WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 495,860: 90,605 96,601 179,941 190,401 175,458 460,948 452,000: 34,912 43,861
Old : 406,521: 77,258 94,464 149,567 151,404 132,544 378,228 376,575: 28,292 29,946
Other: 89,340: 23,439 12,228 20,283 38,998 42,914 82,720 75,425: 6,620 13,915
: : :
: : Changes in Commitments from: October 19, 2021 :
: 8,800: 6,990 -5,070 5,909 -4,752 7,376 8,147 8,215: 653 586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 19.5 36.3 38.4 35.4 93.0 91.2: 7.0 8.8
Old : 100.0: 19.0 23.2 36.8 37.2 32.6 93.0 92.6: 7.0 7.4
Other: 100.0: 26.2 13.7 22.7 43.7 48.0 92.6 84.4: 7.4 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 142 96 149 101 118 316 304:
Old : 379: 139 98 140 96 115 303 294:
Other: 190: 51 32 31 51 83 117 136:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 10.9 22.5 17.2 11.4 5.9 17.2 10.5
Old : 13.4 12.1 22.4 19.2 10.6 7.7 16.6 13.0
Other: 22.5 18.5 39.4 29.5 21.2 13.4 34.4 21.6
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 14,299: 6,544 0 1,437 5,993 12,396 13,974 13,833: 326 467
Old : 8,429: 1,714 315 697 5,693 7,151 8,104 8,163: 326 267
Other: 5,870: 5,170 25 400 300 5,245 5,870 5,670: 0 200
: : :
: : Changes in Commitments from: October 19, 2021 :
: 533: 1,258 -438 183 -855 1,151 586 896: -53 -363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 0.0 10.0 41.9 86.7 97.7 96.7: 2.3 3.3
Old : 100.0: 20.3 3.7 8.3 67.5 84.8 96.1 96.8: 3.9 3.2
Other: 100.0: 88.1 0.4 6.8 5.1 89.4 100.0 96.6: 0.0 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 8 0 2 5 16 13 18:
Old : 23: 6 1 1 5 14 11 16:
Other: 13: 3 1 1 1 9 5 10:
:----------------------------------------------------------------------------------------------------
: 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 : 79.1 49.1 90.9 74.3 63.4 45.4 72.2 61.5
Old : 79.4 59.0 92.0 77.2 69.5 55.5 78.9 71.2
Other: 97.4 72.4 100.0 94.5 88.1 66.9 88.1 83.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 264,135: 92,862 47,059 62,622 84,422 131,834 239,906 241,516: 24,229 22,619
Old : 226,447: 88,132 50,165 47,940 68,706 113,548 204,778 211,652: 21,669 14,795
Other: 37,688: 12,035 4,199 7,377 15,716 18,287 35,128 29,864: 2,560 7,825
: : :
: : Changes in Commitments from: October 19, 2021 :
: 1,823: 5,150 -10 769 -4,684 902 1,235 1,661: 588 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 17.8 23.7 32.0 49.9 90.8 91.4: 9.2 8.6
Old : 100.0: 38.9 22.2 21.2 30.3 50.1 90.4 93.5: 9.6 6.5
Other: 100.0: 31.9 11.1 19.6 41.7 48.5 93.2 79.2: 6.8 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 93 50 80 77 90 208 189:
Old : 256: 92 52 67 73 87 195 177:
Other: 145: 28 28 17 34 68 71 107:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 19.0 22.2 30.3 11.7 16.0 18.9 26.3
Old : 14.7 19.6 24.6 32.0 13.6 18.8 20.8 30.2
Other: 29.5 20.5 51.1 32.3 26.4 13.7 44.9 22.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 1,880,818: 382,394 64,500 509,208 810,313 1,077,184 1,701,915 1,650,892: 178,904 229,926
Old : 1,708,036: 345,971 86,252 457,450 750,240 968,426 1,553,661 1,512,128: 154,375 195,908
Other: 172,782: 68,228 10,054 19,952 60,073 108,757 148,254 138,764: 24,528 34,019
: : :
: : Changes in Commitments from: October 19, 2021 :
: 49,918: 17,732 -14,176 23,221 1,724 40,364 42,676 49,409: 7,242 509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 3.4 27.1 43.1 57.3 90.5 87.8: 9.5 12.2
Old : 100.0: 20.3 5.0 26.8 43.9 56.7 91.0 88.5: 9.0 11.5
Other: 100.0: 39.5 5.8 11.5 34.8 62.9 85.8 80.3: 14.2 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 828: 200 103 204 399 440 685 675:
Old : 820: 191 114 200 391 433 671 666:
Other: 470: 64 49 37 128 308 205 381:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 13.4 19.8 20.6 11.0 11.4 16.6 16.9
Old : 13.1 13.5 20.9 20.7 11.9 11.4 17.7 16.2
Other: 24.4 15.7 36.6 25.5 24.4 15.5 35.3 24.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 6,014: 749 117 623 1,938 2,791 3,310 3,531: 2,704 2,483
Old : 5,623: 746 157 584 1,844 2,780 3,174 3,520: 2,449 2,103
Other: 391: 43 0 0 94 11 137 11: 254 380
: : :
: : Changes in Commitments from: October 19, 2021 :
: 322: -14 -4 124 53 140 163 260: 159 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 1.9 10.4 32.2 46.4 55.0 58.7: 45.0 41.3
Old : 100.0: 13.3 2.8 10.4 32.8 49.4 56.4 62.6: 43.6 37.4
Other: 100.0: 10.9 0.0 0.0 24.1 2.8 35.0 2.8: 65.0 97.2
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 8 4 4 11 9 22 14:
Old : 25: 7 5 4 11 9 22 14:
Other: 8: 3 0 0 3 3 6 3:
:----------------------------------------------------------------------------------------------------
: 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 : 24.4 37.5 38.1 49.5 24.0 34.3 32.3 41.2
Old : 25.5 40.0 39.1 52.8 24.3 36.7 33.0 44.1
Other: 32.5 2.8 35.0 2.8 32.0 1.5 33.7 1.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 762,618: 124,448 74,960 174,608 403,459 417,690 702,515 667,258: 60,103 95,360
Old : 689,000: 109,098 76,620 153,418 372,586 382,190 635,102 612,228: 53,898 76,772
Other: 73,619: 22,440 5,430 14,100 30,873 35,500 67,413 55,030: 6,206 18,588
: : :
: : Changes in Commitments from: October 19, 2021 :
: -201,165: 3,424 -9,589 -93,406 -112,641 -96,813 -202,623 -199,808: 1,458 -1,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 9.8 22.9 52.9 54.8 92.1 87.5: 7.9 12.5
Old : 100.0: 15.8 11.1 22.3 54.1 55.5 92.2 88.9: 7.8 11.1
Other: 100.0: 30.5 7.4 19.2 41.9 48.2 91.6 74.8: 8.4 25.2
: : :
:# Traders : Number of Traders in Each Category :
All : 538: 134 106 153 217 244 431 442:
Old : 534: 128 112 145 214 239 420 433:
Other: 266: 38 39 25 57 162 109 215:
:----------------------------------------------------------------------------------------------------
: 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 11.0 22.5 20.2 11.8 9.6 18.6 15.2
Old : 14.0 11.1 23.8 20.0 12.8 9.7 19.7 15.5
Other: 26.4 16.3 38.9 24.8 24.8 12.9 35.9 19.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 478,248: 112,951 29,713 108,251 222,730 318,014 443,932 455,978: 34,316 22,270
Old : 452,609: 113,398 33,014 97,190 209,711 301,736 420,299 431,939: 32,310 20,670
Other: 25,639: 5,710 2,856 4,905 13,018 16,278 23,633 24,039: 2,006 1,601
: : :
: : Changes in Commitments from: October 19, 2021 :
: -3,529: 3,433 3,069 -7,471 -1,214 239 -5,253 -4,163: 1,723 634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 6.2 22.6 46.6 66.5 92.8 95.3: 7.2 4.7
Old : 100.0: 25.1 7.3 21.5 46.3 66.7 92.9 95.4: 7.1 4.6
Other: 100.0: 22.3 11.1 19.1 50.8 63.5 92.2 93.8: 7.8 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 112 49 93 105 112 262 222:
Old : 308: 114 49 92 105 108 260 218:
Other: 68: 14 14 15 28 24 53 44:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 28.3 19.4 37.9 10.2 26.1 15.8 34.2
Old : 12.0 28.1 19.0 37.7 9.8 26.0 15.6 34.2
Other: 38.2 45.9 56.7 67.2 36.3 36.1 48.1 49.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 1,303,069: 98,567 167,129 77,834 954,965 862,911 1,131,365 1,107,874: 171,704 195,195
Old : 1,303,069: 98,567 167,129 77,834 954,965 862,911 1,131,365 1,107,874: 171,704 195,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: -65,432: -8,205 -9,897 -29,564 -24,396 -18,633 -62,165 -58,094: -3,267 -7,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 12.8 6.0 73.3 66.2 86.8 85.0: 13.2 15.0
Old : 100.0: 7.6 12.8 6.0 73.3 66.2 86.8 85.0: 13.2 15.0
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 : 196: 25 34 40 107 116 155 167:
Old : 196: 25 34 40 107 116 155 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 22.0 35.2 32.0 17.0 16.0 27.3 21.8
Old : 23.0 22.0 35.2 32.0 17.0 16.0 27.3 21.8
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, October 26, 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 : 1,218,162: 44,062 375,275 13,403 1,007,211 681,888 1,064,676 1,070,566: 153,487 147,596
Old : 1,218,162: 44,062 375,275 13,403 1,007,211 681,888 1,064,676 1,070,566: 153,487 147,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 1,337: -16,780 2,650 222 17,485 5,949 927 8,821: 411 -7,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 30.8 1.1 82.7 56.0 87.4 87.9: 12.6 12.1
Old : 100.0: 3.6 30.8 1.1 82.7 56.0 87.4 87.9: 12.6 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 : 149: 14 25 15 92 80 114 112:
Old : 149: 14 25 15 92 80 114 112:
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 : 22.4 32.5 35.5 46.9 19.6 30.1 31.4 42.5
Old : 22.4 32.5 35.5 46.9 19.6 30.1 31.4 42.5
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, October 26, 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 : 484,541: 74,166 66,343 117,245 231,895 268,771 423,306 452,359: 61,234 32,182
Old : 461,975: 76,709 68,134 106,974 219,721 256,351 403,405 431,459: 58,570 30,516
Other: 22,566: 4,176 4,929 3,551 12,174 12,419 19,902 20,899: 2,664 1,666
: : :
: : Changes in Commitments from: October 19, 2021 :
: -6,282: 5,505 -11,446 -4,809 -8,956 10,493 -8,260 -5,763: 1,978 -519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 13.7 24.2 47.9 55.5 87.4 93.4: 12.6 6.6
Old : 100.0: 16.6 14.7 23.2 47.6 55.5 87.3 93.4: 12.7 6.6
Other: 100.0: 18.5 21.8 15.7 54.0 55.0 88.2 92.6: 11.8 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 83 64 92 125 105 261 220:
Old : 302: 90 61 87 125 105 256 219:
Other: 93: 13 20 19 46 22 75 48:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 21.7 18.1 31.5 8.9 18.8 14.7 27.4
Old : 10.4 22.1 18.3 32.3 8.9 20.1 14.9 28.9
Other: 29.9 35.9 46.4 53.4 29.4 33.7 42.7 50.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 8,494: 1,607 1,830 442 5,051 5,229 7,100 7,501: 1,394 993
Old : 8,488: 1,607 1,829 442 5,051 5,224 7,100 7,495: 1,388 993
Other: 6: 0 1 0 0 5 0 6: 6 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: -552: -548 375 98 147 -1,119 -302 -646: -250 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 21.5 5.2 59.5 61.6 83.6 88.3: 16.4 11.7
Old : 100.0: 18.9 21.5 5.2 59.5 61.5 83.6 88.3: 16.4 11.7
Other: 100.0: 0.0 16.7 0.0 0.0 83.3 0.0 100.0: 100.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 10 15 7 15 19 31 36:
Old : 51: 10 15 7 15 19 31 36:
Other: 4: 0 1 0 0 3 0 4:
:----------------------------------------------------------------------------------------------------
: 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 : 48.6 44.9 60.1 58.0 48.0 40.4 58.0 53.4
Old : 48.6 44.9 60.1 58.0 48.0 40.4 58.0 53.4
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 26, 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 : 2,035,466: 325,939 441,518 69,211 1,501,021 1,342,605 1,896,171 1,853,333: 139,295 182,132
Old : 2,035,466: 325,939 441,518 69,211 1,501,021 1,342,605 1,896,171 1,853,333: 139,295 182,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 35,719: -25,882 -42,903 20,505 33,070 45,255 27,693 22,856: 8,026 12,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 21.7 3.4 73.7 66.0 93.2 91.1: 6.8 8.9
Old : 100.0: 16.0 21.7 3.4 73.7 66.0 93.2 91.1: 6.8 8.9
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 : 307: 43 48 33 153 161 208 230:
Old : 307: 43 48 33 153 161 208 230:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 28.3 29.9 38.1 17.6 23.0 24.5 30.8
Old : 20.4 28.3 29.9 38.1 17.6 23.0 24.5 30.8
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 26, 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 : 4,585,261: 654,917 756,100 386,768 3,233,508 2,792,807 4,275,193 3,935,675: 310,068 649,585
Old : 4,585,261: 654,917 756,100 386,768 3,233,508 2,792,807 4,275,193 3,935,675: 310,068 649,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: -354,201: -75,140 35,286 -145,855 -123,919 -242,622 -344,914 -353,191: -9,287 -1,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 16.5 8.4 70.5 60.9 93.2 85.8: 6.8 14.2
Old : 100.0: 14.3 16.5 8.4 70.5 60.9 93.2 85.8: 6.8 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 : 440: 56 92 82 219 240 323 366:
Old : 440: 56 92 82 219 240 323 366:
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 : 19.7 17.3 28.7 23.2 13.2 10.2 21.1 14.2
Old : 19.7 17.3 28.7 23.2 13.2 10.2 21.1 14.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 1,536,861: 306,662 149,908 6,844 1,116,413 1,096,781 1,429,919 1,253,533: 106,942 283,328
Old : 1,536,861: 306,662 149,908 6,844 1,116,413 1,096,781 1,429,919 1,253,533: 106,942 283,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 10,097: 5,376 -11,819 716 5,592 18,109 11,684 7,006: -1,587 3,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 9.8 0.4 72.6 71.4 93.0 81.6: 7.0 18.4
Old : 100.0: 20.0 9.8 0.4 72.6 71.4 93.0 81.6: 7.0 18.4
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 : 164: 15 22 12 84 106 108 131:
Old : 164: 15 22 12 84 106 108 131:
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 : 28.5 21.8 42.1 29.8 28.3 19.9 41.8 26.4
Old : 28.5 21.8 42.1 29.8 28.3 19.9 41.8 26.4
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 26, 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 : 3,852,589: 340,862 657,588 315,081 2,934,556 2,373,255 3,590,499 3,345,924: 262,091 506,666
Old : 3,852,589: 340,862 657,588 315,081 2,934,556 2,373,255 3,590,499 3,345,924: 262,091 506,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: -169,789: -6,680 37,005 -101,551 -62,505 -90,915 -170,736 -155,461: 947 -14,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 17.1 8.2 76.2 61.6 93.2 86.8: 6.8 13.2
Old : 100.0: 8.8 17.1 8.2 76.2 61.6 93.2 86.8: 6.8 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 : 351: 46 72 59 158 185 237 283:
Old : 351: 46 72 59 158 185 237 283:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 16.1 43.9 25.4 28.5 13.9 35.3 21.4
Old : 36.2 16.1 43.9 25.4 28.5 13.9 35.3 21.4
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 26, 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 : 1,293,093: 72,575 117,166 186,367 1,016,206 961,796 1,275,148 1,265,329: 17,945 27,764
Old : 1,293,093: 72,575 117,166 186,367 1,016,206 961,796 1,275,148 1,265,329: 17,945 27,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 75,318: -1,307 -11,200 6,709 71,029 82,122 76,431 77,631: -1,113 -2,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 9.1 14.4 78.6 74.4 98.6 97.9: 1.4 2.1
Old : 100.0: 5.6 9.1 14.4 78.6 74.4 98.6 97.9: 1.4 2.1
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 : 109: 12 19 27 61 72 90 104:
Old : 109: 12 19 27 61 72 90 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 26.2 45.0 41.0 20.1 13.2 28.4 19.8
Old : 27.3 26.2 45.0 41.0 20.1 13.2 28.4 19.8
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 26, 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 : 54,880: 20,804 19,940 1,098 24,201 26,801 46,103 47,839: 8,777 7,041
Old : 54,880: 20,804 19,940 1,098 24,201 26,801 46,103 47,839: 8,777 7,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 1,630: 736 1,703 -195 1,117 -376 1,658 1,132: -28 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 36.3 2.0 44.1 48.8 84.0 87.2: 16.0 12.8
Old : 100.0: 37.9 36.3 2.0 44.1 48.8 84.0 87.2: 16.0 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 : 109: 39 20 10 33 28 75 55:
Old : 109: 39 20 10 33 28 75 55:
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 : 32.1 45.7 43.5 64.1 32.1 44.6 43.4 63.0
Old : 32.1 45.7 43.5 64.1 32.1 44.6 43.4 63.0
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 26, 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 : 109,760: 41,609 39,881 2,195 48,401 53,602 92,205 95,678: 17,554 14,082
Old : 109,760: 41,609 39,881 2,195 48,401 53,602 92,205 95,678: 17,554 14,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 3,260: 1,472 3,407 -390 2,234 -753 3,317 2,264: -57 996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 36.3 2.0 44.1 48.8 84.0 87.2: 16.0 12.8
Old : 100.0: 37.9 36.3 2.0 44.1 48.8 84.0 87.2: 16.0 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 : 109: 39 20 10 33 28 75 55:
Old : 109: 39 20 10 33 28 75 55:
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 : 32.1 45.7 43.5 64.1 32.1 44.6 43.4 63.0
Old : 32.1 45.7 43.5 64.1 32.1 44.6 43.4 63.0
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 26, 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 : 42,876: 9,803 1,042 0 30,439 41,477 40,242 42,519: 2,634 357
Old : 42,876: 9,803 1,042 0 30,439 41,477 40,242 42,519: 2,634 357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 12: 1,043 393 0 -705 -262 338 131: -326 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 2.4 0.0 71.0 96.7 93.9 99.2: 6.1 0.8
Old : 100.0: 22.9 2.4 0.0 71.0 96.7 93.9 99.2: 6.1 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 : 39: 8 2 0 20 14 28 16:
Old : 39: 8 2 0 20 14 28 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 66.6 59.8 93.2 37.8 64.4 58.8 88.5
Old : 38.7 66.6 59.8 93.2 37.8 64.4 58.8 88.5
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 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 39,560: 20,522 35,696 1,790 16,575 2,016 38,887 39,502: 673 58
Old : 39,560: 20,522 35,696 1,790 16,575 2,016 38,887 39,502: 673 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: -2,239: -984 -2,337 98 -1,433 0 -2,319 -2,239: 80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 90.2 4.5 41.9 5.1 98.3 99.9: 1.7 0.1
Old : 100.0: 51.9 90.2 4.5 41.9 5.1 98.3 99.9: 1.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 32 14 4 5 1 39 17:
Old : 52: 32 14 4 5 1 39 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 : 55.4 81.7 76.6 95.8 55.4 81.7 76.6 93.3
Old : 55.4 81.7 76.6 95.8 55.4 81.7 76.6 93.3
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 26, 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 : 177,028: 29,179 46,332 70,563 77,274 60,074 177,016 176,969: 12 59
Old : 177,028: 29,179 46,332 70,563 77,274 60,074 177,016 176,969: 12 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 3,774: -594 -475 4,487 -131 -233 3,762 3,779: 12 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 26.2 39.9 43.7 33.9 100.0 100.0: 0.0 0.0
Old : 100.0: 16.5 26.2 39.9 43.7 33.9 100.0 100.0: 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 : 30: 6 8 1 3 13 10 21:
Old : 30: 6 8 1 3 13 10 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.8 94.2 99.3 97.3 54.4 54.4 60.1 57.5
Old : 90.8 94.2 99.3 97.3 54.4 54.4 60.1 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 2,935: 1,900 450 140 770 2,325 2,810 2,915: 125 20
Old : 2,935: 1,900 450 140 770 2,325 2,810 2,915: 125 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 365: 330 30 0 35 335 365 365: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 15.3 4.8 26.2 79.2 95.7 99.3: 4.3 0.7
Old : 100.0: 64.7 15.3 4.8 26.2 79.2 95.7 99.3: 4.3 0.7
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 : 23: 9 5 4 7 6 17 14:
Old : 23: 9 5 4 7 6 17 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 : 59.3 77.2 78.9 90.5 52.0 75.1 69.5 86.4
Old : 59.3 77.2 78.9 90.5 52.0 75.1 69.5 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 29, 2021