102 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 4.0 5.9 23.4 65.1 48.5 75.0: 51.5 25.0
Old : 100.0: 19.3 4.0 5.9 23.3 65.3 48.5 75.2: 51.5 24.8
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 : 22: 7 3 3 10 8 19 12:
Old : 22: 7 3 3 10 7 19 11:
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 : 21.2 61.0 35.8 72.2 21.1 60.5 35.0 67.0
Old : 21.3 61.2 35.9 72.4 21.3 60.9 35.2 67.3
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, August 10, 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 : 873,847: 153,815 58,893 254,712 407,899 487,196 816,425 800,800: 57,422 73,047
Old : 850,494: 149,111 59,027 250,188 397,116 472,754 796,414 781,969: 54,080 68,526
Other: 23,353: 6,173 1,335 3,055 10,783 14,442 20,010 18,832: 3,343 4,521
: : :
: : Changes in Commitments from: August 3, 2021 :
: 6,550: 5,912 -4,783 -3,080 4,153 13,268 6,986 5,405: -436 1,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 6.7 29.1 46.7 55.8 93.4 91.6: 6.6 8.4
Old : 100.0: 17.5 6.9 29.4 46.7 55.6 93.6 91.9: 6.4 8.1
Other: 100.0: 26.4 5.7 13.1 46.2 61.8 85.7 80.6: 14.3 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 598: 182 103 164 228 271 481 476:
Old : 598: 179 107 163 227 270 479 475:
Other: 225: 26 27 18 36 153 70 192:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 12.1 24.3 20.9 11.5 9.3 16.9 14.8
Old : 15.2 12.1 24.5 21.1 11.7 9.3 17.1 14.8
Other: 36.4 22.8 52.7 33.2 36.0 19.7 49.6 29.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 25,298: 17,789 1,197 360 4 9,809 18,153 11,366: 7,145 13,932
Old : 23,413: 16,218 1,180 360 4 8,776 16,582 10,316: 6,831 13,097
Other: 1,885: 1,571 17 0 0 1,033 1,571 1,050: 314 835
: : :
: : Changes in Commitments from: August 3, 2021 :
: 532: 1,216 -180 45 0 -324 1,261 -459: -729 991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 4.7 1.4 0.0 38.8 71.8 44.9: 28.2 55.1
Old : 100.0: 69.3 5.0 1.5 0.0 37.5 70.8 44.1: 29.2 55.9
Other: 100.0: 83.3 0.9 0.0 0.0 54.8 83.3 55.7: 16.7 44.3
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 4 4 2 20 9 28:
Old : 31: 7 4 4 2 20 9 28:
Other: 29: 5 4 0 0 20 5 24:
:----------------------------------------------------------------------------------------------------
: 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 : 67.8 20.6 71.8 29.1 66.4 20.6 70.3 29.1
Old : 68.0 18.6 70.8 27.6 66.5 18.6 69.3 27.6
Other: 83.3 47.6 83.3 51.0 83.3 47.6 83.3 51.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 501,924: 96,949 39,068 134,890 236,725 300,940 468,563 474,897: 33,361 27,027
Old : 75,374: 28,661 9,365 11,988 28,654 50,314 69,302 71,667: 6,071 3,707
Other: 426,551: 94,001 55,416 97,189 208,071 250,626 399,261 403,230: 27,290 23,320
: : :
: : Changes in Commitments from: August 3, 2021 :
: -2,402: -365 1,043 91 -2,913 -2,062 -3,187 -928: 785 -1,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 7.8 26.9 47.2 60.0 93.4 94.6: 6.6 5.4
Old : 100.0: 38.0 12.4 15.9 38.0 66.8 91.9 95.1: 8.1 4.9
Other: 100.0: 22.0 13.0 22.8 48.8 58.8 93.6 94.5: 6.4 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 107 51 95 109 109 264 218:
Old : 174: 54 21 29 65 64 127 106:
Other: 294: 92 62 83 97 105 241 206:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 25.3 21.8 35.9 8.9 21.5 14.0 28.1
Old : 35.2 32.2 45.2 44.9 33.2 29.3 41.2 40.8
Other: 12.7 26.1 20.9 37.5 10.3 23.2 16.0 31.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 1,377,445: 136,402 233,481 89,918 953,156 863,508 1,179,476 1,186,907: 197,969 190,538
Old : 1,377,445: 136,402 233,481 89,918 953,156 863,508 1,179,476 1,186,907: 197,969 190,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2021 :
: 7,740: 13,104 11,142 -2,522 -2,649 -3,547 7,933 5,073: -193 2,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 17.0 6.5 69.2 62.7 85.6 86.2: 14.4 13.8
Old : 100.0: 9.9 17.0 6.5 69.2 62.7 85.6 86.2: 14.4 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 : 196: 31 33 39 109 111 158 165:
Old : 196: 31 33 39 109 111 158 165:
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 : 22.6 22.1 32.9 34.7 16.7 18.5 25.8 26.1
Old : 22.6 22.1 32.9 34.7 16.7 18.5 25.8 26.1
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, August 10, 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 : 1,274,020: 113,167 361,094 31,032 978,860 735,624 1,123,059 1,127,750: 150,961 146,270
Old : 1,274,020: 113,167 361,094 31,032 978,860 735,624 1,123,059 1,127,750: 150,961 146,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2021 :
: 8,161: 2,438 15,310 2,179 365 -11,160 4,983 6,330: 3,179 1,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 28.3 2.4 76.8 57.7 88.2 88.5: 11.8 11.5
Old : 100.0: 8.9 28.3 2.4 76.8 57.7 88.2 88.5: 11.8 11.5
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 : 161: 16 25 15 92 90 117 121:
Old : 161: 16 25 15 92 90 117 121:
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 29.6 32.6 42.7 16.6 27.7 28.6 38.4
Old : 19.8 29.6 32.6 42.7 16.6 27.7 28.6 38.4
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, August 10, 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 : 402,359: 76,996 34,324 70,596 204,991 271,788 352,583 376,708: 49,777 25,651
Old : 64,444: 7,142 3,628 10,900 36,758 43,933 54,800 58,461: 9,645 5,984
Other: 337,915: 74,909 35,751 54,641 168,233 227,856 297,783 318,247: 40,132 19,667
: : :
: : Changes in Commitments from: August 3, 2021 :
: 3,296: 3,493 -2,859 1,753 -2,728 5,460 2,518 4,354: 777 -1,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 8.5 17.5 50.9 67.5 87.6 93.6: 12.4 6.4
Old : 100.0: 11.1 5.6 16.9 57.0 68.2 85.0 90.7: 15.0 9.3
Other: 100.0: 22.2 10.6 16.2 49.8 67.4 88.1 94.2: 11.9 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 71 60 75 118 98 233 193:
Old : 168: 31 25 21 79 68 123 101:
Other: 263: 67 63 68 110 89 217 182:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.6 29.6 19.3 40.1 10.4 25.7 16.5 35.6
Old : 23.3 28.4 33.6 39.8 18.6 27.1 27.0 35.2
Other: 12.3 31.4 20.4 42.2 12.2 28.6 18.7 39.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,156: 1,067 1,497 490 4,835 5,166 6,393 7,153: 1,763 1,003
Old : 8,155: 1,067 1,497 490 4,835 5,165 6,393 7,152: 1,762 1,003
Other: 1: 0 0 0 0 1 0 1: 1 0
: : :
: : Changes in Commitments from: August 3, 2021 :
: -128: -178 128 -121 116 -194 -183 -188: 55 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 18.4 6.0 59.3 63.3 78.4 87.7: 21.6 12.3
Old : 100.0: 13.1 18.4 6.0 59.3 63.3 78.4 87.7: 21.6 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 100.0 0.0 100.0: 100.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 11 9 5 11 14 23 28:
Old : 41: 11 9 5 11 14 23 28:
Other: 1: 0 0 0 0 1 0 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 : 46.5 52.2 59.7 63.5 44.2 50.0 55.5 60.6
Old : 46.5 52.2 59.7 63.5 44.2 50.0 55.5 60.5
Other: 0.0 100.0 0.0 100.0 0.0 100.0 0.0 100.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 1,964,796: 425,012 390,371 37,530 1,353,229 1,399,124 1,815,771 1,827,024: 149,024 137,771
Old : 1,964,796: 425,012 390,371 37,530 1,353,229 1,399,124 1,815,771 1,827,024: 149,024 137,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2021 :
: -23,189: 2,608 -17,437 -10,204 -16,894 -3,720 -24,491 -31,362: 1,302 8,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 19.9 1.9 68.9 71.2 92.4 93.0: 7.6 7.0
Old : 100.0: 21.6 19.9 1.9 68.9 71.2 92.4 93.0: 7.6 7.0
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 : 304: 48 41 26 156 153 213 211:
Old : 304: 48 41 26 156 153 213 211:
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 29.8 27.5 40.5 15.6 24.6 22.7 34.1
Old : 18.8 29.8 27.5 40.5 15.6 24.6 22.7 34.1
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, August 10, 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 : 4,961,802: 899,184 712,679 522,414 3,140,016 3,101,885 4,561,614 4,336,978: 400,189 624,824
Old : 4,961,802: 899,184 712,679 522,414 3,140,016 3,101,885 4,561,614 4,336,978: 400,189 624,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2021 :
: 186,548: 27,728 -7,296 101,992 44,712 61,015 174,433 155,711: 12,115 30,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 14.4 10.5 63.3 62.5 91.9 87.4: 8.1 12.6
Old : 100.0: 18.1 14.4 10.5 63.3 62.5 91.9 87.4: 8.1 12.6
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 : 473: 70 101 94 236 253 363 391:
Old : 473: 70 101 94 236 253 363 391:
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 : 17.1 18.0 25.3 23.7 10.7 10.8 17.3 15.2
Old : 17.1 18.0 25.3 23.7 10.7 10.8 17.3 15.2
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, August 10, 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 : 1,451,508: 215,386 110,941 14,206 1,098,685 1,052,505 1,328,277 1,177,652: 123,231 273,856
Old : 1,451,508: 215,386 110,941 14,206 1,098,685 1,052,505 1,328,277 1,177,652: 123,231 273,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2021 :
: -7,290: 6,848 -6,511 2,339 -10,635 -272 -1,448 -4,444: -5,842 -2,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 7.6 1.0 75.7 72.5 91.5 81.1: 8.5 18.9
Old : 100.0: 14.8 7.6 1.0 75.7 72.5 91.5 81.1: 8.5 18.9
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 : 163: 17 22 14 84 98 110 125:
Old : 163: 17 22 14 84 98 110 125:
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 : 25.5 24.8 39.0 33.6 25.4 22.6 38.6 29.7
Old : 25.5 24.8 39.0 33.6 25.4 22.6 38.6 29.7
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, August 10, 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 : 3,723,354: 421,622 444,605 250,843 2,740,891 2,578,530 3,413,356 3,273,978: 309,998 449,376
Old : 3,723,354: 421,622 444,605 250,843 2,740,891 2,578,530 3,413,356 3,273,978: 309,998 449,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2021 :
: 31,594: -8,893 -44,368 34,291 832 21,678 26,230 11,601: 5,364 19,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 11.9 6.7 73.6 69.3 91.7 87.9: 8.3 12.1
Old : 100.0: 11.3 11.9 6.7 73.6 69.3 91.7 87.9: 8.3 12.1
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 : 336: 50 62 58 169 179 253 265:
Old : 336: 50 62 58 169 179 253 265:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 17.4 40.9 27.7 24.0 15.8 31.2 22.7
Old : 32.2 17.4 40.9 27.7 24.0 15.8 31.2 22.7
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, August 10, 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 : 989,528: 57,143 138,858 169,722 737,015 644,875 963,880 953,455: 25,648 36,073
Old : 989,528: 57,143 138,858 169,722 737,015 644,875 963,880 953,455: 25,648 36,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2021 :
: 17,037: 6,834 -7,559 3,736 17,605 19,645 28,175 15,822: -11,138 1,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 14.0 17.2 74.5 65.2 97.4 96.4: 2.6 3.6
Old : 100.0: 5.8 14.0 17.2 74.5 65.2 97.4 96.4: 2.6 3.6
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 : 93: 12 19 23 52 59 77 89:
Old : 93: 12 19 23 52 59 77 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 29.9 48.9 44.4 20.0 15.2 28.0 21.3
Old : 30.2 29.9 48.9 44.4 20.0 15.2 28.0 21.3
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, August 10, 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 : 57,499: 23,435 22,003 1,453 23,756 27,400 48,645 50,855: 8,855 6,644
Old : 57,499: 23,435 22,003 1,453 23,756 27,400 48,645 50,855: 8,855 6,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2021 :
: 1,974: -753 1,090 312 2,630 148 2,190 1,550: -216 424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 38.3 2.5 41.3 47.7 84.6 88.4: 15.4 11.6
Old : 100.0: 40.8 38.3 2.5 41.3 47.7 84.6 88.4: 15.4 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 : 116: 38 20 10 35 33 76 60:
Old : 116: 38 20 10 35 33 76 60:
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 : 37.7 41.5 49.4 60.6 36.4 41.5 47.9 60.6
Old : 37.7 41.5 49.4 60.6 36.4 41.5 47.9 60.6
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, August 10, 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 : 114,999: 46,869 44,005 2,907 47,513 54,799 97,289 101,711: 17,710 13,288
Old : 114,999: 46,869 44,005 2,907 47,513 54,799 97,289 101,711: 17,710 13,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2021 :
: 3,948: -1,506 2,179 624 5,261 296 4,379 3,100: -431 848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 38.3 2.5 41.3 47.7 84.6 88.4: 15.4 11.6
Old : 100.0: 40.8 38.3 2.5 41.3 47.7 84.6 88.4: 15.4 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 : 116: 38 20 10 35 33 76 60:
Old : 116: 38 20 10 35 33 76 60:
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 : 37.7 41.5 49.4 60.6 36.4 41.5 47.9 60.6
Old : 37.7 41.5 49.4 60.6 36.4 41.5 47.9 60.6
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, August 10, 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 : 41,091: 8,245 848 0 30,131 39,494 38,376 40,342: 2,715 749
Old : 41,091: 8,245 848 0 30,131 39,494 38,376 40,342: 2,715 749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2021 :
: -4,037: -45 -2 0 -4,022 -3,950 -4,067 -3,952: 30 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 2.1 0.0 73.3 96.1 93.4 98.2: 6.6 1.8
Old : 100.0: 20.1 2.1 0.0 73.3 96.1 93.4 98.2: 6.6 1.8
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 : 35: 8 2 0 18 12 26 14:
Old : 35: 8 2 0 18 12 26 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 : 51.0 77.1 65.9 92.1 47.1 77.1 61.7 91.2
Old : 51.0 77.1 65.9 92.1 47.1 77.1 61.7 91.2
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, August 10, 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 : 39,749: 20,483 36,033 225 18,548 3,400 39,256 39,658: 493 91
Old : 39,749: 20,483 36,033 225 18,548 3,400 39,256 39,658: 493 91
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2021 :
: 2,056: -1,900 2,074 0 3,937 0 2,037 2,074: 19 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 90.7 0.6 46.7 8.6 98.8 99.8: 1.2 0.2
Old : 100.0: 51.5 90.7 0.6 46.7 8.6 98.8 99.8: 1.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 34 12 1 5 1 40 13:
Old : 52: 34 12 1 5 1 40 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 81.3 75.4 96.8 53.0 81.3 75.4 96.2
Old : 53.0 81.3 75.4 96.8 53.0 81.3 75.4 96.2
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, August 10, 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 : 123,810: 26,661 29,556 45,700 51,443 48,483 123,804 123,739: 6 71
Old : 123,810: 26,661 29,556 45,700 51,443 48,483 123,804 123,739: 6 71
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2021 :
: -3,905: -323 -3,160 30 -3,600 -774 -3,893 -3,904: -12 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 23.9 36.9 41.5 39.2 100.0 99.9: 0.0 0.1
Old : 100.0: 21.5 23.9 36.9 41.5 39.2 100.0 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 8 1 4 13 11 21:
Old : 30: 6 8 1 4 13 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 96.8 57.2 56.6 63.0 59.9
Old : 89.4 93.5 99.9 96.8 57.2 56.6 63.0 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 13, 2021