WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 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 : 470,730: 83,724 95,073 163,544 189,236 170,195 436,504 428,812: 34,226 41,918
Old : 392,100: 71,774 93,698 135,215 156,800 133,493 363,789 362,406: 28,311 29,694
Other: 78,630: 23,329 12,754 16,950 32,436 36,702 72,715 66,406: 5,915 12,224
: : :
: : Changes in Commitments from: October 5, 2021 :
: 11,212: -3,104 11,420 6,403 6,645 -5,086 9,944 12,737: 1,268 -1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 20.2 34.7 40.2 36.2 92.7 91.1: 7.3 8.9
Old : 100.0: 18.3 23.9 34.5 40.0 34.0 92.8 92.4: 7.2 7.6
Other: 100.0: 29.7 16.2 21.6 41.3 46.7 92.5 84.5: 7.5 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 122 103 141 102 120 306 297:
Old : 368: 126 100 129 95 117 288 287:
Other: 182: 44 32 31 53 82 112 136:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 9.7 23.1 16.1 12.7 5.6 18.7 10.4
Old : 14.4 10.9 24.2 17.9 13.0 7.5 19.7 13.1
Other: 22.9 18.9 39.6 30.2 20.1 14.5 33.0 22.3
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 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 : 12,219: 1,707 252 2,258 7,723 9,500 11,688 12,010: 531 209
Old : 10,199: 1,479 1,894 566 7,623 7,630 9,668 10,090: 531 109
Other: 2,020: 1,920 50 0 100 1,870 2,020 1,920: 0 100
: : :
: : Changes in Commitments from: October 5, 2021 :
: 186: -203 -2,195 1,050 -813 1,594 34 449: 152 -263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 2.1 18.5 63.2 77.7 95.7 98.3: 4.3 1.7
Old : 100.0: 14.5 18.6 5.5 74.7 74.8 94.8 98.9: 5.2 1.1
Other: 100.0: 95.0 2.5 0.0 5.0 92.6 100.0 95.0: 0.0 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 1 3 5 14 12 17:
Old : 22: 5 2 2 5 13 11 16:
Other: 8: 1 1 0 1 6 2 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.6 57.1 87.4 77.9 54.1 45.7 61.9 57.0
Old : 75.4 66.0 87.8 81.6 70.0 66.0 80.4 78.3
Other: 100.0 81.7 100.0 95.0 95.0 76.7 95.0 90.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 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 : 260,494: 88,971 46,643 61,420 87,208 130,448 237,599 238,511: 22,895 21,983
Old : 230,456: 86,642 52,570 46,316 76,543 116,463 209,501 215,349: 20,956 15,108
Other: 30,038: 12,770 4,513 4,664 10,665 13,985 28,099 23,162: 1,939 6,875
: : :
: : Changes in Commitments from: October 5, 2021 :
: 4,437: -1,127 685 1,806 3,234 1,316 3,913 3,806: 524 631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 17.9 23.6 33.5 50.1 91.2 91.6: 8.8 8.4
Old : 100.0: 37.6 22.8 20.1 33.2 50.5 90.9 93.4: 9.1 6.6
Other: 100.0: 42.5 15.0 15.5 35.5 46.6 93.5 77.1: 6.5 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 88 48 76 86 92 206 189:
Old : 255: 87 51 66 85 87 197 180:
Other: 136: 31 23 17 29 66 66 100:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 19.0 22.4 31.0 11.8 15.2 18.6 25.9
Old : 15.0 19.8 24.2 32.7 12.9 17.8 19.9 29.8
Other: 32.0 19.7 49.2 31.2 27.0 14.5 42.2 25.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 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 : 1,830,438: 379,065 88,803 474,517 804,575 1,034,898 1,658,157 1,598,218: 172,281 232,220
Old : 1,679,065: 341,708 108,434 432,511 753,125 935,456 1,527,344 1,476,401: 151,721 202,664
Other: 151,373: 64,464 7,476 14,899 51,451 99,442 130,813 121,817: 20,560 29,557
: : :
: : Changes in Commitments from: October 5, 2021 :
: 4,100: -8,419 12,346 -10,564 20,003 -1,842 1,020 -60: 3,080 4,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 4.9 25.9 44.0 56.5 90.6 87.3: 9.4 12.7
Old : 100.0: 20.4 6.5 25.8 44.9 55.7 91.0 87.9: 9.0 12.1
Other: 100.0: 42.6 4.9 9.8 34.0 65.7 86.4 80.5: 13.6 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 840: 204 111 202 403 439 694 680:
Old : 831: 191 121 200 394 432 678 672:
Other: 446: 52 47 29 119 300 186 361:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 13.3 19.8 20.3 10.9 11.3 16.9 16.8
Old : 12.7 13.1 20.6 20.0 11.7 11.0 17.8 15.9
Other: 26.9 19.7 39.1 30.2 26.9 19.5 38.4 29.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 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 : 5,696: 798 120 480 1,733 2,737 3,011 3,336: 2,685 2,360
Old : 5,411: 792 153 447 1,667 2,730 2,905 3,329: 2,506 2,082
Other: 285: 39 0 0 66 7 105 7: 179 278
: : :
: : Changes in Commitments from: October 5, 2021 :
: 391: -142 8 219 147 -25 224 202: 167 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 2.1 8.4 30.4 48.0 52.9 58.6: 47.1 41.4
Old : 100.0: 14.6 2.8 8.3 30.8 50.4 53.7 61.5: 46.3 38.5
Other: 100.0: 13.8 0.0 0.0 23.2 2.5 37.0 2.5: 63.0 97.5
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 9 3 4 11 10 22 15:
Old : 25: 8 4 4 11 10 22 15:
Other: 7: 2 0 0 4 2 6 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 : 22.6 37.5 36.1 49.6 21.6 33.1 31.7 41.0
Old : 23.7 39.5 37.1 52.2 22.7 34.9 32.6 43.5
Other: 34.1 2.5 37.0 2.5 33.4 0.7 35.3 0.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 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 : 978,147: 118,884 79,734 288,443 513,049 511,559 920,376 879,736: 57,771 98,411
Old : 918,743: 105,484 80,801 271,616 488,315 481,442 865,415 833,859: 53,328 84,883
Other: 59,404: 20,234 5,766 9,993 24,734 30,117 54,961 45,876: 4,443 13,528
: : :
: : Changes in Commitments from: October 5, 2021 :
: 69,947: -3,078 7,926 22,751 48,618 30,962 68,290 61,639: 1,657 8,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 8.2 29.5 52.5 52.3 94.1 89.9: 5.9 10.1
Old : 100.0: 11.5 8.8 29.6 53.2 52.4 94.2 90.8: 5.8 9.2
Other: 100.0: 34.1 9.7 16.8 41.6 50.7 92.5 77.2: 7.5 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 614: 166 138 208 237 254 505 515:
Old : 610: 160 145 201 234 250 496 507:
Other: 284: 36 58 28 58 159 112 230:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 10.2 24.7 18.3 13.2 8.1 18.8 13.1
Old : 16.6 9.9 25.3 18.2 13.7 8.1 19.4 13.1
Other: 27.2 18.2 40.9 27.8 26.0 14.5 38.2 22.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 460,957: 101,296 29,382 110,659 218,004 300,117 429,959 440,158: 30,998 20,799
Old : 437,593: 100,572 32,260 100,874 206,613 284,971 408,059 418,106: 29,534 19,487
Other: 23,364: 4,409 807 6,099 11,392 15,146 21,900 22,052: 1,464 1,312
: : :
: : Changes in Commitments from: October 5, 2021 :
: 12,425: -1,206 4,206 1,106 11,799 6,855 11,698 12,167: 727 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 6.4 24.0 47.3 65.1 93.3 95.5: 6.7 4.5
Old : 100.0: 23.0 7.4 23.1 47.2 65.1 93.3 95.5: 6.7 4.5
Other: 100.0: 18.9 3.5 26.1 48.8 64.8 93.7 94.4: 6.3 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 98 56 96 106 114 256 227:
Old : 304: 97 57 95 105 111 253 224:
Other: 63: 14 11 15 27 22 52 40:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 27.9 19.0 37.0 10.2 25.8 15.5 33.2
Old : 12.1 27.7 18.7 37.0 9.7 26.0 15.5 33.8
Other: 42.3 40.6 63.0 60.4 38.5 30.7 45.3 42.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 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 : 1,398,933: 104,433 188,228 115,508 997,035 893,109 1,216,976 1,196,844: 181,957 202,089
Old : 1,398,933: 104,433 188,228 115,508 997,035 893,109 1,216,976 1,196,844: 181,957 202,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2021 :
: 5,300: 5,744 -22,447 10,902 -7,910 12,533 8,737 988: -3,436 4,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 13.5 8.3 71.3 63.8 87.0 85.6: 13.0 14.4
Old : 100.0: 7.5 13.5 8.3 71.3 63.8 87.0 85.6: 13.0 14.4
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 : 202: 24 42 43 106 119 156 178:
Old : 202: 24 42 43 106 119 156 178:
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 : 22.2 21.4 33.8 30.8 16.5 16.7 26.0 22.5
Old : 22.2 21.4 33.8 30.8 16.5 16.7 26.0 22.5
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, October 12, 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 : 1,217,200: 54,901 368,321 11,699 998,817 681,408 1,065,416 1,061,427: 151,783 155,773
Old : 1,217,200: 54,901 368,321 11,699 998,817 681,408 1,065,416 1,061,427: 151,783 155,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2021 :
: -5,658: -794 -1,008 154 -9,881 -3,122 -10,522 -3,977: 4,864 -1,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 30.3 1.0 82.1 56.0 87.5 87.2: 12.5 12.8
Old : 100.0: 4.5 30.3 1.0 82.1 56.0 87.5 87.2: 12.5 12.8
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 : 152: 13 25 15 93 85 114 117:
Old : 152: 13 25 15 93 85 114 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 32.6 35.2 46.1 19.4 31.0 31.3 42.4
Old : 22.3 32.6 35.2 46.1 19.4 31.0 31.3 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 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 : 470,906: 65,257 85,850 116,183 233,149 236,325 414,589 438,359: 56,316 32,547
Old : 449,382: 67,484 88,363 106,092 221,620 224,034 395,196 418,489: 54,186 30,892
Other: 21,524: 4,219 3,933 3,646 11,529 12,291 19,394 19,870: 2,130 1,654
: : :
: : Changes in Commitments from: October 5, 2021 :
: 25,952: 360 8,057 8,900 12,835 6,138 22,095 23,095: 3,858 2,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 18.2 24.7 49.5 50.2 88.0 93.1: 12.0 6.9
Old : 100.0: 15.0 19.7 23.6 49.3 49.9 87.9 93.1: 12.1 6.9
Other: 100.0: 19.6 18.3 16.9 53.6 57.1 90.1 92.3: 9.9 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 78 80 89 126 109 262 233:
Old : 313: 79 83 86 126 107 258 231:
Other: 88: 14 17 16 41 24 68 46:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 18.9 16.8 28.5 8.6 17.0 13.8 25.5
Old : 9.9 19.2 17.0 28.8 8.9 17.7 14.2 26.5
Other: 36.5 33.7 51.9 52.0 32.7 33.2 42.9 51.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 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 : 9,202: 2,091 1,420 408 5,143 6,314 7,643 8,142: 1,559 1,060
Old : 9,201: 2,091 1,420 408 5,143 6,313 7,643 8,141: 1,558 1,060
Other: 1: 0 0 0 0 1 0 1: 1 0
: : :
: : Changes in Commitments from: October 5, 2021 :
: -217: 28 73 31 -335 -203 -276 -100: 59 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 15.4 4.4 55.9 68.6 83.1 88.5: 16.9 11.5
Old : 100.0: 22.7 15.4 4.4 55.9 68.6 83.1 88.5: 16.9 11.5
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 : 49: 12 10 6 15 20 32 33:
Old : 49: 12 10 6 15 20 32 33:
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 : 47.6 49.4 58.9 61.7 47.6 46.9 56.9 59.2
Old : 47.6 49.4 58.9 61.7 47.6 46.9 56.9 59.2
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, October 12, 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 : 1,850,000: 330,488 370,280 66,069 1,323,248 1,264,870 1,719,805 1,701,219: 130,195 148,781
Old : 1,850,000: 330,488 370,280 66,069 1,323,248 1,264,870 1,719,805 1,701,219: 130,195 148,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2021 :
: 73,486: 18,901 16,909 15,904 45,466 39,221 80,271 72,034: -6,784 1,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 20.0 3.6 71.5 68.4 93.0 92.0: 7.0 8.0
Old : 100.0: 17.9 20.0 3.6 71.5 68.4 93.0 92.0: 7.0 8.0
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 : 317: 47 41 31 157 165 216 225:
Old : 317: 47 41 31 157 165 216 225:
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 : 18.1 29.6 27.1 38.9 15.4 22.9 22.2 30.5
Old : 18.1 29.6 27.1 38.9 15.4 22.9 22.2 30.5
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, October 12, 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 : 4,835,173: 882,928 696,754 474,740 3,155,398 3,013,646 4,513,066 4,185,141: 322,107 650,032
Old : 4,835,173: 882,928 696,754 474,740 3,155,398 3,013,646 4,513,066 4,185,141: 322,107 650,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2021 :
: 97,580: 27,725 9,779 43,746 16,832 48,283 88,303 101,808: 9,277 -4,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 14.4 9.8 65.3 62.3 93.3 86.6: 6.7 13.4
Old : 100.0: 18.3 14.4 9.8 65.3 62.3 93.3 86.6: 6.7 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 : 447: 59 89 89 228 248 340 373:
Old : 447: 59 89 89 228 248 340 373:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 17.4 27.9 24.3 13.1 11.3 21.3 16.4
Old : 19.0 17.4 27.9 24.3 13.1 11.3 21.3 16.4
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, October 12, 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 : 1,478,239: 262,156 168,051 9,632 1,099,485 1,013,170 1,371,273 1,190,853: 106,966 287,386
Old : 1,478,239: 262,156 168,051 9,632 1,099,485 1,013,170 1,371,273 1,190,853: 106,966 287,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2021 :
: 27,281: 13,898 672 4,041 12,463 20,848 30,402 25,561: -3,121 1,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 11.4 0.7 74.4 68.5 92.8 80.6: 7.2 19.4
Old : 100.0: 17.7 11.4 0.7 74.4 68.5 92.8 80.6: 7.2 19.4
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 : 162: 15 24 13 80 103 104 131:
Old : 162: 15 24 13 80 103 104 131:
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 : 29.0 21.2 42.5 29.1 28.8 19.5 41.8 26.6
Old : 29.0 21.2 42.5 29.1 28.8 19.5 41.8 26.6
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, October 12, 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 : 3,928,551: 359,401 687,264 307,447 2,995,322 2,431,726 3,662,169 3,426,436: 266,381 502,114
Old : 3,928,551: 359,401 687,264 307,447 2,995,322 2,431,726 3,662,169 3,426,436: 266,381 502,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2021 :
: 102,996: -71 18,758 44,401 47,720 32,590 92,050 95,749: 10,946 7,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 17.5 7.8 76.2 61.9 93.2 87.2: 6.8 12.8
Old : 100.0: 9.1 17.5 7.8 76.2 61.9 93.2 87.2: 6.8 12.8
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 : 345: 44 67 51 162 186 231 279:
Old : 345: 44 67 51 162 186 231 279:
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 : 34.4 17.4 42.7 27.3 26.9 15.8 33.8 24.1
Old : 34.4 17.4 42.7 27.3 26.9 15.8 33.8 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, October 12, 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 : 1,190,212: 68,061 137,146 182,557 918,640 838,641 1,169,258 1,158,344: 20,954 31,868
Old : 1,190,212: 68,061 137,146 182,557 918,640 838,641 1,169,258 1,158,344: 20,954 31,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2021 :
: 77,568: 8,220 -1,043 10,827 61,703 71,682 80,750 81,466: -3,182 -3,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 11.5 15.3 77.2 70.5 98.2 97.3: 1.8 2.7
Old : 100.0: 5.7 11.5 15.3 77.2 70.5 98.2 97.3: 1.8 2.7
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 : 101: 8 23 25 54 67 80 99:
Old : 101: 8 23 25 54 67 80 99:
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 : 28.6 25.5 47.6 40.5 20.6 12.7 30.7 19.7
Old : 28.6 25.5 47.6 40.5 20.6 12.7 30.7 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 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 : 51,234: 16,081 18,233 1,061 24,778 26,358 41,920 45,652: 9,314 5,582
Old : 51,234: 16,081 18,233 1,061 24,778 26,358 41,920 45,652: 9,314 5,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2021 :
: 2,926: 1,446 501 80 890 2,963 2,416 3,544: 511 -618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 35.6 2.1 48.4 51.4 81.8 89.1: 18.2 10.9
Old : 100.0: 31.4 35.6 2.1 48.4 51.4 81.8 89.1: 18.2 10.9
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 : 94: 34 12 6 35 23 70 40:
Old : 94: 34 12 6 35 23 70 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 48.9 46.6 67.4 34.1 47.9 44.4 66.3
Old : 34.8 48.9 46.6 67.4 34.1 47.9 44.4 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 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 : 102,468: 32,161 36,466 2,122 49,556 52,716 83,839 91,305: 18,629 11,164
Old : 102,468: 32,161 36,466 2,122 49,556 52,716 83,839 91,305: 18,629 11,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2021 :
: 5,852: 2,892 1,001 160 1,780 5,927 4,831 7,088: 1,021 -1,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 35.6 2.1 48.4 51.4 81.8 89.1: 18.2 10.9
Old : 100.0: 31.4 35.6 2.1 48.4 51.4 81.8 89.1: 18.2 10.9
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 : 94: 34 12 6 35 23 70 40:
Old : 94: 34 12 6 35 23 70 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 48.9 46.6 67.4 34.1 47.9 44.4 66.3
Old : 34.8 48.9 46.6 67.4 34.1 47.9 44.4 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 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 : 43,174: 9,025 431 0 31,460 42,399 40,485 42,830: 2,689 344
Old : 43,174: 9,025 431 0 31,460 42,399 40,485 42,830: 2,689 344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2021 :
: -376: -323 -411 0 176 30 -147 -381: -229 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 1.0 0.0 72.9 98.2 93.8 99.2: 6.2 0.8
Old : 100.0: 20.9 1.0 0.0 72.9 98.2 93.8 99.2: 6.2 0.8
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 : 37: 8 1 0 20 13 28 14:
Old : 37: 8 1 0 20 13 28 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 : 40.9 68.5 59.8 95.1 40.1 66.2 58.8 91.0
Old : 40.9 68.5 59.8 95.1 40.1 66.2 58.8 91.0
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, October 12, 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 : 41,361: 21,178 37,295 1,953 17,609 2,016 40,740 41,264: 621 97
Old : 41,361: 21,178 37,295 1,953 17,609 2,016 40,740 41,264: 621 97
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2021 :
: 3,624: 240 3,683 -61 3,360 0 3,539 3,622: 85 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 90.2 4.7 42.6 4.9 98.5 99.8: 1.5 0.2
Old : 100.0: 51.2 90.2 4.7 42.6 4.9 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 : 48: 29 13 2 5 1 36 14:
Old : 48: 29 13 2 5 1 36 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 : 55.6 84.0 75.1 97.4 55.6 82.9 75.1 92.6
Old : 55.6 84.0 75.1 97.4 55.6 82.9 75.1 92.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 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 : 170,702: 29,775 47,343 63,680 77,235 59,639 170,690 170,662: 12 40
Old : 170,702: 29,775 47,343 63,680 77,235 59,639 170,690 170,662: 12 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2021 :
: 7,332: 1,079 -721 5,041 1,200 3,024 7,320 7,344: 12 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 27.7 37.3 45.2 34.9 100.0 100.0: 0.0 0.0
Old : 100.0: 17.4 27.7 37.3 45.2 34.9 100.0 100.0: 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 : 32: 6 9 1 4 14 11 23:
Old : 32: 6 9 1 4 14 11 23:
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 97.4 56.7 56.7 62.6 60.1
Old : 90.5 94.0 99.3 97.4 56.7 56.7 62.6 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 15, 2021