WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 565,036: 114,956 91,255 212,142 200,143 215,397 527,241 518,795: 37,795 46,241
Old : 433,381: 90,558 81,289 170,280 143,400 152,310 404,239 403,879: 29,142 29,502
Other: 131,655: 36,205 21,773 30,055 56,743 63,088 123,003 114,916: 8,653 16,740
: : :
: : Changes in Commitments from: November 9, 2021 :
: 41,777: 10,283 -3,040 13,695 18,480 28,764 42,458 39,420: -681 2,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 16.2 37.5 35.4 38.1 93.3 91.8: 6.7 8.2
Old : 100.0: 20.9 18.8 39.3 33.1 35.1 93.3 93.2: 6.7 6.8
Other: 100.0: 27.5 16.5 22.8 43.1 47.9 93.4 87.3: 6.6 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 411: 153 105 166 99 126 340 322:
Old : 400: 151 107 150 92 123 321 306:
Other: 224: 60 44 42 56 93 139 162:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 10.9 20.7 18.8 9.6 5.7 15.1 10.2
Old : 13.0 12.6 21.4 20.6 8.2 7.4 13.6 12.1
Other: 19.1 17.7 35.1 30.8 19.0 15.6 30.5 24.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 17,511: 8,665 2,346 1,284 7,263 13,500 17,212 17,130: 299 381
Old : 8,526: 2,114 629 550 5,563 7,106 8,227 8,285: 299 241
Other: 8,985: 7,034 2,200 251 1,700 6,394 8,985 8,845: 0 140
: : :
: : Changes in Commitments from: November 9, 2021 :
: 2,272: -70 2,046 879 1,506 -427 2,315 2,498: -43 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 13.4 7.3 41.5 77.1 98.3 97.8: 1.7 2.2
Old : 100.0: 24.8 7.4 6.5 65.2 83.3 96.5 97.2: 3.5 2.8
Other: 100.0: 78.3 24.5 2.8 18.9 71.2 100.0 98.4: 0.0 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 2 4 5 13 13 17:
Old : 21: 5 2 2 5 12 11 15:
Other: 16: 4 1 1 3 10 7 12:
:----------------------------------------------------------------------------------------------------
: 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 : 84.5 50.9 94.1 71.9 78.0 45.8 82.9 65.3
Old : 81.3 55.2 93.5 73.3 73.9 53.7 82.3 70.6
Other: 93.9 70.7 100.0 90.1 89.4 65.1 90.5 84.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 273,576: 89,862 39,975 72,596 84,469 138,226 246,927 250,798: 26,649 22,778
Old : 214,794: 79,539 42,773 49,134 63,312 108,835 191,985 200,741: 22,809 14,053
Other: 58,782: 19,561 6,441 14,224 21,157 29,391 54,942 50,056: 3,840 8,726
: : :
: : Changes in Commitments from: November 9, 2021 :
: 8,616: 480 -926 4,990 1,274 5,369 6,744 9,433: 1,872 -817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 14.6 26.5 30.9 50.5 90.3 91.7: 9.7 8.3
Old : 100.0: 37.0 19.9 22.9 29.5 50.7 89.4 93.5: 10.6 6.5
Other: 100.0: 33.3 11.0 24.2 36.0 50.0 93.5 85.2: 6.5 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 90 45 86 81 92 218 193:
Old : 259: 89 48 73 75 87 202 179:
Other: 162: 35 29 23 43 71 91 114:
:----------------------------------------------------------------------------------------------------
: 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 18.8 23.5 31.1 12.2 15.7 19.3 25.9
Old : 15.4 19.5 26.1 31.9 14.4 19.0 22.0 29.5
Other: 24.1 28.2 39.4 39.5 19.8 19.3 32.1 27.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 2,075,468: 475,984 67,426 575,074 841,085 1,197,784 1,892,142 1,840,284: 183,326 235,184
Old : 1,864,585: 436,486 90,695 508,108 767,232 1,070,699 1,711,826 1,669,502: 152,759 195,084
Other: 210,882: 78,320 15,554 28,143 73,853 127,085 180,316 170,782: 30,566 40,100
: : :
: : Changes in Commitments from: November 9, 2021 :
: 73,356: 20,811 -1,110 35,606 18,336 39,978 74,753 74,474: -1,397 -1,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 3.2 27.7 40.5 57.7 91.2 88.7: 8.8 11.3
Old : 100.0: 23.4 4.9 27.3 41.1 57.4 91.8 89.5: 8.2 10.5
Other: 100.0: 37.1 7.4 13.3 35.0 60.3 85.5 81.0: 14.5 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 861: 224 114 210 402 441 723 685:
Old : 851: 215 124 205 391 433 704 676:
Other: 499: 67 59 40 138 322 222 404:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.4 11.3 18.9 18.7 9.5 9.1 15.2 15.0
Old : 12.1 11.4 20.0 19.1 10.4 9.3 16.6 14.7
Other: 23.5 11.5 33.6 20.6 23.1 11.3 32.6 19.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 6,322: 804 108 593 2,066 2,733 3,463 3,434: 2,860 2,888
Old : 5,743: 804 159 536 1,964 2,679 3,304 3,374: 2,439 2,368
Other: 580: 52 2 5 102 54 159 60: 421 520
: : :
: : Changes in Commitments from: November 9, 2021 :
: 114: 84 -7 19 -34 -22 69 -10: 45 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 1.7 9.4 32.7 43.2 54.8 54.3: 45.2 45.7
Old : 100.0: 14.0 2.8 9.3 34.2 46.7 57.5 58.8: 42.5 41.2
Other: 100.0: 9.0 0.3 0.8 17.6 9.3 27.4 10.4: 72.6 89.6
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 8 3 3 10 9 21 13:
Old : 25: 8 4 3 10 9 21 13:
Other: 9: 2 1 2 4 3 7 5:
:----------------------------------------------------------------------------------------------------
: 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 : 25.9 37.1 39.0 48.9 24.5 34.6 31.6 39.3
Old : 27.3 40.5 41.2 52.9 25.6 37.4 33.4 42.9
Other: 24.5 10.2 27.4 10.4 24.2 8.7 25.8 8.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 785,185: 130,714 76,936 181,026 419,007 429,298 730,747 687,261: 54,438 97,925
Old : 684,105: 113,176 78,272 148,205 375,151 382,028 636,531 608,504: 47,574 75,601
Other: 101,080: 26,499 7,625 23,861 43,856 47,270 94,216 78,757: 6,864 22,323
: : :
: : Changes in Commitments from: November 9, 2021 :
: 19,618: 6,563 -10,279 2,042 11,161 23,431 19,766 15,194: -148 4,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 9.8 23.1 53.4 54.7 93.1 87.5: 6.9 12.5
Old : 100.0: 16.5 11.4 21.7 54.8 55.8 93.0 88.9: 7.0 11.1
Other: 100.0: 26.2 7.5 23.6 43.4 46.8 93.2 77.9: 6.8 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 565: 133 139 179 204 242 446 470:
Old : 560: 131 140 168 198 236 429 459:
Other: 284: 45 48 41 59 163 126 235:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 10.6 23.1 19.3 11.1 9.3 18.6 15.2
Old : 14.8 10.8 24.8 20.2 12.2 9.5 20.1 15.7
Other: 25.5 15.7 37.4 26.4 23.5 11.6 33.2 18.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 495,844: 105,012 39,957 120,856 236,406 310,995 462,275 471,808: 33,569 24,036
Old : 456,877: 105,961 44,939 104,534 214,994 285,474 425,489 434,947: 31,388 21,931
Other: 38,967: 9,334 5,301 6,039 21,412 25,521 36,785 36,861: 2,181 2,105
: : :
: : Changes in Commitments from: November 9, 2021 :
: 10,988: 1,369 4,092 1,973 3,802 4,112 7,145 10,178: 3,843 810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 8.1 24.4 47.7 62.7 93.2 95.2: 6.8 4.8
Old : 100.0: 23.2 9.8 22.9 47.1 62.5 93.1 95.2: 6.9 4.8
Other: 100.0: 24.0 13.6 15.5 55.0 65.5 94.4 94.6: 5.6 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 109 50 86 105 110 253 216:
Old : 299: 112 50 84 104 109 249 215:
Other: 76: 15 14 15 34 26 61 45:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 25.9 20.3 35.3 10.1 23.2 15.3 30.1
Old : 12.8 25.0 20.1 34.0 9.9 21.8 15.4 29.1
Other: 40.4 41.8 61.0 65.3 39.0 39.7 55.8 55.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 1,428,751: 145,066 152,237 128,409 943,030 940,385 1,216,505 1,221,031: 212,246 207,720
Old : 1,428,751: 145,066 152,237 128,409 943,030 940,385 1,216,505 1,221,031: 212,246 207,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: -17,775: 21,098 7,200 -11,267 -40,869 -34,297 -31,038 -38,364: 13,263 20,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 10.7 9.0 66.0 65.8 85.1 85.5: 14.9 14.5
Old : 100.0: 10.2 10.7 9.0 66.0 65.8 85.1 85.5: 14.9 14.5
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 : 196: 32 31 42 104 114 159 164:
Old : 196: 32 31 42 104 114 159 164:
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 : 20.7 25.6 30.8 36.2 15.1 19.2 23.7 26.7
Old : 20.7 25.6 30.8 36.2 15.1 19.2 23.7 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 1,260,445: 74,189 373,058 16,572 1,012,859 724,865 1,103,621 1,114,495: 156,824 145,950
Old : 1,260,445: 74,189 373,058 16,572 1,012,859 724,865 1,103,621 1,114,495: 156,824 145,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 15,723: 15,976 14,085 1,308 -227 3,433 17,057 18,825: -1,334 -3,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 29.6 1.3 80.4 57.5 87.6 88.4: 12.4 11.6
Old : 100.0: 5.9 29.6 1.3 80.4 57.5 87.6 88.4: 12.4 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 16 16 15 93 82 117 105:
Old : 144: 16 16 15 93 82 117 105:
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 34.7 34.1 51.6 17.9 32.3 29.5 47.1
Old : 21.2 34.7 34.1 51.6 17.9 32.3 29.5 47.1
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, November 16, 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 : 519,884: 93,617 29,257 140,620 224,442 318,049 458,678 487,926: 61,205 31,958
Old : 492,972: 96,153 30,885 130,049 208,516 302,153 434,718 463,087: 58,254 29,885
Other: 26,912: 3,990 4,899 4,044 15,926 15,896 23,960 24,839: 2,952 2,073
: : :
: : Changes in Commitments from: November 9, 2021 :
: 20,712: 5,401 -25,189 14,221 -281 31,485 19,342 20,516: 1,370 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 5.6 27.0 43.2 61.2 88.2 93.9: 11.8 6.1
Old : 100.0: 19.5 6.3 26.4 42.3 61.3 88.2 93.9: 11.8 6.1
Other: 100.0: 14.8 18.2 15.0 59.2 59.1 89.0 92.3: 11.0 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 99 43 94 111 106 251 211:
Old : 283: 102 43 93 110 106 248 211:
Other: 92: 16 19 17 44 23 71 49:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 25.1 19.2 34.6 8.7 22.6 14.4 29.9
Old : 11.2 25.6 19.5 35.4 9.0 24.2 14.7 31.4
Other: 31.7 32.6 47.5 49.2 30.6 31.4 43.9 47.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 8,282: 1,420 1,493 563 4,955 5,204 6,938 7,260: 1,344 1,022
Old : 8,242: 1,419 1,493 557 4,934 5,174 6,910 7,223: 1,332 1,018
Other: 40: 1 0 6 21 30 28 36: 12 4
: : :
: : Changes in Commitments from: November 9, 2021 :
: -778: 296 -1,151 -356 -775 979 -835 -528: 56 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 18.0 6.8 59.8 62.8 83.8 87.7: 16.2 12.3
Old : 100.0: 17.2 18.1 6.8 59.9 62.8 83.8 87.6: 16.2 12.4
Other: 100.0: 1.5 0.0 15.9 52.0 74.2 69.3 90.1: 30.7 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 13 10 8 13 16 30 31:
Old : 48: 13 10 8 13 16 30 31:
Other: 6: 1 0 1 3 2 4 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 : 48.7 46.2 60.1 58.6 46.2 40.6 56.4 51.9
Old : 48.8 46.1 60.3 58.5 46.4 40.8 56.5 51.8
Other: 69.3 90.1 69.3 90.1 53.4 74.2 53.4 74.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 2,027,099: 343,259 349,207 78,089 1,482,621 1,418,534 1,903,970 1,845,830: 123,129 181,268
Old : 2,027,099: 343,259 349,207 78,089 1,482,621 1,418,534 1,903,970 1,845,830: 123,129 181,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 3,803: 865 -13,041 323 5,392 12,625 6,580 -92: -2,777 3,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 17.2 3.9 73.1 70.0 93.9 91.1: 6.1 8.9
Old : 100.0: 16.9 17.2 3.9 73.1 70.0 93.9 91.1: 6.1 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 : 332: 47 58 36 156 175 215 257:
Old : 332: 47 58 36 156 175 215 257:
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 : 20.6 25.8 32.1 34.7 17.9 19.4 24.5 27.2
Old : 20.6 25.8 32.1 34.7 17.9 19.4 24.5 27.2
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, November 16, 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 : 4,858,798: 498,537 740,095 528,313 3,513,265 2,957,293 4,540,116 4,225,701: 318,683 633,097
Old : 4,858,798: 498,537 740,095 528,313 3,513,265 2,957,293 4,540,116 4,225,701: 318,683 633,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 281,694: 23,978 30,179 57,223 201,894 203,622 283,095 291,024: -1,401 -9,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 15.2 10.9 72.3 60.9 93.4 87.0: 6.6 13.0
Old : 100.0: 10.3 15.2 10.9 72.3 60.9 93.4 87.0: 6.6 13.0
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 : 445: 59 87 79 230 245 339 361:
Old : 445: 59 87 79 230 245 339 361:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 16.0 26.3 21.5 10.8 9.3 18.0 13.6
Old : 17.6 16.0 26.3 21.5 10.8 9.3 18.0 13.6
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, November 16, 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 : 1,613,716: 324,961 162,551 20,713 1,154,942 1,151,566 1,500,616 1,334,830: 113,100 278,886
Old : 1,613,716: 324,961 162,551 20,713 1,154,942 1,151,566 1,500,616 1,334,830: 113,100 278,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: -2,487: -30,049 9,591 13,083 7,322 -14,955 -9,644 7,719: 7,157 -10,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 10.1 1.3 71.6 71.4 93.0 82.7: 7.0 17.3
Old : 100.0: 20.1 10.1 1.3 71.6 71.4 93.0 82.7: 7.0 17.3
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 : 165: 17 27 17 77 104 105 137:
Old : 165: 17 27 17 77 104 105 137:
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 : 31.4 21.9 45.0 30.7 30.7 20.2 44.3 27.0
Old : 31.4 21.9 45.0 30.7 30.7 20.2 44.3 27.0
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, November 16, 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 : 4,033,887: 282,292 619,509 379,279 3,103,163 2,522,973 3,764,734 3,521,761: 269,153 512,126
Old : 4,033,887: 282,292 619,509 379,279 3,103,163 2,522,973 3,764,734 3,521,761: 269,153 512,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 123,749: 37,475 35,817 55,909 26,470 17,038 119,854 108,764: 3,895 14,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 15.4 9.4 76.9 62.5 93.3 87.3: 6.7 12.7
Old : 100.0: 7.0 15.4 9.4 76.9 62.5 93.3 87.3: 6.7 12.7
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 : 349: 41 69 56 179 194 253 286:
Old : 349: 41 69 56 179 194 253 286:
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 : 37.6 15.1 44.7 23.3 30.4 12.6 36.3 19.6
Old : 37.6 15.1 44.7 23.3 30.4 12.6 36.3 19.6
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, November 16, 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 : 1,207,677: 58,782 123,988 145,696 982,458 907,619 1,186,936 1,177,303: 20,741 30,374
Old : 1,207,677: 58,782 123,988 145,696 982,458 907,619 1,186,936 1,177,303: 20,741 30,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 50,399: 9,896 7,153 3,191 39,324 41,661 52,411 52,005: -2,012 -1,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 10.3 12.1 81.4 75.2 98.3 97.5: 1.7 2.5
Old : 100.0: 4.9 10.3 12.1 81.4 75.2 98.3 97.5: 1.7 2.5
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 : 105: 10 22 24 59 68 85 100:
Old : 105: 10 22 24 59 68 85 100:
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 : 29.7 25.1 46.6 41.4 20.0 12.9 29.7 21.3
Old : 29.7 25.1 46.6 41.4 20.0 12.9 29.7 21.3
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, November 16, 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 : 52,200: 18,321 20,390 1,276 23,768 23,958 43,365 45,625: 8,835 6,575
Old : 52,200: 18,321 20,390 1,276 23,768 23,958 43,365 45,625: 8,835 6,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 121: 7 1,458 -142 734 -611 598 705: -478 -584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 39.1 2.4 45.5 45.9 83.1 87.4: 16.9 12.6
Old : 100.0: 35.1 39.1 2.4 45.5 45.9 83.1 87.4: 16.9 12.6
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 : 113: 40 20 11 40 27 84 54:
Old : 113: 40 20 11 40 27 84 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 46.1 40.4 62.8 29.3 44.8 39.1 61.2
Old : 30.5 46.1 40.4 62.8 29.3 44.8 39.1 61.2
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, November 16, 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 : 104,399: 36,642 40,781 2,552 47,535 47,916 86,730 91,249: 17,670 13,150
Old : 104,399: 36,642 40,781 2,552 47,535 47,916 86,730 91,249: 17,670 13,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 241: 13 2,917 -284 1,468 -1,222 1,196 1,410: -955 -1,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 39.1 2.4 45.5 45.9 83.1 87.4: 16.9 12.6
Old : 100.0: 35.1 39.1 2.4 45.5 45.9 83.1 87.4: 16.9 12.6
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 : 113: 40 20 11 40 27 84 54:
Old : 113: 40 20 11 40 27 84 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 46.1 40.4 62.8 29.3 44.8 39.1 61.2
Old : 30.5 46.1 40.4 62.8 29.3 44.8 39.1 61.2
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, November 16, 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 : 42,647: 9,882 701 0 30,115 41,499 39,997 42,200: 2,650 447
Old : 42,647: 9,882 701 0 30,115 41,499 39,997 42,200: 2,650 447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 454: 152 270 0 931 93 1,083 363: -629 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 1.6 0.0 70.6 97.3 93.8 99.0: 6.2 1.0
Old : 100.0: 23.2 1.6 0.0 70.6 97.3 93.8 99.0: 6.2 1.0
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 : 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 : 38.3 70.1 58.2 93.6 38.2 67.5 56.5 88.2
Old : 38.3 70.1 58.2 93.6 38.2 67.5 56.5 88.2
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, November 16, 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 : 40,336: 22,471 36,444 1,825 15,268 2,016 39,564 40,285: 772 51
Old : 40,336: 22,471 36,444 1,825 15,268 2,016 39,564 40,285: 772 51
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 1,231: 1,444 1,226 22 -238 0 1,228 1,248: 3 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 90.4 4.5 37.9 5.0 98.1 99.9: 1.9 0.1
Old : 100.0: 55.7 90.4 4.5 37.9 5.0 98.1 99.9: 1.9 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 : 53: 33 12 4 7 1 42 15:
Old : 53: 33 12 4 7 1 42 15:
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 : 47.7 82.2 73.2 94.6 47.7 82.2 73.2 92.6
Old : 47.7 82.2 73.2 94.6 47.7 82.2 73.2 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, November 16, 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 : 190,562: 30,559 38,246 90,267 69,722 61,966 190,548 190,479: 14 83
Old : 190,562: 30,559 38,246 90,267 69,722 61,966 190,548 190,479: 14 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 2,249: 560 -2,008 4,032 -2,350 198 2,242 2,222: 7 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 20.1 47.4 36.6 32.5 100.0 100.0: 0.0 0.0
Old : 100.0: 16.0 20.1 47.4 36.6 32.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 8 1 3 12 9 20:
Old : 28: 5 8 1 3 12 9 20:
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 94.3 99.9 97.1 47.3 46.9 52.6 49.7
Old : 90.8 94.3 99.9 97.1 47.3 46.9 52.6 49.7
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, November 16, 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 : 3,105: 1,735 480 200 1,040 2,355 2,975 3,035: 130 70
Old : 3,105: 1,735 480 200 1,040 2,355 2,975 3,035: 130 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 80: -60 45 0 25 15 -35 60: 115 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 15.5 6.4 33.5 75.8 95.8 97.7: 4.2 2.3
Old : 100.0: 55.9 15.5 6.4 33.5 75.8 95.8 97.7: 4.2 2.3
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 : 22: 8 4 3 9 5 17 12:
Old : 22: 8 4 3 9 5 17 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 : 53.1 74.9 72.1 92.9 48.0 67.1 63.6 77.3
Old : 53.1 74.9 72.1 92.9 48.0 67.1 63.6 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 19, 2021