WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 434,267: 85,219 83,031 144,106 175,812 166,194 405,137 393,331: 29,130 40,935
Old : 375,496: 77,211 86,250 118,246 156,686 140,069 352,143 344,565: 23,353 30,931
Other: 58,770: 19,463 8,236 14,406 19,126 26,125 52,994 48,766: 5,776 10,004
: : :
: : Changes in Commitments from: September 7, 2021 :
: -9,410: -17,091 -1,947 -1,197 9,324 -8,321 -8,964 -11,466: -446 2,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 19.1 33.2 40.5 38.3 93.3 90.6: 6.7 9.4
Old : 100.0: 20.6 23.0 31.5 41.7 37.3 93.8 91.8: 6.2 8.2
Other: 100.0: 33.1 14.0 24.5 32.5 44.5 90.2 83.0: 9.8 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 126 93 145 95 113 295 291:
Old : 360: 123 97 136 91 110 280 285:
Other: 162: 36 28 32 41 74 97 122:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 11.6 26.1 20.1 14.1 6.9 21.1 12.1
Old : 18.1 12.3 27.5 21.2 15.7 9.5 23.5 15.3
Other: 26.4 22.3 40.8 34.4 20.7 15.8 31.6 23.4
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 15,290: 3,172 3,117 545 10,718 11,134 14,435 14,796: 855 494
Old : 15,290: 3,172 3,117 545 10,718 11,134 14,435 14,796: 855 494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2021 :
: 904: -1,004 950 325 1,354 -414 675 861: 230 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 20.4 3.6 70.1 72.8 94.4 96.8: 5.6 3.2
Old : 100.0: 20.7 20.4 3.6 70.1 72.8 94.4 96.8: 5.6 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 3 3 8 14 15 19:
Old : 24: 6 3 3 8 14 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 : 68.1 64.3 82.3 78.2 63.5 60.1 70.5 70.8
Old : 68.1 64.3 82.3 78.2 63.5 60.1 70.5 70.8
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 14, 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 : 243,759: 79,037 48,911 55,425 88,577 119,758 223,039 224,094: 20,720 19,665
Old : 225,375: 75,880 52,267 46,776 84,293 111,926 206,949 210,969: 18,426 14,406
Other: 18,384: 8,964 2,450 2,842 4,285 7,833 16,090 13,125: 2,294 5,259
: : :
: : Changes in Commitments from: September 7, 2021 :
: -13,009: -6,217 -1,981 -2,694 -3,550 -8,659 -12,460 -13,334: -549 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 20.1 22.7 36.3 49.1 91.5 91.9: 8.5 8.1
Old : 100.0: 33.7 23.2 20.8 37.4 49.7 91.8 93.6: 8.2 6.4
Other: 100.0: 48.8 13.3 15.5 23.3 42.6 87.5 71.4: 12.5 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 74 53 70 79 89 188 185:
Old : 249: 75 54 64 78 86 183 178:
Other: 118: 20 23 14 21 62 51 90:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 18.1 23.9 30.3 13.2 15.9 21.6 26.6
Old : 14.6 18.8 25.1 31.5 14.0 17.5 22.8 29.6
Other: 35.5 16.2 48.9 28.2 31.3 14.0 42.8 21.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 1,819,484: 353,233 75,679 496,409 818,371 1,020,753 1,668,013 1,592,841: 151,470 226,643
Old : 1,702,769: 321,798 91,015 462,179 780,246 945,033 1,564,223 1,498,227: 138,546 204,542
Other: 116,714: 52,892 6,122 12,773 38,125 75,719 103,790 94,613: 12,924 22,101
: : :
: : Changes in Commitments from: September 7, 2021 :
: -4,697: -13,864 -6,153 8,628 -2,903 -2,415 -8,139 60: 3,442 -4,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 4.2 27.3 45.0 56.1 91.7 87.5: 8.3 12.5
Old : 100.0: 18.9 5.3 27.1 45.8 55.5 91.9 88.0: 8.1 12.0
Other: 100.0: 45.3 5.2 10.9 32.7 64.9 88.9 81.1: 11.1 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 846: 181 125 195 396 455 669 699:
Old : 843: 179 129 191 389 452 657 696:
Other: 418: 46 44 27 103 283 162 342:
:----------------------------------------------------------------------------------------------------
: 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 13.6 20.7 20.6 11.3 11.2 17.3 16.4
Old : 13.9 13.3 21.2 20.4 12.0 10.8 17.8 15.8
Other: 32.7 20.7 47.0 32.3 32.3 20.6 45.7 30.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 4,691: 1,013 176 264 1,266 2,709 2,543 3,148: 2,148 1,543
Old : 4,600: 1,013 176 264 1,215 2,704 2,492 3,143: 2,108 1,457
Other: 91: 0 0 0 51 5 51 5: 40 86
: : :
: : Changes in Commitments from: September 7, 2021 :
: -320: -81 41 -14 55 -321 -40 -293: -280 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 3.7 5.6 27.0 57.7 54.2 67.1: 45.8 32.9
Old : 100.0: 22.0 3.8 5.7 26.4 58.8 54.2 68.3: 45.8 31.7
Other: 100.0: 0.0 0.0 0.0 56.0 5.5 56.0 5.5: 44.0 94.5
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 9 3 3 9 8 20 12:
Old : 24: 9 3 3 9 8 20 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 : 23.6 50.5 38.1 62.1 23.0 48.0 36.1 55.9
Old : 24.1 51.5 38.9 63.3 23.5 49.1 37.0 57.3
Other: 56.0 5.5 56.0 5.5 56.0 5.5 56.0 5.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 845,260: 125,664 68,803 232,628 432,071 465,334 790,363 766,765: 54,896 78,494
Old : 809,124: 118,307 71,805 221,801 417,871 444,185 757,979 737,792: 51,145 71,332
Other: 36,136: 13,237 2,879 4,946 14,201 21,149 32,384 28,973: 3,752 7,162
: : :
: : Changes in Commitments from: September 7, 2021 :
: -6,968: -6,006 -3,047 -520 -646 1,031 -7,172 -2,536: 204 -4,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 8.1 27.5 51.1 55.1 93.5 90.7: 6.5 9.3
Old : 100.0: 14.6 8.9 27.4 51.6 54.9 93.7 91.2: 6.3 8.8
Other: 100.0: 36.6 8.0 13.7 39.3 58.5 89.6 80.2: 10.4 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 601: 165 127 185 229 262 489 489:
Old : 599: 159 133 180 224 260 479 485:
Other: 245: 37 32 23 43 158 90 204:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 11.2 24.2 19.3 11.9 9.6 17.8 14.8
Old : 16.2 11.2 24.6 19.6 12.3 9.6 18.5 14.8
Other: 33.6 19.0 50.7 32.0 33.2 18.1 48.0 29.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 21,390: 18,303 651 55 10 8,650 18,368 9,356: 3,022 12,034
Old : 18,826: 16,578 641 55 10 7,206 16,643 7,902: 2,183 10,924
Other: 2,564: 1,725 10 0 0 1,444 1,725 1,454: 839 1,110
: : :
: : Changes in Commitments from: September 7, 2021 :
: -1,873: 49 -59 -26 0 -991 23 -1,076: -1,896 -797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 3.0 0.3 0.0 40.4 85.9 43.7: 14.1 56.3
Old : 100.0: 88.1 3.4 0.3 0.1 38.3 88.4 42.0: 11.6 58.0
Other: 100.0: 67.3 0.4 0.0 0.0 56.3 67.3 56.7: 32.7 43.3
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 6 2 3 3 18 9 23:
Old : 26: 6 2 3 3 18 9 23:
Other: 22: 3 2 0 0 17 3 19:
:----------------------------------------------------------------------------------------------------
: 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 : 83.6 20.7 85.9 30.9 83.3 20.7 85.6 30.9
Old : 85.8 16.9 88.4 28.0 85.6 16.9 88.1 28.0
Other: 67.3 50.9 67.3 53.6 67.3 50.9 67.3 53.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 445,998: 83,541 40,393 106,362 228,035 276,444 417,938 423,199: 28,060 22,799
Old : 426,056: 83,343 43,473 98,855 216,849 262,034 399,047 404,362: 27,009 21,693
Other: 19,943: 4,949 1,671 2,755 11,187 14,410 18,891 18,836: 1,051 1,106
: : :
: : Changes in Commitments from: September 7, 2021 :
: -14,100: -2,358 1,396 -16,057 6,197 53 -12,218 -14,608: -1,882 508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 9.1 23.8 51.1 62.0 93.7 94.9: 6.3 5.1
Old : 100.0: 19.6 10.2 23.2 50.9 61.5 93.7 94.9: 6.3 5.1
Other: 100.0: 24.8 8.4 13.8 56.1 72.3 94.7 94.5: 5.3 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 91 63 90 112 114 256 223:
Old : 305: 89 66 88 111 111 252 220:
Other: 57: 16 8 12 22 22 44 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 : 13.3 24.0 20.2 33.7 11.2 20.0 17.1 27.9
Old : 12.7 23.5 19.9 33.1 10.6 20.1 16.9 28.0
Other: 50.3 38.0 67.3 57.9 46.2 32.0 54.8 47.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 1,387,478: 139,054 209,972 89,720 950,567 890,555 1,179,341 1,190,247: 208,137 197,231
Old : 1,387,478: 139,054 209,972 89,720 950,567 890,555 1,179,341 1,190,247: 208,137 197,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2021 :
: 32,011: 7,955 -4,422 742 8,160 38,549 16,857 34,868: 15,155 -2,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 15.1 6.5 68.5 64.2 85.0 85.8: 15.0 14.2
Old : 100.0: 10.0 15.1 6.5 68.5 64.2 85.0 85.8: 15.0 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 26 37 37 106 110 153 163:
Old : 195: 26 37 37 106 110 153 163:
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 : 23.1 22.8 33.3 33.8 17.6 18.9 26.4 25.7
Old : 23.1 22.8 33.3 33.8 17.6 18.9 26.4 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 1,246,708: 75,040 376,828 18,870 986,030 709,194 1,079,940 1,104,892: 166,768 141,816
Old : 1,246,708: 75,040 376,828 18,870 986,030 709,194 1,079,940 1,104,892: 166,768 141,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2021 :
: -8,817: -16,682 -3,535 -14,885 10,217 14,086 -21,351 -4,335: 12,533 -4,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 30.2 1.5 79.1 56.9 86.6 88.6: 13.4 11.4
Old : 100.0: 6.0 30.2 1.5 79.1 56.9 86.6 88.6: 13.4 11.4
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 : 156: 13 22 15 93 90 115 118:
Old : 156: 13 22 15 93 90 115 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 32.0 33.6 46.3 18.0 30.2 30.3 42.7
Old : 21.1 32.0 33.6 46.3 18.0 30.2 30.3 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 401,560: 67,548 67,531 79,534 204,894 224,878 351,976 371,942: 49,584 29,618
Old : 389,228: 66,339 68,803 75,481 199,342 216,313 341,162 360,597: 48,066 28,631
Other: 12,332: 3,428 947 1,834 5,552 8,565 10,814 11,346: 1,518 986
: : :
: : Changes in Commitments from: September 7, 2021 :
: 2,624: -3,180 3,445 5,839 1,325 -5,115 3,985 4,169: -1,361 -1,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 16.8 19.8 51.0 56.0 87.7 92.6: 12.3 7.4
Old : 100.0: 17.0 17.7 19.4 51.2 55.6 87.7 92.6: 12.3 7.4
Other: 100.0: 27.8 7.7 14.9 45.0 69.5 87.7 92.0: 12.3 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 69 67 79 125 106 241 215:
Old : 285: 68 69 78 125 105 239 214:
Other: 65: 9 12 14 28 17 48 36:
:----------------------------------------------------------------------------------------------------
: 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 21.0 18.9 31.4 9.3 18.5 15.2 28.0
Old : 11.7 20.8 19.1 31.3 9.5 18.5 15.5 28.2
Other: 41.4 44.3 62.6 68.8 37.1 44.3 56.0 68.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 8,375: 1,028 2,112 207 5,708 5,023 6,943 7,341: 1,432 1,034
Old : 8,374: 1,028 2,112 207 5,708 5,022 6,943 7,340: 1,431 1,034
Other: 1: 0 0 0 0 1 0 1: 1 0
: : :
: : Changes in Commitments from: September 7, 2021 :
: 9: -72 -105 -55 -107 150 -233 -9: 242 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 25.2 2.5 68.2 60.0 82.9 87.7: 17.1 12.3
Old : 100.0: 12.3 25.2 2.5 68.2 60.0 82.9 87.7: 17.1 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 : 46: 10 12 5 15 17 28 32:
Old : 46: 10 12 5 15 17 28 32:
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 : 52.3 53.7 62.4 64.5 51.3 50.1 61.4 61.0
Old : 52.3 53.6 62.4 64.5 51.3 50.1 61.4 61.0
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 14, 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 : 1,931,808: 379,296 402,436 48,663 1,355,859 1,349,169 1,783,817 1,800,268: 147,991 131,541
Old : 1,931,808: 379,296 402,436 48,663 1,355,859 1,349,169 1,783,817 1,800,268: 147,991 131,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2021 :
: -23,248: 584 -39,841 -10,428 -17,653 31,441 -27,497 -18,828: 4,249 -4,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 20.8 2.5 70.2 69.8 92.3 93.2: 7.7 6.8
Old : 100.0: 19.6 20.8 2.5 70.2 69.8 92.3 93.2: 7.7 6.8
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 : 311: 56 43 33 147 154 215 218:
Old : 311: 56 43 33 147 154 215 218:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 30.7 30.2 40.9 17.4 25.7 24.7 34.5
Old : 21.0 30.7 30.2 40.9 17.4 25.7 24.7 34.5
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 14, 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 : 4,521,853: 843,631 654,629 414,817 2,889,728 2,846,165 4,148,176 3,915,610: 373,678 606,243
Old : 4,521,853: 843,631 654,629 414,817 2,889,728 2,846,165 4,148,176 3,915,610: 373,678 606,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2021 :
: 32,398: 90,242 -54,293 3,377 -68,452 79,266 25,168 28,350: 7,230 4,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 14.5 9.2 63.9 62.9 91.7 86.6: 8.3 13.4
Old : 100.0: 18.7 14.5 9.2 63.9 62.9 91.7 86.6: 8.3 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 : 473: 75 93 90 226 253 350 387:
Old : 473: 75 93 90 226 253 350 387:
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 : 17.5 18.7 25.9 24.3 10.2 11.4 17.2 15.2
Old : 17.5 18.7 25.9 24.3 10.2 11.4 17.2 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, September 14, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,456,391: 218,434 125,476 4,278 1,105,815 1,032,301 1,328,527 1,162,055: 127,864 294,336
Old : 1,456,391: 218,434 125,476 4,278 1,105,815 1,032,301 1,328,527 1,162,055: 127,864 294,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2021 :
: 9,392: -2,370 -3,753 -11,468 15,331 24,939 1,493 9,718: 7,899 -326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 8.6 0.3 75.9 70.9 91.2 79.8: 8.8 20.2
Old : 100.0: 15.0 8.6 0.3 75.9 70.9 91.2 79.8: 8.8 20.2
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 : 162: 16 23 10 81 102 106 126:
Old : 162: 16 23 10 81 102 106 126:
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 : 28.2 23.1 41.3 31.8 27.9 21.1 40.6 28.5
Old : 28.2 23.1 41.3 31.8 27.9 21.1 40.6 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 3,690,788: 449,795 444,242 220,816 2,715,307 2,584,358 3,385,918 3,249,417: 304,870 441,371
Old : 3,690,788: 449,795 444,242 220,816 2,715,307 2,584,358 3,385,918 3,249,417: 304,870 441,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2021 :
: 126,718: 100,690 43,900 11,230 -2,097 59,792 109,823 114,922: 16,894 11,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 12.0 6.0 73.6 70.0 91.7 88.0: 8.3 12.0
Old : 100.0: 12.2 12.0 6.0 73.6 70.0 91.7 88.0: 8.3 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 52 56 51 159 182 236 264:
Old : 337: 52 56 51 159 182 236 264:
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 : 33.6 21.5 43.8 31.5 25.5 20.0 33.9 27.3
Old : 33.6 21.5 43.8 31.5 25.5 20.0 33.9 27.3
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 14, 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 : 1,061,119: 53,854 132,182 180,584 801,957 717,534 1,036,395 1,030,300: 24,724 30,819
Old : 1,061,119: 53,854 132,182 180,584 801,957 717,534 1,036,395 1,030,300: 24,724 30,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2021 :
: 65,968: 1,527 -8,084 16,057 49,642 60,432 67,226 68,405: -1,258 -2,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 12.5 17.0 75.6 67.6 97.7 97.1: 2.3 2.9
Old : 100.0: 5.1 12.5 17.0 75.6 67.6 97.7 97.1: 2.3 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 8 23 25 54 66 81 97:
Old : 100: 8 23 25 54 66 81 97:
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 : 30.4 25.2 48.6 42.3 20.5 13.4 29.4 20.5
Old : 30.4 25.2 48.6 42.3 20.5 13.4 29.4 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 60,733: 16,069 22,057 2,673 31,089 30,140 49,831 54,869: 10,902 5,864
Old : 60,733: 16,069 22,057 2,673 31,089 30,140 49,831 54,869: 10,902 5,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2021 :
: 7,188: -1,168 -292 1,056 6,305 6,253 6,192 7,017: 996 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 36.3 4.4 51.2 49.6 82.0 90.3: 18.0 9.7
Old : 100.0: 26.5 36.3 4.4 51.2 49.6 82.0 90.3: 18.0 9.7
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 : 118: 44 23 19 39 29 89 65:
Old : 118: 44 23 19 39 29 89 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 39.9 43.5 55.6 28.6 38.6 37.3 51.5
Old : 29.6 39.9 43.5 55.6 28.6 38.6 37.3 51.5
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 14, 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 : 121,467: 32,138 44,113 5,346 62,179 60,280 99,662 109,739: 21,804 11,728
Old : 121,467: 32,138 44,113 5,346 62,179 60,280 99,662 109,739: 21,804 11,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2021 :
: 14,377: -2,336 -583 2,111 12,609 12,505 12,384 14,034: 1,993 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 36.3 4.4 51.2 49.6 82.0 90.3: 18.0 9.7
Old : 100.0: 26.5 36.3 4.4 51.2 49.6 82.0 90.3: 18.0 9.7
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 : 118: 44 23 19 39 29 89 65:
Old : 118: 44 23 19 39 29 89 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 39.9 43.5 55.6 28.6 38.6 37.3 51.5
Old : 29.6 39.9 43.5 55.6 28.6 38.6 37.3 51.5
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 14, 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 : 44,996: 8,868 675 146 32,902 43,359 41,916 44,180: 3,080 816
Old : 44,996: 8,868 675 146 32,902 43,359 41,916 44,180: 3,080 816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2021 :
: 5,182: -753 235 68 5,746 4,456 5,061 4,759: 121 423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 1.5 0.3 73.1 96.4 93.2 98.2: 6.8 1.8
Old : 100.0: 19.7 1.5 0.3 73.1 96.4 93.2 98.2: 6.8 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 : 39: 9 2 2 24 13 34 16:
Old : 39: 9 2 2 24 13 34 16:
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 : 36.7 61.2 54.3 89.0 35.1 58.5 48.3 76.4
Old : 36.7 61.2 54.3 89.0 35.1 58.5 48.3 76.4
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 14, 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 : 39,139: 28,432 33,210 1,020 7,831 3,400 37,283 37,630: 1,856 1,509
Old : 39,139: 28,432 33,210 1,020 7,831 3,400 37,283 37,630: 1,856 1,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2021 :
: 569: 5,872 -1,728 874 -7,529 0 -783 -854: 1,352 1,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 84.9 2.6 20.0 8.7 95.3 96.1: 4.7 3.9
Old : 100.0: 72.6 84.9 2.6 20.0 8.7 95.3 96.1: 4.7 3.9
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 : 52: 35 12 3 4 1 41 14:
Old : 52: 35 12 3 4 1 41 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 : 52.1 78.2 74.4 94.0 51.8 78.2 74.1 92.2
Old : 52.1 78.2 74.4 94.0 51.8 78.2 74.1 92.2
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, September 14, 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 : 150,496: 28,013 54,080 46,125 76,356 50,223 150,494 150,428: 2 68
Old : 150,496: 28,013 54,080 46,125 76,356 50,223 150,494 150,428: 2 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2021 :
: 2,853: 1,109 11,897 4 1,749 -9,037 2,862 2,864: -9 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 35.9 30.6 50.7 33.4 100.0 100.0: 0.0 0.0
Old : 100.0: 18.6 35.9 30.6 50.7 33.4 100.0 100.0: 0.0 0.0
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 : 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 : 90.5 94.0 99.4 97.3 64.1 63.3 69.3 66.6
Old : 90.5 94.0 99.4 97.3 64.1 63.3 69.3 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 17, 2021