WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 494,409: 121,496 81,023 169,867 170,056 199,939 461,420 450,829: 32,989 43,580
Old : 440,531: 110,533 82,060 149,559 153,008 174,873 413,100 406,492: 27,431 34,039
Other: 53,878: 18,216 6,216 13,055 17,048 25,066 48,320 44,337: 5,558 9,541
: : :
: : Changes in Commitments from: August 10, 2021 :
: 18,049: 10,754 8,764 11,176 -3,542 18 18,389 19,958: -340 -1,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 16.4 34.4 34.4 40.4 93.3 91.2: 6.7 8.8
Old : 100.0: 25.1 18.6 33.9 34.7 39.7 93.8 92.3: 6.2 7.7
Other: 100.0: 33.8 11.5 24.2 31.6 46.5 89.7 82.3: 10.3 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 131 97 144 100 120 307 298:
Old : 374: 125 106 134 95 118 292 289:
Other: 160: 37 28 32 40 71 94 120:
:----------------------------------------------------------------------------------------------------
: 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 13.4 23.3 21.0 12.1 10.0 18.8 15.4
Old : 14.5 14.3 24.6 21.8 12.8 11.4 20.5 16.2
Other: 29.6 22.4 42.3 35.9 24.6 17.1 33.2 24.8
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 22,023: 7,560 1,009 1,911 11,850 18,554 21,321 21,474: 702 549
Old : 22,023: 7,560 1,009 1,911 11,850 18,554 21,321 21,474: 702 549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2021 :
: -704: -2,112 136 254 1,174 -860 -684 -470: -20 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 4.6 8.7 53.8 84.2 96.8 97.5: 3.2 2.5
Old : 100.0: 34.3 4.6 8.7 53.8 84.2 96.8 97.5: 3.2 2.5
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 : 27: 6 3 3 6 17 14 21:
Old : 27: 6 3 3 6 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 : 77.5 50.2 90.8 70.2 65.5 40.6 72.9 56.1
Old : 77.5 50.2 90.8 70.2 65.5 40.6 72.9 56.1
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, August 17, 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 : 256,929: 83,535 41,155 54,952 94,880 139,292 233,366 235,399: 23,563 21,530
Old : 242,900: 81,781 43,752 48,485 91,116 133,611 221,381 225,847: 21,519 17,053
Other: 14,029: 5,912 1,560 2,310 3,764 5,681 11,985 9,552: 2,044 4,477
: : :
: : Changes in Commitments from: August 10, 2021 :
: 3,301: 5,272 3,758 -5,315 2,017 5,905 1,974 4,348: 1,327 -1,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 16.0 21.4 36.9 54.2 90.8 91.6: 9.2 8.4
Old : 100.0: 33.7 18.0 20.0 37.5 55.0 91.1 93.0: 8.9 7.0
Other: 100.0: 42.1 11.1 16.5 26.8 40.5 85.4 68.1: 14.6 31.9
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 77 40 62 81 96 187 177:
Old : 243: 78 40 58 79 93 183 171:
Other: 106: 15 17 11 20 60 41 82:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 22.1 23.0 32.9 12.6 18.1 20.6 27.6
Old : 13.8 22.8 23.7 33.7 13.2 19.2 21.5 29.6
Other: 36.2 18.7 50.8 32.3 30.1 15.5 42.8 24.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 1,989,268: 406,629 54,021 583,733 834,872 1,110,516 1,825,235 1,748,270: 164,033 240,998
Old : 265,744: 48,409 18,935 96,160 95,759 130,630 240,328 245,725: 25,416 20,019
Other: 1,723,524: 391,240 68,106 454,554 739,113 979,886 1,584,907 1,502,545: 138,617 220,979
: : :
: : Changes in Commitments from: August 10, 2021 :
: 15,611: 18,095 -6,900 11,778 -8,777 12,429 21,096 17,307: -5,485 -1,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 2.7 29.3 42.0 55.8 91.8 87.9: 8.2 12.1
Old : 100.0: 18.2 7.1 36.2 36.0 49.2 90.4 92.5: 9.6 7.5
Other: 100.0: 22.7 4.0 26.4 42.9 56.9 92.0 87.2: 8.0 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 863: 206 113 202 425 468 725 705:
Old : 572: 96 74 69 253 289 382 399:
Other: 853: 198 126 180 382 456 664 684:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 12.5 21.7 20.1 11.0 9.4 16.5 14.9
Old : 15.8 21.6 24.9 33.5 9.0 18.1 14.1 24.2
Other: 13.5 12.1 22.2 19.9 11.8 9.7 17.7 15.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 4,902: 1,128 221 292 1,140 3,066 2,560 3,579: 2,342 1,323
Old : 4,885: 1,128 221 292 1,134 3,061 2,554 3,574: 2,331 1,311
Other: 17: 0 0 0 6 5 6 5: 11 12
: : :
: : Changes in Commitments from: August 10, 2021 :
: 203: 224 32 15 42 5 281 53: -78 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 4.5 6.0 23.3 62.5 52.2 73.0: 47.8 27.0
Old : 100.0: 23.1 4.5 6.0 23.2 62.7 52.3 73.2: 47.7 26.8
Other: 100.0: 0.0 0.0 0.0 35.3 29.4 35.3 29.4: 64.7 70.6
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 12 3 3 10 7 23 12:
Old : 27: 12 3 3 10 6 23 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 : 20.5 58.6 34.3 68.5 20.4 57.7 33.2 64.3
Old : 20.6 58.8 34.4 68.8 20.6 58.0 33.4 64.6
Other: 35.3 29.4 35.3 29.4 35.3 29.4 35.3 29.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 878,154: 158,466 62,794 248,826 413,880 494,362 821,172 805,982: 56,981 72,171
Old : 851,460: 153,215 63,724 242,497 402,008 478,083 797,719 784,304: 53,740 67,156
Other: 26,694: 8,007 1,825 3,574 11,872 16,279 23,453 21,678: 3,241 5,016
: : :
: : Changes in Commitments from: August 10, 2021 :
: 4,306: 4,652 3,901 -5,886 5,981 7,166 4,747 5,182: -441 -876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 7.2 28.3 47.1 56.3 93.5 91.8: 6.5 8.2
Old : 100.0: 18.0 7.5 28.5 47.2 56.1 93.7 92.1: 6.3 7.9
Other: 100.0: 30.0 6.8 13.4 44.5 61.0 87.9 81.2: 12.1 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 612: 185 114 177 231 267 496 490:
Old : 612: 182 120 171 229 267 489 489:
Other: 234: 33 28 20 41 154 81 197:
:----------------------------------------------------------------------------------------------------
: 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 12.2 24.1 21.1 11.6 9.4 16.9 15.2
Old : 15.2 12.3 24.2 21.3 11.8 9.4 17.4 15.3
Other: 34.6 21.1 51.6 33.9 32.9 19.0 47.5 30.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 25,121: 17,669 1,235 306 4 10,182 17,979 11,723: 7,142 13,398
Old : 23,137: 16,033 1,218 306 4 9,086 16,343 10,610: 6,794 12,527
Other: 1,984: 1,636 17 0 0 1,096 1,636 1,113: 348 871
: : :
: : Changes in Commitments from: August 10, 2021 :
: -177: -120 38 -54 0 373 -174 357: -3 -534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 4.9 1.2 0.0 40.5 71.6 46.7: 28.4 53.3
Old : 100.0: 69.3 5.3 1.3 0.0 39.3 70.6 45.9: 29.4 54.1
Other: 100.0: 82.5 0.9 0.0 0.0 55.2 82.5 56.1: 17.5 43.9
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 4 3 2 21 9 28:
Old : 32: 7 4 3 2 21 9 28:
Other: 30: 5 4 0 0 21 5 25:
:----------------------------------------------------------------------------------------------------
: 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 : 67.6 21.0 71.6 29.8 66.4 21.0 70.3 29.8
Old : 67.8 18.9 70.6 28.2 66.5 18.9 69.3 28.1
Other: 82.4 47.8 82.5 51.0 82.4 47.8 82.5 51.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 502,103: 98,211 36,732 135,718 233,221 301,562 467,151 474,012: 34,952 28,091
Old : 68,034: 28,982 5,596 11,883 21,970 47,686 62,835 65,164: 5,199 2,869
Other: 434,070: 94,850 56,756 98,215 211,251 253,876 404,316 408,847: 29,754 25,222
: : :
: : Changes in Commitments from: August 10, 2021 :
: 179: 1,263 -2,336 829 -3,504 622 -1,412 -885: 1,591 1,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 7.3 27.0 46.4 60.1 93.0 94.4: 7.0 5.6
Old : 100.0: 42.6 8.2 17.5 32.3 70.1 92.4 95.8: 7.6 4.2
Other: 100.0: 21.9 13.1 22.6 48.7 58.5 93.1 94.2: 6.9 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 94 54 87 105 112 248 216:
Old : 148: 39 19 25 52 64 100 99:
Other: 291: 90 62 76 99 109 234 208:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 24.9 20.8 35.1 9.1 21.6 14.4 28.4
Old : 35.7 36.2 47.0 50.7 33.5 34.5 43.5 47.3
Other: 13.0 24.7 20.5 35.5 10.7 22.3 16.6 30.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 1,388,228: 139,989 216,943 96,236 956,426 882,861 1,192,651 1,196,040: 195,577 192,188
Old : 1,388,228: 139,989 216,943 96,236 956,426 882,861 1,192,651 1,196,040: 195,577 192,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2021 :
: 10,782: 3,587 -16,538 6,317 3,270 19,353 13,175 9,132: -2,392 1,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 15.6 6.9 68.9 63.6 85.9 86.2: 14.1 13.8
Old : 100.0: 10.1 15.6 6.9 68.9 63.6 85.9 86.2: 14.1 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: 29 37 43 106 107 160 162:
Old : 196: 29 37 43 106 107 160 162:
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 : 22.3 22.3 32.1 34.5 16.1 17.9 24.9 25.2
Old : 22.3 22.3 32.1 34.5 16.1 17.9 24.9 25.2
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 17, 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 : 1,319,804: 119,649 367,007 51,927 997,300 749,451 1,168,876 1,168,385: 150,927 151,419
Old : 1,319,804: 119,649 367,007 51,927 997,300 749,451 1,168,876 1,168,385: 150,927 151,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2021 :
: 45,784: 6,482 5,913 20,894 18,441 13,827 45,817 40,635: -33 5,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 27.8 3.9 75.6 56.8 88.6 88.5: 11.4 11.5
Old : 100.0: 9.1 27.8 3.9 75.6 56.8 88.6 88.5: 11.4 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 : 164: 16 27 19 92 89 121 122:
Old : 164: 16 27 19 92 89 121 122:
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 28.3 32.2 41.5 16.7 26.4 28.5 37.4
Old : 19.5 28.3 32.2 41.5 16.7 26.4 28.5 37.4
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 17, 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 : 407,639: 74,539 28,674 75,531 204,632 277,465 354,702 381,670: 52,937 25,969
Old : 57,228: 7,505 1,613 10,480 29,747 39,460 47,732 51,552: 9,496 5,676
Other: 350,411: 72,340 32,368 59,745 174,885 238,005 306,970 330,117: 43,441 20,293
: : :
: : Changes in Commitments from: August 10, 2021 :
: 5,279: -2,457 -5,650 4,935 -359 5,676 2,119 4,962: 3,160 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 7.0 18.5 50.2 68.1 87.0 93.6: 13.0 6.4
Old : 100.0: 13.1 2.8 18.3 52.0 69.0 83.4 90.1: 16.6 9.9
Other: 100.0: 20.6 9.2 17.0 49.9 67.9 87.6 94.2: 12.4 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 70 53 79 116 106 230 201:
Old : 156: 30 19 22 68 73 112 100:
Other: 261: 67 60 69 110 96 215 188:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 29.8 19.4 41.1 10.3 24.8 16.3 35.2
Old : 25.2 30.1 36.8 43.2 22.6 28.8 29.5 39.5
Other: 12.2 31.4 20.3 42.9 11.9 28.2 18.6 38.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 8,242: 1,127 1,414 473 4,878 5,342 6,478 7,229: 1,764 1,013
Old : 8,241: 1,127 1,414 473 4,878 5,341 6,478 7,228: 1,763 1,013
Other: 1: 0 0 0 0 1 0 1: 1 0
: : :
: : Changes in Commitments from: August 10, 2021 :
: 86: 59 -83 -17 43 176 85 76: 1 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 17.2 5.7 59.2 64.8 78.6 87.7: 21.4 12.3
Old : 100.0: 13.7 17.2 5.7 59.2 64.8 78.6 87.7: 21.4 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: 10 9 5 13 14 25 27:
Old : 41: 10 9 5 13 14 25 27:
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 : 46.1 53.3 58.7 64.8 44.1 51.2 55.1 61.7
Old : 46.1 53.3 58.7 64.7 44.1 51.2 55.1 61.7
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 17, 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 : 1,975,203: 419,420 388,402 40,735 1,361,352 1,405,850 1,821,506 1,834,986: 153,696 140,216
Old : 1,975,203: 419,420 388,402 40,735 1,361,352 1,405,850 1,821,506 1,834,986: 153,696 140,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2021 :
: 10,407: -5,592 -1,969 3,205 8,123 6,726 5,735 7,962: 4,672 2,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 19.7 2.1 68.9 71.2 92.2 92.9: 7.8 7.1
Old : 100.0: 21.2 19.7 2.1 68.9 71.2 92.2 92.9: 7.8 7.1
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 : 300: 52 38 28 151 152 209 212:
Old : 300: 52 38 28 151 152 209 212:
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 : 18.7 30.6 27.3 41.0 15.4 25.0 22.6 34.3
Old : 18.7 30.6 27.3 41.0 15.4 25.0 22.6 34.3
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, August 17, 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 : 4,903,329: 934,808 726,389 481,727 3,103,928 3,088,618 4,520,464 4,296,734: 382,865 606,595
Old : 4,903,329: 934,808 726,389 481,727 3,103,928 3,088,618 4,520,464 4,296,734: 382,865 606,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2021 :
: -58,473: 35,625 13,710 -40,686 -36,088 -13,267 -41,150 -40,244: -17,323 -18,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 14.8 9.8 63.3 63.0 92.2 87.6: 7.8 12.4
Old : 100.0: 19.1 14.8 9.8 63.3 63.0 92.2 87.6: 7.8 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 : 465: 57 108 88 234 250 350 387:
Old : 465: 57 108 88 234 250 350 387:
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 18.0 26.7 23.6 11.9 10.6 18.7 14.6
Old : 18.6 18.0 26.7 23.6 11.9 10.6 18.7 14.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 1,500,864: 217,690 127,907 42,570 1,108,556 1,045,379 1,368,816 1,215,856: 132,048 285,008
Old : 1,500,864: 217,690 127,907 42,570 1,108,556 1,045,379 1,368,816 1,215,856: 132,048 285,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2021 :
: 49,356: 2,304 16,966 28,364 9,871 -7,126 40,539 38,204: 8,817 11,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 8.5 2.8 73.9 69.7 91.2 81.0: 8.8 19.0
Old : 100.0: 14.5 8.5 2.8 73.9 69.7 91.2 81.0: 8.8 19.0
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 : 160: 17 25 17 79 97 106 129:
Old : 160: 17 25 17 79 97 106 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 23.5 37.2 32.1 24.0 21.2 36.9 28.7
Old : 24.2 23.5 37.2 32.1 24.0 21.2 36.9 28.7
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 17, 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 : 3,771,174: 438,076 431,611 266,282 2,749,967 2,626,357 3,454,325 3,324,250: 316,848 446,923
Old : 3,771,174: 438,076 431,611 266,282 2,749,967 2,626,357 3,454,325 3,324,250: 316,848 446,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2021 :
: 47,819: 16,454 -12,994 15,439 9,076 47,827 40,969 50,272: 6,850 -2,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 11.4 7.1 72.9 69.6 91.6 88.1: 8.4 11.9
Old : 100.0: 11.6 11.4 7.1 72.9 69.6 91.6 88.1: 8.4 11.9
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 : 331: 48 60 57 159 183 242 265:
Old : 331: 48 60 57 159 183 242 265:
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 : 32.3 16.9 41.1 27.4 24.1 15.1 31.2 21.2
Old : 32.3 16.9 41.1 27.4 24.1 15.1 31.2 21.2
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, August 17, 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 : 1,009,693: 56,245 139,334 175,677 755,222 659,653 987,144 974,664: 22,549 35,029
Old : 1,009,693: 56,245 139,334 175,677 755,222 659,653 987,144 974,664: 22,549 35,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2021 :
: 20,165: -898 476 5,955 18,207 14,778 23,264 21,209: -3,099 -1,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 13.8 17.4 74.8 65.3 97.8 96.5: 2.2 3.5
Old : 100.0: 5.6 13.8 17.4 74.8 65.3 97.8 96.5: 2.2 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 11 22 24 53 60 79 92:
Old : 95: 11 22 24 53 60 79 92:
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 : 30.1 29.0 48.8 43.3 19.7 14.6 27.5 20.9
Old : 30.1 29.0 48.8 43.3 19.7 14.6 27.5 20.9
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 17, 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 : 54,097: 21,114 23,098 1,121 23,126 23,655 45,362 47,874: 8,736 6,223
Old : 54,097: 21,114 23,098 1,121 23,126 23,655 45,362 47,874: 8,736 6,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2021 :
: -3,402: -2,320 1,096 -332 -631 -3,745 -3,283 -2,982: -119 -421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 42.7 2.1 42.7 43.7 83.9 88.5: 16.1 11.5
Old : 100.0: 39.0 42.7 2.1 42.7 43.7 83.9 88.5: 16.1 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 : 109: 34 21 12 34 30 70 61:
Old : 109: 34 21 12 34 30 70 61:
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 : 38.4 43.3 50.2 61.3 37.2 43.3 48.6 61.3
Old : 38.4 43.3 50.2 61.3 37.2 43.3 48.6 61.3
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 17, 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 : 108,194: 42,229 46,196 2,242 46,252 47,309 90,723 95,748: 17,471 12,446
Old : 108,194: 42,229 46,196 2,242 46,252 47,309 90,723 95,748: 17,471 12,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2021 :
: -6,805: -4,640 2,191 -664 -1,261 -7,490 -6,566 -5,963: -239 -841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 42.7 2.1 42.7 43.7 83.9 88.5: 16.1 11.5
Old : 100.0: 39.0 42.7 2.1 42.7 43.7 83.9 88.5: 16.1 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 : 109: 34 21 12 34 30 70 61:
Old : 109: 34 21 12 34 30 70 61:
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 : 38.4 43.3 50.2 61.3 37.2 43.3 48.6 61.3
Old : 38.4 43.3 50.2 61.3 37.2 43.3 48.6 61.3
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 17, 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 : 40,563: 8,226 885 0 29,740 39,046 37,966 39,931: 2,597 632
Old : 40,563: 8,226 885 0 29,740 39,046 37,966 39,931: 2,597 632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2021 :
: -528: -19 37 0 -391 -448 -410 -411: -118 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 2.2 0.0 73.3 96.3 93.6 98.4: 6.4 1.6
Old : 100.0: 20.3 2.2 0.0 73.3 96.3 93.6 98.4: 6.4 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 8 2 0 19 12 27 14:
Old : 36: 8 2 0 19 12 27 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 : 49.0 77.5 65.9 92.2 45.1 77.5 61.8 91.3
Old : 49.0 77.5 65.9 92.2 45.1 77.5 61.8 91.3
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 17, 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 : 38,045: 24,150 34,283 254 13,166 3,400 37,570 37,937: 475 108
Old : 38,045: 24,150 34,283 254 13,166 3,400 37,570 37,937: 475 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2021 :
: -1,704: 3,667 -1,750 29 -5,382 0 -1,686 -1,721: -18 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 90.1 0.7 34.6 8.9 98.8 99.7: 1.2 0.3
Old : 100.0: 63.5 90.1 0.7 34.6 8.9 98.8 99.7: 1.2 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 : 55: 36 13 2 5 1 42 15:
Old : 55: 36 13 2 5 1 42 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 80.0 72.0 95.2 47.1 80.0 72.0 94.6
Old : 47.1 80.0 72.0 95.2 47.1 80.0 72.0 94.6
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 17, 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 : 130,521: 26,609 36,854 45,849 58,061 47,751 130,519 130,454: 2 67
Old : 130,521: 26,609 36,854 45,849 58,061 47,751 130,519 130,454: 2 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2021 :
: 6,711: -52 7,298 149 6,618 -732 6,715 6,715: -4 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 28.2 35.1 44.5 36.6 100.0 99.9: 0.0 0.1
Old : 100.0: 20.4 28.2 35.1 44.5 36.6 100.0 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 : 90.0 93.6 99.9 97.0 59.3 58.5 64.8 61.8
Old : 90.0 93.6 99.9 97.0 59.3 58.5 64.8 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 20, 2021