WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 07, 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 : 443,677: 102,310 84,978 145,304 166,488 174,515 414,101 404,797: 29,576 38,879
Old : 386,287: 93,760 87,733 120,399 148,454 148,736 362,613 356,868: 23,675 29,420
Other: 57,389: 19,286 7,981 14,169 18,033 25,779 51,488 47,930: 5,901 9,460
: : :
: : Changes in Commitments from: August 31, 2021 :
: -2,989: -4,631 1,277 3,210 -850 -6,734 -2,271 -2,247: -718 -742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 19.2 32.7 37.5 39.3 93.3 91.2: 6.7 8.8
Old : 100.0: 24.3 22.7 31.2 38.4 38.5 93.9 92.4: 6.1 7.6
Other: 100.0: 33.6 13.9 24.7 31.4 44.9 89.7 83.5: 10.3 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 131 97 141 96 120 303 296:
Old : 375: 127 102 131 92 117 287 289:
Other: 166: 33 29 32 41 78 96 126:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 11.5 25.1 19.4 13.3 7.9 20.9 13.0
Old : 17.1 12.0 26.8 20.4 14.8 10.0 23.3 16.1
Other: 27.6 22.9 42.6 35.1 22.4 16.2 32.7 23.5
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 07, 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 : 14,386: 4,176 2,167 220 9,364 11,548 13,760 13,935: 626 451
Old : 14,386: 4,176 2,167 220 9,364 11,548 13,760 13,935: 626 451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2021 :
: -5,177: -3,554 798 -1,677 12 -3,998 -5,219 -4,877: 42 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 15.1 1.5 65.1 80.3 95.7 96.9: 4.3 3.1
Old : 100.0: 29.0 15.1 1.5 65.1 80.3 95.7 96.9: 4.3 3.1
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 : 25: 6 3 2 8 15 15 19:
Old : 25: 6 3 2 8 15 15 19:
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 : 74.5 61.1 86.9 75.9 67.0 57.3 73.8 68.4
Old : 74.5 61.1 86.9 75.9 67.0 57.3 73.8 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 07, 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 : 256,768: 85,254 50,892 58,119 92,127 128,417 235,499 237,428: 21,269 19,340
Old : 239,667: 81,712 54,346 50,248 88,567 120,682 220,527 225,276: 19,139 14,391
Other: 17,101: 8,704 1,709 2,708 3,560 7,735 14,971 12,152: 2,130 4,949
: : :
: : Changes in Commitments from: August 31, 2021 :
: 6,024: -4,654 1,881 5,466 5,010 -844 5,822 6,503: 203 -478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 19.8 22.6 35.9 50.0 91.7 92.5: 8.3 7.5
Old : 100.0: 34.1 22.7 21.0 37.0 50.4 92.0 94.0: 8.0 6.0
Other: 100.0: 50.9 10.0 15.8 20.8 45.2 87.5 71.1: 12.5 28.9
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 80 54 65 77 90 188 184:
Old : 252: 80 56 61 76 87 184 178:
Other: 117: 23 21 11 19 62 47 89:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 19.3 23.0 30.7 12.5 15.8 20.6 26.6
Old : 13.9 20.0 24.2 31.9 13.3 17.7 21.7 29.3
Other: 40.2 15.7 51.8 27.3 35.7 13.3 45.4 21.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 07, 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 : 1,824,181: 367,097 81,832 487,781 821,274 1,023,168 1,676,152 1,592,781: 148,029 231,400
Old : 1,710,163: 337,419 99,040 451,403 785,383 949,280 1,574,205 1,499,722: 135,958 210,440
Other: 114,018: 53,592 6,706 12,464 35,891 73,888 101,947 93,059: 12,071 20,960
: : :
: : Changes in Commitments from: August 31, 2021 :
: 18,135: -15,866 16,547 5,478 24,959 -9,771 14,571 12,254: 3,564 5,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 4.5 26.7 45.0 56.1 91.9 87.3: 8.1 12.7
Old : 100.0: 19.7 5.8 26.4 45.9 55.5 92.1 87.7: 7.9 12.3
Other: 100.0: 47.0 5.9 10.9 31.5 64.8 89.4 81.6: 10.6 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 847: 191 122 194 398 451 677 690:
Old : 844: 188 127 188 391 448 664 686:
Other: 430: 48 48 27 104 287 166 349:
:----------------------------------------------------------------------------------------------------
: 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 12.9 21.2 20.0 11.6 10.6 17.6 15.8
Old : 14.2 12.4 21.7 19.6 12.3 10.0 18.3 15.1
Other: 33.8 22.2 48.0 33.6 33.4 21.5 46.6 31.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 07, 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 : 5,010: 1,094 134 278 1,211 3,029 2,583 3,441: 2,428 1,569
Old : 4,925: 1,094 134 278 1,160 3,024 2,532 3,436: 2,394 1,489
Other: 85: 0 0 0 51 5 51 5: 34 80
: : :
: : Changes in Commitments from: August 31, 2021 :
: -37: 86 -33 -1 -108 -32 -23 -66: -14 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 2.7 5.5 24.2 60.5 51.5 68.7: 48.5 31.3
Old : 100.0: 22.2 2.7 5.6 23.5 61.4 51.4 69.8: 48.6 30.2
Other: 100.0: 0.0 0.0 0.0 60.0 5.9 60.0 5.9: 40.0 94.1
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 11 2 3 10 8 22 12:
Old : 26: 11 2 3 10 8 22 12:
Other: 4: 0 0 0 3 1 3 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 : 21.9 53.9 35.5 64.0 21.4 52.0 34.0 59.9
Old : 22.3 54.9 36.1 65.1 21.9 53.1 34.6 61.2
Other: 60.0 5.9 60.0 5.9 60.0 5.9 60.0 5.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 07, 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 : 852,228: 131,670 71,850 233,148 432,718 464,303 797,536 769,302: 54,692 82,926
Old : 819,278: 124,554 74,254 223,764 419,889 445,011 768,207 743,029: 51,071 76,249
Other: 32,950: 11,892 2,373 4,608 12,829 19,292 29,329 26,272: 3,621 6,678
: : :
: : Changes in Commitments from: August 31, 2021 :
: -1,171: -5,993 1,135 8,479 -5,663 -15,191 -3,178 -5,577: 2,007 4,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 8.4 27.4 50.8 54.5 93.6 90.3: 6.4 9.7
Old : 100.0: 15.2 9.1 27.3 51.3 54.3 93.8 90.7: 6.2 9.3
Other: 100.0: 36.1 7.2 14.0 38.9 58.5 89.0 79.7: 11.0 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 589: 154 134 175 220 256 470 478:
Old : 587: 150 140 170 217 255 462 475:
Other: 238: 36 33 22 41 153 86 199:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 11.1 23.9 19.4 12.0 9.4 17.9 14.5
Old : 15.8 11.2 24.3 19.6 12.4 9.3 18.7 14.6
Other: 32.6 20.1 50.8 32.1 32.2 18.3 47.5 29.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 07, 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 : 23,263: 18,254 710 81 10 9,641 18,345 10,432: 4,918 12,831
Old : 21,016: 16,671 701 81 10 8,410 16,762 9,192: 4,254 11,824
Other: 2,247: 1,583 9 0 0 1,231 1,583 1,240: 664 1,007
: : :
: : Changes in Commitments from: August 31, 2021 :
: -1,266: -10 -500 -11 5 -308 -16 -819: -1,250 -447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 3.1 0.3 0.0 41.4 78.9 44.8: 21.1 55.2
Old : 100.0: 79.3 3.3 0.4 0.0 40.0 79.8 43.7: 20.2 56.3
Other: 100.0: 70.4 0.4 0.0 0.0 54.8 70.4 55.2: 29.6 44.8
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 6 2 3 3 19 9 24:
Old : 27: 6 2 3 3 19 9 24:
Other: 23: 3 2 0 0 18 3 20:
:----------------------------------------------------------------------------------------------------
: 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 : 76.7 22.2 78.9 31.8 76.4 22.2 78.5 31.8
Old : 77.4 19.7 79.7 29.8 77.1 19.7 79.3 29.8
Other: 70.4 48.5 70.4 51.6 70.4 48.5 70.4 51.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 07, 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 : 460,098: 85,899 38,996 122,419 221,838 276,392 430,156 437,807: 29,942 22,291
Old : 441,566: 86,315 41,919 115,380 211,044 263,177 412,738 420,475: 28,827 21,091
Other: 18,532: 4,108 1,602 2,515 10,794 13,215 17,418 17,332: 1,115 1,200
: : :
: : Changes in Commitments from: August 31, 2021 :
: -10,278: -4,159 1,199 -4,318 -3,136 -5,625 -11,613 -8,744: 1,335 -1,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 8.5 26.6 48.2 60.1 93.5 95.2: 6.5 4.8
Old : 100.0: 19.5 9.5 26.1 47.8 59.6 93.5 95.2: 6.5 4.8
Other: 100.0: 22.2 8.6 13.6 58.2 71.3 94.0 93.5: 6.0 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 93 57 86 115 119 254 227:
Old : 307: 91 59 84 115 117 251 225:
Other: 54: 13 8 13 20 21 41 37:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 23.9 20.2 33.1 9.9 20.8 15.4 28.0
Old : 12.7 23.4 20.2 32.7 9.6 20.9 15.2 28.0
Other: 53.1 39.0 69.7 59.8 47.3 33.8 56.4 50.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 07, 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 : 1,355,467: 131,099 214,394 88,978 942,407 852,007 1,162,485 1,155,379: 192,982 200,088
Old : 1,355,467: 131,099 214,394 88,978 942,407 852,007 1,162,485 1,155,379: 192,982 200,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2021 :
: 21,132: 16,307 -2,034 13,108 -9,638 7,707 19,777 18,780: 1,356 2,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 15.8 6.6 69.5 62.9 85.8 85.2: 14.2 14.8
Old : 100.0: 9.7 15.8 6.6 69.5 62.9 85.8 85.2: 14.2 14.8
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 : 189: 28 33 36 101 107 146 159:
Old : 189: 28 33 36 101 107 146 159:
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 : 23.0 22.0 33.9 32.7 17.8 18.2 27.0 25.0
Old : 23.0 22.0 33.9 32.7 17.8 18.2 27.0 25.0
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, September 07, 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 : 1,255,525: 91,722 380,363 33,755 975,814 695,108 1,101,291 1,109,227: 154,234 146,298
Old : 1,255,525: 91,722 380,363 33,755 975,814 695,108 1,101,291 1,109,227: 154,234 146,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2021 :
: -8,098: 2,909 9,175 -10,835 -2,631 -1,631 -10,556 -3,290: 2,458 -4,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 30.3 2.7 77.7 55.4 87.7 88.3: 12.3 11.7
Old : 100.0: 7.3 30.3 2.7 77.7 55.4 87.7 88.3: 12.3 11.7
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 : 159: 14 25 18 92 88 118 119:
Old : 159: 14 25 18 92 88 118 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 32.6 33.2 46.0 17.4 29.5 29.7 41.3
Old : 20.7 32.6 33.2 46.0 17.4 29.5 29.7 41.3
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, September 07, 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 : 398,937: 70,728 64,086 73,694 203,569 229,993 347,991 367,774: 50,945 31,163
Old : 387,578: 69,747 65,181 70,195 198,136 221,988 338,078 357,363: 49,500 30,215
Other: 11,358: 3,062 987 1,418 5,433 8,006 9,913 10,410: 1,445 948
: : :
: : Changes in Commitments from: August 31, 2021 :
: 14,658: -1,581 20,120 9,354 3,469 -17,759 11,241 11,715: 3,417 2,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 16.1 18.5 51.0 57.7 87.2 92.2: 12.8 7.8
Old : 100.0: 18.0 16.8 18.1 51.1 57.3 87.2 92.2: 12.8 7.8
Other: 100.0: 27.0 8.7 12.5 47.8 70.5 87.3 91.7: 12.7 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 66 67 80 120 94 237 201:
Old : 276: 66 67 79 120 94 235 201:
Other: 61: 9 11 13 27 14 46 32:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 22.1 18.7 32.5 9.4 19.5 15.6 29.4
Old : 11.6 21.9 19.0 32.3 9.5 19.6 15.8 29.6
Other: 42.0 46.9 63.0 72.6 37.6 46.9 57.6 72.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 07, 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 : 8,366: 1,100 2,217 261 5,815 4,873 7,176 7,351: 1,190 1,015
Old : 8,365: 1,100 2,217 261 5,815 4,872 7,176 7,350: 1,189 1,015
Other: 1: 0 0 0 0 1 0 1: 1 0
: : :
: : Changes in Commitments from: August 31, 2021 :
: 252: 44 406 52 265 -101 361 358: -109 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 26.5 3.1 69.5 58.2 85.8 87.9: 14.2 12.1
Old : 100.0: 13.2 26.5 3.1 69.5 58.2 85.8 87.9: 14.2 12.1
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 : 52: 12 15 6 15 18 30 37:
Old : 52: 12 15 6 15 18 30 37:
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 : 52.9 50.4 63.3 60.5 51.5 46.4 61.3 56.5
Old : 52.9 50.4 63.3 60.5 51.5 46.4 61.3 56.5
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, September 07, 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 : 1,955,057: 378,712 442,277 59,091 1,373,512 1,317,728 1,811,315 1,819,096: 143,742 135,961
Old : 1,955,057: 378,712 442,277 59,091 1,373,512 1,317,728 1,811,315 1,819,096: 143,742 135,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2021 :
: -39: 2,284 46,997 -4,463 1,174 -43,729 -1,005 -1,195: 967 1,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 22.6 3.0 70.3 67.4 92.6 93.0: 7.4 7.0
Old : 100.0: 19.4 22.6 3.0 70.3 67.4 92.6 93.0: 7.4 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 : 305: 54 38 34 153 151 219 211:
Old : 305: 54 38 34 153 151 219 211:
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 : 20.7 29.4 29.2 39.0 17.1 24.1 23.6 32.5
Old : 20.7 29.4 29.2 39.0 17.1 24.1 23.6 32.5
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, September 07, 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 : 4,489,456: 753,389 708,922 411,439 2,958,179 2,766,899 4,123,008 3,887,260: 366,448 602,195
Old : 4,489,456: 753,389 708,922 411,439 2,958,179 2,766,899 4,123,008 3,887,260: 366,448 602,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2021 :
: 38,705: 36,499 -3,094 5,495 -11,471 18,355 30,524 20,756: 8,182 17,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 15.8 9.2 65.9 61.6 91.8 86.6: 8.2 13.4
Old : 100.0: 16.8 15.8 9.2 65.9 61.6 91.8 86.6: 8.2 13.4
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 : 460: 68 96 85 224 243 341 375:
Old : 460: 68 96 85 224 243 341 375:
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 : 17.7 17.8 25.9 23.2 10.4 10.5 17.5 14.0
Old : 17.7 17.8 25.9 23.2 10.4 10.5 17.5 14.0
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, September 07, 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 : 1,446,999: 220,804 129,229 15,746 1,090,484 1,007,362 1,327,034 1,152,337: 119,965 294,662
Old : 1,446,999: 220,804 129,229 15,746 1,090,484 1,007,362 1,327,034 1,152,337: 119,965 294,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2021 :
: -6,091: -4,601 5,703 12,680 -11,210 -24,920 -3,131 -6,537: -2,960 446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 8.9 1.1 75.4 69.6 91.7 79.6: 8.3 20.4
Old : 100.0: 15.3 8.9 1.1 75.4 69.6 91.7 79.6: 8.3 20.4
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 : 157: 16 22 12 80 101 105 126:
Old : 157: 16 22 12 80 101 105 126:
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 : 27.5 23.3 41.3 31.9 27.1 21.0 40.6 28.2
Old : 27.5 23.3 41.3 31.9 27.1 21.0 40.6 28.2
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, September 07, 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 : 3,564,070: 349,105 400,343 209,586 2,717,404 2,524,566 3,276,095 3,134,495: 287,976 429,575
Old : 3,564,070: 349,105 400,343 209,586 2,717,404 2,524,566 3,276,095 3,134,495: 287,976 429,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2021 :
: -33,984: -28,210 3,892 5,758 -5,837 -41,466 -28,289 -31,816: -5,695 -2,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 11.2 5.9 76.2 70.8 91.9 87.9: 8.1 12.1
Old : 100.0: 9.8 11.2 5.9 76.2 70.8 91.9 87.9: 8.1 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 : 326: 44 52 48 161 183 228 260:
Old : 326: 44 52 48 161 183 228 260:
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 : 34.8 20.9 44.6 31.2 26.3 19.3 34.5 26.5
Old : 34.8 20.9 44.6 31.2 26.3 19.3 34.5 26.5
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, September 07, 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 : 995,151: 52,327 140,266 164,527 752,315 657,102 969,169 961,895: 25,982 33,256
Old : 995,151: 52,327 140,266 164,527 752,315 657,102 969,169 961,895: 25,982 33,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2021 :
: -69,890: 792 -11,554 -11,459 -60,337 -42,074 -71,004 -65,087: 1,114 -4,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 14.1 16.5 75.6 66.0 97.4 96.7: 2.6 3.3
Old : 100.0: 5.3 14.1 16.5 75.6 66.0 97.4 96.7: 2.6 3.3
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 : 95: 8 23 24 52 62 78 92:
Old : 95: 8 23 24 52 62 78 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 : 31.5 26.0 50.3 41.9 20.4 13.8 29.3 20.7
Old : 31.5 26.0 50.3 41.9 20.4 13.8 29.3 20.7
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, September 07, 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 : 53,545: 17,237 22,348 1,617 24,785 23,887 43,639 47,852: 9,906 5,692
Old : 53,545: 17,237 22,348 1,617 24,785 23,887 43,639 47,852: 9,906 5,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2021 :
: -1,230: -4,671 -849 1,176 1,577 -1,669 -1,918 -1,341: 688 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 41.7 3.0 46.3 44.6 81.5 89.4: 18.5 10.6
Old : 100.0: 32.2 41.7 3.0 46.3 44.6 81.5 89.4: 18.5 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 38 21 15 34 26 75 59:
Old : 109: 38 21 15 34 26 75 59:
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 : 34.2 41.9 47.7 58.8 32.5 41.9 44.7 58.8
Old : 34.2 41.9 47.7 58.8 32.5 41.9 44.7 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 07, 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 : 107,090: 34,474 44,696 3,234 49,570 47,775 87,278 95,705: 19,812 11,385
Old : 107,090: 34,474 44,696 3,234 49,570 47,775 87,278 95,705: 19,812 11,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2021 :
: -2,460: -9,342 -1,697 2,352 3,154 -3,338 -3,836 -2,683: 1,376 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 41.7 3.0 46.3 44.6 81.5 89.4: 18.5 10.6
Old : 100.0: 32.2 41.7 3.0 46.3 44.6 81.5 89.4: 18.5 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 38 21 15 34 26 75 59:
Old : 109: 38 21 15 34 26 75 59:
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 : 34.2 41.9 47.7 58.8 32.5 41.9 44.7 58.8
Old : 34.2 41.9 47.7 58.8 32.5 41.9 44.7 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 07, 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 : 39,814: 9,621 440 78 27,156 38,903 36,855 39,421: 2,959 393
Old : 39,814: 9,621 440 78 27,156 38,903 36,855 39,421: 2,959 393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2021 :
: -2,383: -139 -834 78 -2,692 -1,534 -2,753 -2,290: 370 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 1.1 0.2 68.2 97.7 92.6 99.0: 7.4 1.0
Old : 100.0: 24.2 1.1 0.2 68.2 97.7 92.6 99.0: 7.4 1.0
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 : 38: 10 1 1 20 12 30 14:
Old : 38: 10 1 1 20 12 30 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 : 42.4 78.6 60.3 96.0 40.7 78.3 58.6 95.7
Old : 42.4 78.6 60.3 96.0 40.7 78.3 58.6 95.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 07, 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 : 38,570: 22,560 34,938 146 15,360 3,400 38,066 38,484: 504 86
Old : 38,570: 22,560 34,938 146 15,360 3,400 38,066 38,484: 504 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2021 :
: -2,984: 858 -2,676 -306 -3,590 0 -3,038 -2,982: 54 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 90.6 0.4 39.8 8.8 98.7 99.8: 1.3 0.2
Old : 100.0: 58.5 90.6 0.4 39.8 8.8 98.7 99.8: 1.3 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 : 50: 32 12 2 5 1 39 13:
Old : 50: 32 12 2 5 1 39 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 : 55.0 83.0 79.2 97.5 55.0 83.0 79.2 97.1
Old : 55.0 83.0 79.2 97.5 55.0 83.0 79.2 97.1
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, September 07, 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 : 147,643: 26,904 42,183 46,121 74,607 59,260 147,632 147,564: 11 79
Old : 147,643: 26,904 42,183 46,121 74,607 59,260 147,632 147,564: 11 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2021 :
: 5,804: 307 -1,371 316 5,171 6,849 5,794 5,794: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 28.6 31.2 50.5 40.1 100.0 99.9: 0.0 0.1
Old : 100.0: 18.2 28.6 31.2 50.5 40.1 100.0 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 : 91.1 94.0 99.9 97.3 64.0 62.7 68.7 66.1
Old : 91.1 94.0 99.9 97.3 64.0 62.7 68.7 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 10, 2021