WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 431,266: 78,979 79,800 144,856 176,380 165,141 400,215 389,798: 31,052 41,469
Old : 371,056: 70,271 81,207 120,378 155,721 138,398 346,371 339,983: 24,685 31,073
Other: 60,211: 18,910 8,796 14,275 20,659 26,744 53,844 49,815: 6,367 10,396
: : :
: : Changes in Commitments from: September 14, 2021 :
: -3,000: -6,240 -3,231 750 568 -1,052 -4,922 -3,534: 1,922 533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 18.5 33.6 40.9 38.3 92.8 90.4: 7.2 9.6
Old : 100.0: 18.9 21.9 32.4 42.0 37.3 93.3 91.6: 6.7 8.4
Other: 100.0: 31.4 14.6 23.7 34.3 44.4 89.4 82.7: 10.6 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 354: 120 93 136 93 114 284 282:
Old : 347: 115 98 128 90 111 271 275:
Other: 164: 36 29 33 42 75 98 125:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 11.2 26.2 19.6 14.3 6.8 21.0 12.1
Old : 18.4 12.1 27.2 20.7 15.9 9.5 23.1 15.4
Other: 25.6 21.7 40.1 33.8 20.3 16.0 31.5 23.5
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 15,142: 3,059 3,290 458 10,922 10,938 14,439 14,686: 704 457
Old : 15,142: 3,059 3,290 458 10,922 10,938 14,439 14,686: 704 457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -148: -113 173 -87 204 -196 4 -110: -152 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 21.7 3.0 72.1 72.2 95.4 97.0: 4.6 3.0
Old : 100.0: 20.2 21.7 3.0 72.1 72.2 95.4 97.0: 4.6 3.0
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 : 23: 5 3 2 8 13 14 17:
Old : 23: 5 3 2 8 13 14 17:
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 : 69.7 66.7 84.5 81.4 62.9 62.0 72.0 72.2
Old : 69.7 66.7 84.5 81.4 62.9 62.0 72.0 72.2
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 21, 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 : 244,081: 79,595 49,484 55,933 87,331 117,477 222,860 222,894: 21,221 21,187
Old : 224,185: 75,241 52,019 47,477 82,449 108,818 205,168 208,314: 19,017 15,871
Other: 19,895: 9,823 2,934 2,987 4,882 8,659 17,692 14,579: 2,204 5,316
: : :
: : Changes in Commitments from: September 14, 2021 :
: 321: 558 573 509 -1,246 -2,282 -179 -1,200: 501 1,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 20.3 22.9 35.8 48.1 91.3 91.3: 8.7 8.7
Old : 100.0: 33.6 23.2 21.2 36.8 48.5 91.5 92.9: 8.5 7.1
Other: 100.0: 49.4 14.7 15.0 24.5 43.5 88.9 73.3: 11.1 26.7
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 81 51 71 82 86 195 181:
Old : 249: 81 52 66 80 83 190 174:
Other: 119: 21 25 15 22 60 55 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 : 13.3 17.6 22.4 29.9 12.8 16.0 21.0 26.5
Old : 13.9 18.2 23.5 31.1 13.6 17.1 22.0 29.3
Other: 33.7 17.7 47.4 30.4 28.0 15.0 39.4 22.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 1,825,578: 351,731 70,067 502,167 816,396 1,023,067 1,670,294 1,595,301: 155,284 230,276
Old : 1,705,402: 319,603 86,180 467,606 776,486 944,768 1,563,694 1,498,554: 141,708 206,848
Other: 120,176: 54,858 6,618 11,830 39,910 78,299 106,599 96,748: 13,576 23,428
: : :
: : Changes in Commitments from: September 14, 2021 :
: 6,094: -1,502 -5,611 5,758 -1,975 2,315 2,280 2,461: 3,814 3,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 3.8 27.5 44.7 56.0 91.5 87.4: 8.5 12.6
Old : 100.0: 18.7 5.1 27.4 45.5 55.4 91.7 87.9: 8.3 12.1
Other: 100.0: 45.6 5.5 9.8 33.2 65.2 88.7 80.5: 11.3 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 839: 189 113 197 407 453 683 692:
Old : 837: 187 118 193 401 450 673 688:
Other: 423: 49 43 28 104 282 164 343:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 13.6 20.5 20.7 11.2 11.3 17.1 16.4
Old : 13.7 13.3 21.0 20.4 11.8 10.8 17.7 15.7
Other: 32.5 21.4 46.1 32.3 32.1 21.2 45.1 31.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 4,839: 1,054 203 256 1,301 2,676 2,611 3,135: 2,228 1,703
Old : 4,729: 1,054 203 256 1,250 2,671 2,560 3,130: 2,169 1,598
Other: 110: 0 0 0 51 5 51 5: 59 105
: : :
: : Changes in Commitments from: September 14, 2021 :
: 148: 41 27 -7 35 -33 68 -13: 80 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 4.2 5.3 26.9 55.3 54.0 64.8: 46.0 35.2
Old : 100.0: 22.3 4.3 5.4 26.4 56.5 54.1 66.2: 45.9 33.8
Other: 100.0: 0.0 0.0 0.0 46.4 4.5 46.4 4.5: 53.6 95.5
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 10 4 3 10 8 22 13:
Old : 27: 10 4 3 10 8 22 13:
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 : 19.8 47.1 32.5 58.9 19.1 44.3 31.3 53.6
Old : 20.2 48.2 33.2 60.3 19.7 45.4 31.6 55.1
Other: 46.4 4.5 46.4 4.5 46.4 4.5 46.4 4.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 857,135: 120,000 70,832 238,963 443,059 466,410 802,023 776,205: 55,112 80,930
Old : 817,482: 112,648 74,944 225,670 428,201 443,630 766,519 744,244: 50,963 73,238
Other: 39,652: 14,900 3,435 5,746 14,858 22,780 35,504 31,961: 4,149 7,692
: : :
: : Changes in Commitments from: September 14, 2021 :
: 11,875: -5,663 2,029 6,335 10,988 1,076 11,659 9,440: 216 2,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 8.3 27.9 51.7 54.4 93.6 90.6: 6.4 9.4
Old : 100.0: 13.8 9.2 27.6 52.4 54.3 93.8 91.0: 6.2 9.0
Other: 100.0: 37.6 8.7 14.5 37.5 57.4 89.5 80.6: 10.5 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 606: 154 139 186 235 265 493 496:
Old : 603: 149 145 182 231 264 484 493:
Other: 255: 41 35 23 43 161 95 209:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 11.2 23.8 19.3 11.6 9.1 17.4 14.4
Old : 15.7 11.4 24.2 19.6 12.0 9.0 18.1 14.4
Other: 32.1 17.8 48.0 29.8 31.7 16.8 45.3 28.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 20,738: 18,303 633 51 7 7,631 18,361 8,315: 2,377 12,423
Old : 18,104: 16,536 621 51 7 6,156 16,594 6,828: 1,510 11,276
Other: 2,634: 1,767 12 0 0 1,475 1,767 1,487: 867 1,147
: : :
: : Changes in Commitments from: September 14, 2021 :
: -652: 0 -18 -4 -3 -1,019 -7 -1,041: -645 389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 3.1 0.2 0.0 36.8 88.5 40.1: 11.5 59.9
Old : 100.0: 91.3 3.4 0.3 0.0 34.0 91.7 37.7: 8.3 62.3
Other: 100.0: 67.1 0.5 0.0 0.0 56.0 67.1 56.5: 32.9 43.5
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 3 3 2 15 8 21:
Old : 24: 6 3 3 2 15 8 21:
Other: 19: 3 2 0 0 14 3 16:
:----------------------------------------------------------------------------------------------------
: 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 : 86.2 21.0 88.5 29.7 86.0 21.0 88.3 29.7
Old : 89.0 17.0 91.7 26.3 88.7 17.0 91.3 26.3
Other: 67.1 50.9 67.1 53.9 67.1 50.9 67.1 53.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 445,944: 81,849 46,656 107,873 228,726 266,838 418,447 421,366: 27,497 24,578
Old : 425,414: 81,988 50,051 99,706 217,403 252,167 399,097 401,924: 26,317 23,490
Other: 20,530: 4,483 1,227 3,544 11,323 14,671 19,350 19,442: 1,180 1,088
: : :
: : Changes in Commitments from: September 14, 2021 :
: -54: -1,692 6,263 1,511 691 -9,606 509 -1,833: -563 1,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 10.5 24.2 51.3 59.8 93.8 94.5: 6.2 5.5
Old : 100.0: 19.3 11.8 23.4 51.1 59.3 93.8 94.5: 6.2 5.5
Other: 100.0: 21.8 6.0 17.3 55.2 71.5 94.3 94.7: 5.7 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 91 68 90 118 115 260 230:
Old : 314: 90 69 88 117 112 256 227:
Other: 59: 14 9 13 24 22 46 38:
:----------------------------------------------------------------------------------------------------
: 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 23.5 20.6 33.0 11.0 19.5 16.7 27.2
Old : 13.2 23.0 20.2 32.7 10.5 19.5 16.5 27.1
Other: 50.0 37.3 67.5 57.6 45.8 28.8 53.8 43.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 1,350,143: 118,040 214,738 82,782 949,575 861,917 1,150,397 1,159,437: 199,746 190,705
Old : 1,350,143: 118,040 214,738 82,782 949,575 861,917 1,150,397 1,159,437: 199,746 190,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -37,336: -21,014 4,766 -6,939 -992 -28,638 -28,944 -30,810: -8,391 -6,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 15.9 6.1 70.3 63.8 85.2 85.9: 14.8 14.1
Old : 100.0: 8.7 15.9 6.1 70.3 63.8 85.2 85.9: 14.8 14.1
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 : 195: 23 40 37 103 111 149 165:
Old : 195: 23 40 37 103 111 149 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 23.6 34.1 35.1 17.9 19.7 27.4 26.4
Old : 23.2 23.6 34.1 35.1 17.9 19.7 27.4 26.4
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 21, 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 : 1,243,274: 75,958 370,722 9,954 997,136 720,222 1,083,047 1,100,897: 160,227 142,377
Old : 1,243,274: 75,958 370,722 9,954 997,136 720,222 1,083,047 1,100,897: 160,227 142,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -3,434: 918 -6,106 -8,916 11,106 11,027 3,107 -3,995: -6,541 561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 29.8 0.8 80.2 57.9 87.1 88.5: 12.9 11.5
Old : 100.0: 6.1 29.8 0.8 80.2 57.9 87.1 88.5: 12.9 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 : 160: 15 25 15 94 87 118 118:
Old : 160: 15 25 15 94 87 118 118:
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 : 21.3 31.6 33.4 46.1 18.2 29.7 29.5 41.9
Old : 21.3 31.6 33.4 46.1 18.2 29.7 29.5 41.9
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 21, 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 : 406,065: 65,286 64,128 87,932 200,435 223,514 353,652 375,574: 52,413 30,491
Old : 393,302: 64,204 66,160 83,192 194,988 214,587 342,383 363,938: 50,919 29,364
Other: 12,763: 3,911 798 1,911 5,447 8,927 11,269 11,636: 1,494 1,127
: : :
: : Changes in Commitments from: September 14, 2021 :
: 4,505: -2,262 -3,403 8,398 -4,460 -1,364 1,676 3,631: 2,828 874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 15.8 21.7 49.4 55.0 87.1 92.5: 12.9 7.5
Old : 100.0: 16.3 16.8 21.2 49.6 54.6 87.1 92.5: 12.9 7.5
Other: 100.0: 30.6 6.2 15.0 42.7 69.9 88.3 91.2: 11.7 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 67 69 81 123 102 243 211:
Old : 286: 65 73 79 123 101 240 210:
Other: 65: 12 11 14 27 16 49 34:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 21.3 18.5 31.1 9.2 18.8 15.0 27.9
Old : 11.4 21.1 18.8 31.0 9.5 18.9 15.4 28.0
Other: 40.8 42.9 61.2 66.8 35.9 42.9 52.8 66.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 8,888: 1,758 1,823 338 5,438 5,855 7,534 8,017: 1,353 871
Old : 8,887: 1,758 1,823 338 5,438 5,854 7,534 8,016: 1,352 871
Other: 1: 0 0 0 0 1 0 1: 1 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 512: 730 -288 132 -270 832 591 676: -79 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 20.5 3.8 61.2 65.9 84.8 90.2: 15.2 9.8
Old : 100.0: 19.8 20.5 3.8 61.2 65.9 84.8 90.2: 15.2 9.8
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: 15 13 6 15 17 35 32:
Old : 52: 15 13 6 15 17 35 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 : 46.5 53.1 58.7 64.0 44.8 49.2 55.9 60.1
Old : 46.5 53.1 58.7 64.0 44.8 49.2 55.9 60.1
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 21, 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 : 1,929,066: 381,791 410,653 36,266 1,359,506 1,348,655 1,777,563 1,795,574: 151,503 133,492
Old : 1,929,066: 381,791 410,653 36,266 1,359,506 1,348,655 1,777,563 1,795,574: 151,503 133,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -2,743: 2,495 8,217 -12,396 3,647 -514 -6,254 -4,694: 3,511 1,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 21.3 1.9 70.5 69.9 92.1 93.1: 7.9 6.9
Old : 100.0: 19.8 21.3 1.9 70.5 69.9 92.1 93.1: 7.9 6.9
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 : 308: 51 48 34 145 152 208 222:
Old : 308: 51 48 34 145 152 208 222:
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 30.8 29.7 40.7 17.5 26.4 24.3 35.1
Old : 21.0 30.8 29.7 40.7 17.5 26.4 24.3 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 4,503,264: 767,981 659,492 388,745 2,987,673 2,859,636 4,144,400 3,907,873: 358,864 595,391
Old : 4,503,264: 767,981 659,492 388,745 2,987,673 2,859,636 4,144,400 3,907,873: 358,864 595,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -18,590: -75,650 4,863 -26,071 97,946 13,471 -3,776 -7,738: -14,814 -10,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 14.6 8.6 66.3 63.5 92.0 86.8: 8.0 13.2
Old : 100.0: 17.1 14.6 8.6 66.3 63.5 92.0 86.8: 8.0 13.2
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 : 460: 58 100 91 231 249 350 379:
Old : 460: 58 100 91 231 249 350 379:
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 18.9 25.7 25.0 10.3 12.0 17.5 15.8
Old : 17.5 18.9 25.7 25.0 10.3 12.0 17.5 15.8
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 21, 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 : 1,441,200: 222,142 135,911 4,404 1,090,610 1,025,267 1,317,156 1,165,582: 124,044 275,618
Old : 1,441,200: 222,142 135,911 4,404 1,090,610 1,025,267 1,317,156 1,165,582: 124,044 275,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -15,191: 3,708 10,435 126 -15,205 -7,034 -11,371 3,527: -3,820 -18,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 9.4 0.3 75.7 71.1 91.4 80.9: 8.6 19.1
Old : 100.0: 15.4 9.4 0.3 75.7 71.1 91.4 80.9: 8.6 19.1
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 : 162: 15 24 11 80 103 104 129:
Old : 162: 15 24 11 80 103 104 129:
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 : 28.1 22.8 41.4 31.4 27.9 20.8 40.9 27.8
Old : 28.1 22.8 41.4 31.4 27.9 20.8 40.9 27.8
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 21, 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 : 3,761,898: 448,234 563,585 234,388 2,784,788 2,526,265 3,467,410 3,324,238: 294,487 437,659
Old : 3,761,898: 448,234 563,585 234,388 2,784,788 2,526,265 3,467,410 3,324,238: 294,487 437,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 71,110: -1,561 119,343 13,571 69,482 -58,093 81,492 74,822: -10,383 -3,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 15.0 6.2 74.0 67.2 92.2 88.4: 7.8 11.6
Old : 100.0: 11.9 15.0 6.2 74.0 67.2 92.2 88.4: 7.8 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 52 57 52 157 184 234 268:
Old : 337: 52 57 52 157 184 234 268:
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 : 33.4 17.9 43.6 27.5 25.7 16.0 34.0 23.5
Old : 33.4 17.9 43.6 27.5 25.7 16.0 34.0 23.5
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 21, 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 : 1,118,976: 59,411 145,465 182,713 852,761 756,956 1,094,885 1,085,134: 24,091 33,842
Old : 1,118,976: 59,411 145,465 182,713 852,761 756,956 1,094,885 1,085,134: 24,091 33,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 57,857: 5,557 13,283 2,129 50,804 39,422 58,490 54,834: -633 3,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 13.0 16.3 76.2 67.6 97.8 97.0: 2.2 3.0
Old : 100.0: 5.3 13.0 16.3 76.2 67.6 97.8 97.0: 2.2 3.0
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 : 98: 7 22 23 53 66 78 95:
Old : 98: 7 22 23 53 66 78 95:
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 : 28.9 25.4 47.3 41.6 20.7 12.9 31.6 18.6
Old : 28.9 25.4 47.3 41.6 20.7 12.9 31.6 18.6
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 21, 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 : 48,078: 12,350 20,788 1,113 25,477 20,533 38,939 42,433: 9,139 5,646
Old : 48,078: 12,350 20,788 1,113 25,477 20,533 38,939 42,433: 9,139 5,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -12,655: -3,720 -1,269 -1,560 -5,612 -9,607 -10,892 -12,437: -1,763 -218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 43.2 2.3 53.0 42.7 81.0 88.3: 19.0 11.7
Old : 100.0: 25.7 43.2 2.3 53.0 42.7 81.0 88.3: 19.0 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 : 105: 33 21 11 35 24 71 53:
Old : 105: 33 21 11 35 24 71 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 48.2 47.3 61.9 33.9 48.2 44.2 61.9
Old : 35.4 48.2 47.3 61.9 33.9 48.2 44.2 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 96,157: 24,699 41,575 2,225 50,954 41,065 77,878 84,865: 18,279 11,291
Old : 96,157: 24,699 41,575 2,225 50,954 41,065 77,878 84,865: 18,279 11,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -25,310: -7,439 -2,538 -3,121 -11,225 -19,215 -21,784 -24,873: -3,526 -437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 43.2 2.3 53.0 42.7 81.0 88.3: 19.0 11.7
Old : 100.0: 25.7 43.2 2.3 53.0 42.7 81.0 88.3: 19.0 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 : 105: 33 21 11 35 24 71 53:
Old : 105: 33 21 11 35 24 71 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 48.2 47.3 61.9 33.9 48.2 44.2 61.9
Old : 35.4 48.2 47.3 61.9 33.9 48.2 44.2 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 37,579: 8,794 431 0 26,038 36,560 34,832 36,991: 2,747 588
Old : 37,579: 8,794 431 0 26,038 36,560 34,832 36,991: 2,747 588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -7,417: -74 -244 -146 -6,864 -6,799 -7,084 -7,189: -333 -228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 1.1 0.0 69.3 97.3 92.7 98.4: 7.3 1.6
Old : 100.0: 23.4 1.1 0.0 69.3 97.3 92.7 98.4: 7.3 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: 9 1 0 18 12 27 13:
Old : 36: 9 1 0 18 12 27 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 : 43.6 62.4 61.0 93.8 42.5 62.4 59.8 91.3
Old : 43.6 62.4 61.0 93.8 42.5 62.4 59.8 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, September 21, 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 : 28,142: 18,190 24,338 1,726 7,791 2,016 27,707 28,080: 435 62
Old : 28,142: 18,190 24,338 1,726 7,791 2,016 27,707 28,080: 435 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -10,997: -10,242 -8,872 706 -40 -1,384 -9,576 -9,550: -1,421 -1,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 86.5 6.1 27.7 7.2 98.5 99.8: 1.5 0.2
Old : 100.0: 64.6 86.5 6.1 27.7 7.2 98.5 99.8: 1.5 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 : 43: 27 11 2 4 1 33 12:
Old : 43: 27 11 2 4 1 33 12:
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 : 52.3 86.4 80.7 98.0 52.3 82.0 79.4 91.9
Old : 52.3 86.4 80.7 98.0 52.3 82.0 79.4 91.9
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 21, 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 : 154,887: 28,473 50,900 50,434 75,976 53,505 154,883 154,839: 4 48
Old : 154,887: 28,473 50,900 50,434 75,976 53,505 154,883 154,839: 4 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 4,391: 460 -3,180 4,309 -380 3,282 4,389 4,411: 2 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 32.9 32.6 49.1 34.5 100.0 100.0: 0.0 0.0
Old : 100.0: 18.4 32.9 32.6 49.1 34.5 100.0 100.0: 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 : 31: 6 8 1 4 14 11 22:
Old : 31: 6 8 1 4 14 11 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.5 94.0 99.3 97.5 61.8 61.4 67.4 64.9
Old : 90.5 94.0 99.3 97.5 61.8 61.4 67.4 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 24, 2021