WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 430,091: 77,424 83,904 138,863 180,985 167,382 397,272 390,149: 32,819 39,942
Old : 365,313: 68,014 85,053 112,037 158,640 138,591 338,691 335,681: 26,622 29,632
Other: 64,778: 19,724 9,166 16,512 22,345 28,790 58,581 54,468: 6,197 10,309
: : :
: : Changes in Commitments from: September 21, 2021 :
: -1,176: -1,555 4,104 -5,993 4,605 2,240 -2,943 351: 1,767 -1,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 19.5 32.3 42.1 38.9 92.4 90.7: 7.6 9.3
Old : 100.0: 18.6 23.3 30.7 43.4 37.9 92.7 91.9: 7.3 8.1
Other: 100.0: 30.4 14.1 25.5 34.5 44.4 90.4 84.1: 9.6 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 109 94 128 91 117 274 277:
Old : 336: 104 100 116 87 114 257 268:
Other: 168: 38 29 30 44 77 99 126:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 11.4 26.6 19.2 14.6 6.8 21.7 12.1
Old : 17.9 12.1 27.9 20.2 16.3 9.7 24.1 16.0
Other: 24.3 21.9 40.0 34.5 19.0 15.2 29.9 22.7
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 15,323: 3,226 2,970 708 10,607 10,949 14,541 14,627: 783 697
Old : 14,923: 3,226 3,370 308 10,607 10,649 14,141 14,327: 783 597
Other: 400: 400 0 0 0 300 400 300: 0 100
: : :
: : Changes in Commitments from: September 21, 2021 :
: 181: 167 -320 250 -315 11 102 -59: 79 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 19.4 4.6 69.2 71.5 94.9 95.5: 5.1 4.5
Old : 100.0: 21.6 22.6 2.1 71.1 71.4 94.8 96.0: 5.2 4.0
Other: 100.0: 100.0 0.0 0.0 0.0 75.0 100.0 75.0: 0.0 25.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 2 3 7 14 14 17:
Old : 21: 5 2 2 7 13 13 16:
Other: 3: 1 0 0 0 2 1 2:
:----------------------------------------------------------------------------------------------------
: 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 : 68.4 64.9 83.4 78.8 62.9 57.2 72.2 69.0
Old : 70.3 66.6 85.7 80.9 64.6 61.4 74.1 72.9
Other: 100.0 75.0 100.0 75.0 100.0 75.0 100.0 75.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 244,526: 86,923 47,457 50,807 86,591 124,740 224,321 223,004: 20,205 21,522
Old : 222,768: 82,339 50,219 41,215 81,297 115,701 204,851 207,135: 17,917 15,633
Other: 21,758: 10,052 2,706 4,124 5,295 9,039 19,470 15,869: 2,288 5,889
: : :
: : Changes in Commitments from: September 21, 2021 :
: 445: 7,328 -2,027 -5,126 -740 7,263 1,462 110: -1,016 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 19.4 20.8 35.4 51.0 91.7 91.2: 8.3 8.8
Old : 100.0: 37.0 22.5 18.5 36.5 51.9 92.0 93.0: 8.0 7.0
Other: 100.0: 46.2 12.4 19.0 24.3 41.5 89.5 72.9: 10.5 27.1
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 89 43 70 83 90 200 179:
Old : 247: 86 46 65 81 87 194 173:
Other: 118: 24 21 15 24 60 57 88:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 18.5 21.5 30.2 12.1 15.7 19.2 26.1
Old : 13.7 19.2 23.1 31.4 13.1 17.8 21.1 29.2
Other: 31.9 17.5 48.0 29.7 24.9 14.3 36.6 21.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 1,824,772: 367,946 70,554 489,715 806,130 1,038,041 1,663,791 1,598,310: 160,981 226,463
Old : 1,697,335: 332,385 86,741 454,523 764,254 954,861 1,551,162 1,496,125: 146,173 201,210
Other: 127,438: 58,272 6,523 12,482 41,876 83,180 112,630 102,185: 14,808 25,253
: : :
: : Changes in Commitments from: September 21, 2021 :
: -805: 16,216 486 -12,452 -10,267 14,973 -6,503 3,008: 5,697 -3,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 3.9 26.8 44.2 56.9 91.2 87.6: 8.8 12.4
Old : 100.0: 19.6 5.1 26.8 45.0 56.3 91.4 88.1: 8.6 11.9
Other: 100.0: 45.7 5.1 9.8 32.9 65.3 88.4 80.2: 11.6 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 835: 195 109 191 402 447 677 683:
Old : 831: 187 117 189 396 443 667 679:
Other: 430: 49 46 31 108 288 171 351:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 13.2 20.3 20.2 11.0 11.1 16.9 16.4
Old : 13.5 13.0 20.8 20.0 11.7 10.6 17.6 15.8
Other: 31.9 20.6 45.0 32.1 31.5 20.3 43.9 31.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 5,052: 1,013 201 266 1,400 2,625 2,679 3,091: 2,373 1,961
Old : 4,892: 1,011 201 266 1,349 2,620 2,626 3,086: 2,265 1,806
Other: 161: 2 0 0 51 5 53 5: 108 156
: : :
: : Changes in Commitments from: September 21, 2021 :
: 214: -41 -3 10 99 -51 68 -44: 146 258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 4.0 5.3 27.7 51.9 53.0 61.2: 47.0 38.8
Old : 100.0: 20.7 4.1 5.4 27.6 53.6 53.7 63.1: 46.3 36.9
Other: 100.0: 1.1 0.0 0.0 31.8 3.1 32.8 3.1: 67.2 96.9
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 10 4 3 9 8 21 13:
Old : 26: 10 4 3 9 8 21 13:
Other: 5: 1 0 0 3 1 4 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 : 21.8 45.6 34.6 55.1 21.4 42.3 32.5 49.0
Old : 22.5 47.1 35.5 56.9 22.1 43.9 32.8 50.9
Other: 32.8 3.1 32.8 3.1 32.8 3.1 32.8 3.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 871,342: 123,496 66,686 236,888 454,079 485,223 814,463 788,797: 56,879 82,545
Old : 827,081: 116,025 71,545 220,944 438,016 461,073 774,985 753,562: 52,096 73,519
Other: 44,261: 17,177 4,847 6,238 16,063 24,150 39,478 35,235: 4,783 9,026
: : :
: : Changes in Commitments from: September 21, 2021 :
: 14,207: 3,496 -4,146 -2,075 11,019 18,813 12,440 12,592: 1,767 1,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 7.7 27.2 52.1 55.7 93.5 90.5: 6.5 9.5
Old : 100.0: 14.0 8.7 26.7 53.0 55.7 93.7 91.1: 6.3 8.9
Other: 100.0: 38.8 11.0 14.1 36.3 54.6 89.2 79.6: 10.8 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 605: 161 129 184 239 265 493 498:
Old : 603: 155 137 180 235 262 485 493:
Other: 263: 38 47 22 47 157 97 214:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 11.8 24.1 19.9 12.0 9.5 17.8 15.0
Old : 15.9 12.0 24.6 20.0 12.4 9.4 18.6 15.0
Other: 29.6 16.4 45.3 28.1 29.3 15.3 43.2 25.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 438,193: 83,752 34,298 108,084 218,080 273,289 409,916 415,671: 28,277 22,522
Old : 416,721: 83,748 37,673 99,463 206,454 258,347 389,664 395,482: 27,056 21,238
Other: 21,472: 4,341 963 4,284 11,626 14,942 20,252 20,189: 1,221 1,283
: : :
: : Changes in Commitments from: September 21, 2021 :
: -7,751: 1,903 -12,357 211 -10,646 6,452 -8,532 -5,695: 780 -2,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 7.8 24.7 49.8 62.4 93.5 94.9: 6.5 5.1
Old : 100.0: 20.1 9.0 23.9 49.5 62.0 93.5 94.9: 6.5 5.1
Other: 100.0: 20.2 4.5 20.0 54.1 69.6 94.3 94.0: 5.7 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 90 62 91 115 116 255 226:
Old : 303: 88 64 89 114 113 251 223:
Other: 60: 15 8 14 25 24 49 39:
:----------------------------------------------------------------------------------------------------
: 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 25.0 20.6 34.6 11.0 21.5 17.0 29.8
Old : 13.7 24.6 20.3 34.5 10.4 21.6 16.8 30.0
Other: 48.6 36.2 65.1 54.1 44.4 27.6 51.9 41.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,388,987: 110,533 228,482 95,349 977,162 868,410 1,183,044 1,192,240: 205,944 196,747
Old : 1,388,987: 110,533 228,482 95,349 977,162 868,410 1,183,044 1,192,240: 205,944 196,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 38,845: -7,507 13,744 12,567 27,587 6,492 32,647 32,803: 6,198 6,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 16.4 6.9 70.4 62.5 85.2 85.8: 14.8 14.2
Old : 100.0: 8.0 16.4 6.9 70.4 62.5 85.2 85.8: 14.8 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 : 193: 28 37 38 97 109 144 165:
Old : 193: 28 37 38 97 109 144 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 22.0 33.5 32.1 17.4 18.1 26.7 24.8
Old : 22.1 22.0 33.5 32.1 17.4 18.1 26.7 24.8
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 28, 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 : 1,244,870: 68,563 368,356 10,908 1,009,168 714,482 1,088,639 1,093,746: 156,231 151,124
Old : 1,244,870: 68,563 368,356 10,908 1,009,168 714,482 1,088,639 1,093,746: 156,231 151,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 1,596: -7,394 -2,366 954 12,032 -5,739 5,592 -7,151: -3,996 8,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 29.6 0.9 81.1 57.4 87.5 87.9: 12.5 12.1
Old : 100.0: 5.5 29.6 0.9 81.1 57.4 87.5 87.9: 12.5 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 : 157: 14 25 14 95 85 118 115:
Old : 157: 14 25 14 95 85 118 115:
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 : 21.2 31.1 33.7 45.3 18.2 29.2 29.7 41.5
Old : 21.2 31.1 33.7 45.3 18.2 29.2 29.7 41.5
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 28, 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 : 397,196: 69,063 63,967 84,689 195,066 219,585 348,818 368,241: 48,378 28,955
Old : 384,266: 67,945 66,012 80,087 189,251 210,387 337,283 356,486: 46,983 27,780
Other: 12,930: 3,727 565 1,993 5,815 9,198 11,535 11,755: 1,395 1,175
: : :
: : Changes in Commitments from: September 21, 2021 :
: -8,869: 3,777 -161 -3,243 -5,369 -3,929 -4,834 -7,333: -4,035 -1,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 16.1 21.3 49.1 55.3 87.8 92.7: 12.2 7.3
Old : 100.0: 17.7 17.2 20.8 49.2 54.8 87.8 92.8: 12.2 7.2
Other: 100.0: 28.8 4.4 15.4 45.0 71.1 89.2 90.9: 10.8 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 69 70 85 122 103 247 214:
Old : 289: 68 73 83 122 103 244 214:
Other: 70: 16 11 16 29 16 56 35:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 22.8 17.9 32.2 9.5 20.3 15.3 29.4
Old : 10.9 22.6 18.2 32.2 9.8 20.5 15.7 29.6
Other: 36.5 42.8 56.9 67.5 31.4 42.8 48.6 64.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 9,451: 2,244 1,413 421 5,146 6,587 7,811 8,422: 1,640 1,030
Old : 9,450: 2,244 1,413 421 5,146 6,586 7,811 8,421: 1,639 1,030
Other: 1: 0 0 0 0 1 0 1: 1 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 564: 486 -410 83 -292 732 277 405: 287 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 15.0 4.5 54.4 69.7 82.6 89.1: 17.4 10.9
Old : 100.0: 23.7 15.0 4.5 54.5 69.7 82.7 89.1: 17.3 10.9
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 : 51: 15 10 6 15 20 35 32:
Old : 51: 15 10 6 15 20 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 : 46.1 52.1 57.2 63.7 45.8 50.4 54.6 62.0
Old : 46.1 52.1 57.2 63.7 45.8 50.4 54.6 62.0
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 28, 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 : 1,850,078: 332,044 394,103 59,195 1,316,009 1,254,616 1,707,248 1,707,915: 142,830 142,163
Old : 1,850,078: 332,044 394,103 59,195 1,316,009 1,254,616 1,707,248 1,707,915: 142,830 142,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: -78,988: -49,747 -16,549 22,929 -43,497 -94,039 -70,315 -87,659: -8,672 8,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 21.3 3.2 71.1 67.8 92.3 92.3: 7.7 7.7
Old : 100.0: 17.9 21.3 3.2 71.1 67.8 92.3 92.3: 7.7 7.7
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 : 309: 50 41 30 157 151 219 210:
Old : 309: 50 41 30 157 151 219 210:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 31.2 26.4 41.0 13.9 25.5 20.7 33.7
Old : 18.0 31.2 26.4 41.0 13.9 25.5 20.7 33.7
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 28, 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 : 4,755,495: 871,072 667,482 459,884 3,076,301 2,987,340 4,407,257 4,114,706: 348,238 640,789
Old : 4,755,495: 871,072 667,482 459,884 3,076,301 2,987,340 4,407,257 4,114,706: 348,238 640,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 252,231: 103,091 7,990 71,139 88,628 127,704 262,857 206,833: -10,626 45,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 14.0 9.7 64.7 62.8 92.7 86.5: 7.3 13.5
Old : 100.0: 18.3 14.0 9.7 64.7 62.8 92.7 86.5: 7.3 13.5
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 : 453: 65 94 87 227 237 347 363:
Old : 453: 65 94 87 227 237 347 363:
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 : 16.6 17.6 24.9 24.6 10.4 11.5 18.2 16.0
Old : 16.6 17.6 24.9 24.6 10.4 11.5 18.2 16.0
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 28, 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 : 1,449,187: 232,658 156,811 5,202 1,080,055 1,002,002 1,317,915 1,164,015: 131,272 285,172
Old : 1,449,187: 232,658 156,811 5,202 1,080,055 1,002,002 1,317,915 1,164,015: 131,272 285,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 7,987: 10,516 20,900 798 -10,555 -23,265 759 -1,567: 7,228 9,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 10.8 0.4 74.5 69.1 90.9 80.3: 9.1 19.7
Old : 100.0: 16.1 10.8 0.4 74.5 69.1 90.9 80.3: 9.1 19.7
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 : 162: 16 24 12 81 102 106 129:
Old : 162: 16 24 12 81 102 106 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 22.4 41.7 30.4 27.8 20.5 41.0 27.7
Old : 28.0 22.4 41.7 30.4 27.8 20.5 41.0 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 3,938,974: 429,810 733,664 277,236 2,938,656 2,466,077 3,645,702 3,476,977: 293,272 461,997
Old : 3,938,974: 429,810 733,664 277,236 2,938,656 2,466,077 3,645,702 3,476,977: 293,272 461,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 177,076: -18,425 170,078 42,849 153,867 -60,188 178,291 152,739: -1,215 24,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 18.6 7.0 74.6 62.6 92.6 88.3: 7.4 11.7
Old : 100.0: 10.9 18.6 7.0 74.6 62.6 92.6 88.3: 7.4 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 : 345: 48 64 51 158 187 230 279:
Old : 345: 48 64 51 158 187 230 279:
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 : 33.5 18.1 42.4 26.9 26.2 16.7 33.7 24.1
Old : 33.5 18.1 42.4 26.9 26.2 16.7 33.7 24.1
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 28, 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 : 1,174,881: 57,226 144,207 181,516 917,366 818,304 1,156,108 1,144,027: 18,773 30,854
Old : 1,174,881: 57,226 144,207 181,516 917,366 818,304 1,156,108 1,144,027: 18,773 30,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 55,905: -2,185 -1,258 -1,197 64,605 61,348 61,223 58,893: -5,318 -2,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 12.3 15.4 78.1 69.6 98.4 97.4: 1.6 2.6
Old : 100.0: 4.9 12.3 15.4 78.1 69.6 98.4 97.4: 1.6 2.6
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 : 100: 8 23 25 56 66 84 96:
Old : 100: 8 23 25 56 66 84 96:
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 : 28.5 24.4 45.7 41.2 20.4 12.7 31.0 19.6
Old : 28.5 24.4 45.7 41.2 20.4 12.7 31.0 19.6
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 28, 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 : 49,420: 14,830 18,682 908 24,962 23,973 40,701 43,563: 8,719 5,857
Old : 49,420: 14,830 18,682 908 24,962 23,973 40,701 43,563: 8,719 5,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 1,341: 2,481 -2,106 -204 -515 3,440 1,762 1,130: -420 211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 37.8 1.8 50.5 48.5 82.4 88.1: 17.6 11.9
Old : 100.0: 30.0 37.8 1.8 50.5 48.5 82.4 88.1: 17.6 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 33 16 10 34 26 69 50:
Old : 97: 33 16 10 34 26 69 50:
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 : 35.3 47.4 47.0 65.0 35.1 47.4 44.3 63.9
Old : 35.3 47.4 47.0 65.0 35.1 47.4 44.3 63.9
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 28, 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 : 98,840: 29,661 37,364 1,817 49,924 47,945 81,402 87,126: 17,438 11,713
Old : 98,840: 29,661 37,364 1,817 49,924 47,945 81,402 87,126: 17,438 11,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 2,683: 4,962 -4,211 -408 -1,030 6,880 3,523 2,261: -841 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 37.8 1.8 50.5 48.5 82.4 88.1: 17.6 11.9
Old : 100.0: 30.0 37.8 1.8 50.5 48.5 82.4 88.1: 17.6 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 33 16 10 34 26 69 50:
Old : 97: 33 16 10 34 26 69 50:
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 : 35.3 47.4 47.0 65.0 35.1 47.4 44.3 63.9
Old : 35.3 47.4 47.0 65.0 35.1 47.4 44.3 63.9
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 28, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X DJ US REAL ESTATE INDEX) :
: : :
All : 41,445: 9,255 431 0 29,234 40,514 38,489 40,945: 2,956 500
Old : 41,445: 9,255 431 0 29,234 40,514 38,489 40,945: 2,956 500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 3,866: 461 0 0 3,196 3,954 3,657 3,954: 209 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 1.0 0.0 70.5 97.8 92.9 98.8: 7.1 1.2
Old : 100.0: 22.3 1.0 0.0 70.5 97.8 92.9 98.8: 7.1 1.2
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 : 36: 9 1 0 19 12 28 13:
Old : 36: 9 1 0 19 12 28 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 : 39.6 64.2 59.1 94.2 38.6 62.2 56.0 92.2
Old : 39.6 64.2 59.1 94.2 38.6 62.2 56.0 92.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 32,799: 18,750 28,368 2,356 11,193 2,016 32,299 32,740: 500 59
Old : 32,799: 18,750 28,368 2,356 11,193 2,016 32,299 32,740: 500 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 4,657: 560 4,030 630 3,402 0 4,592 4,660: 65 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 86.5 7.2 34.1 6.1 98.5 99.8: 1.5 0.2
Old : 100.0: 57.2 86.5 7.2 34.1 6.1 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 : 44: 27 11 3 5 1 35 12:
Old : 44: 27 11 3 5 1 35 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 : 48.5 85.8 74.7 98.4 48.5 84.4 74.7 91.2
Old : 48.5 85.8 74.7 98.4 48.5 84.4 74.7 91.2
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 28, 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 : 160,761: 30,028 48,731 55,279 75,454 56,683 160,761 160,693: 0 68
Old : 160,761: 30,028 48,731 55,279 75,454 56,683 160,761 160,693: 0 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 5,874: 1,555 -2,169 4,845 -522 3,178 5,878 5,854: -4 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 30.3 34.4 46.9 35.3 100.0 100.0: 0.0 0.0
Old : 100.0: 18.7 30.3 34.4 46.9 35.3 100.0 100.0: 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 : 89.7 93.7 99.3 97.3 59.1 59.3 65.6 62.9
Old : 89.7 93.7 99.3 97.3 59.1 59.3 65.6 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 01, 2021