WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 586,045: 120,555 93,022 221,666 205,402 224,341 547,624 539,028: 38,421 47,016
Old : 439,466: 93,510 82,698 171,859 145,116 155,876 410,485 410,433: 28,982 29,034
Other: 146,578: 41,441 24,719 35,412 60,286 68,464 137,139 128,596: 9,440 17,983
: : :
: : Changes in Commitments from: November 16, 2021 :
: 21,008: 5,599 1,766 9,524 5,259 8,943 20,382 20,233: 626 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 15.9 37.8 35.0 38.3 93.4 92.0: 6.6 8.0
Old : 100.0: 21.3 18.8 39.1 33.0 35.5 93.4 93.4: 6.6 6.6
Other: 100.0: 28.3 16.9 24.2 41.1 46.7 93.6 87.7: 6.4 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 409: 151 109 158 100 126 336 318:
Old : 396: 141 114 138 94 122 310 303:
Other: 226: 65 39 47 57 95 143 167:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 13.4 22.6 21.6 9.1 5.7 14.5 10.1
Old : 15.4 15.1 24.6 23.6 8.0 7.4 13.1 12.0
Other: 19.1 19.8 34.2 33.0 17.9 17.3 28.2 25.2
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 19,535: 9,099 2,746 1,587 8,504 14,453 19,190 18,786: 345 749
Old : 9,500: 1,769 400 1,282 6,104 7,309 9,155 8,991: 345 509
Other: 10,035: 7,584 2,600 51 2,400 7,144 10,035 9,795: 0 240
: : :
: : Changes in Commitments from: November 16, 2021 :
: 2,025: 434 400 303 1,241 953 1,978 1,656: 47 369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 14.1 8.1 43.5 74.0 98.2 96.2: 1.8 3.8
Old : 100.0: 18.6 4.2 13.5 64.2 76.9 96.4 94.6: 3.6 5.4
Other: 100.0: 75.6 25.9 0.5 23.9 71.2 100.0 97.6: 0.0 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 2 4 6 14 14 18:
Old : 21: 6 1 2 6 12 12 15:
Other: 17: 5 1 1 3 11 8 13:
:----------------------------------------------------------------------------------------------------
: 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 : 83.3 48.2 92.4 70.6 72.6 44.2 78.2 61.5
Old : 75.0 51.2 90.7 73.2 64.0 48.2 71.4 63.5
Other: 92.5 71.3 100.0 89.1 86.5 64.3 89.5 82.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 285,026: 93,568 39,776 76,199 90,276 145,644 260,042 261,618: 24,983 23,408
Old : 220,128: 79,173 40,171 53,938 65,915 111,648 199,027 205,757: 21,101 14,371
Other: 64,898: 22,343 7,553 14,312 24,361 33,996 61,016 55,861: 3,882 9,036
: : :
: : Changes in Commitments from: November 16, 2021 :
: 11,450: 3,706 -200 3,603 5,807 7,418 13,115 10,820: -1,665 629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 14.0 26.7 31.7 51.1 91.2 91.8: 8.8 8.2
Old : 100.0: 36.0 18.2 24.5 29.9 50.7 90.4 93.5: 9.6 6.5
Other: 100.0: 34.4 11.6 22.1 37.5 52.4 94.0 86.1: 6.0 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 101 39 82 82 96 219 194:
Old : 261: 95 45 68 76 90 201 180:
Other: 171: 39 29 27 44 78 95 126:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 19.7 23.7 31.7 11.9 15.9 19.1 25.8
Old : 15.3 20.0 25.9 32.3 13.3 18.5 20.6 28.7
Other: 23.3 30.3 39.0 40.3 19.5 21.2 33.4 29.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 2,099,574: 495,158 65,691 579,465 841,994 1,224,677 1,916,618 1,869,833: 182,956 229,741
Old : 1,872,226: 448,017 87,101 509,893 763,371 1,088,232 1,721,282 1,685,226: 150,944 187,000
Other: 227,348: 85,958 17,406 30,756 78,623 136,445 195,336 184,607: 32,012 42,741
: : :
: : Changes in Commitments from: November 16, 2021 :
: 24,106: 19,175 -1,735 4,392 909 26,893 24,476 29,550: -370 -5,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 3.1 27.6 40.1 58.3 91.3 89.1: 8.7 10.9
Old : 100.0: 23.9 4.7 27.2 40.8 58.1 91.9 90.0: 8.1 10.0
Other: 100.0: 37.8 7.7 13.5 34.6 60.0 85.9 81.2: 14.1 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 871: 211 124 209 403 450 726 694:
Old : 861: 205 132 202 390 441 706 681:
Other: 528: 64 68 43 153 338 238 429:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 11.7 19.0 19.2 9.5 8.9 15.6 14.9
Old : 12.2 12.0 20.3 19.6 10.4 8.9 17.1 14.5
Other: 24.5 11.6 35.2 20.4 24.4 11.3 34.0 19.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 6,406: 845 100 672 2,244 2,780 3,760 3,552: 2,646 2,854
Old : 5,747: 839 157 608 2,131 2,707 3,578 3,473: 2,169 2,275
Other: 659: 64 2 5 113 73 182 79: 477 580
: : :
: : Changes in Commitments from: November 16, 2021 :
: 84: 41 -8 78 178 47 298 117: -214 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 1.6 10.5 35.0 43.4 58.7 55.4: 41.3 44.6
Old : 100.0: 14.6 2.7 10.6 37.1 47.1 62.3 60.4: 37.7 39.6
Other: 100.0: 9.7 0.2 0.7 17.1 11.1 27.6 12.0: 72.4 88.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 9 1 3 13 9 23 13:
Old : 27: 9 2 3 13 8 23 12:
Other: 9: 2 1 2 5 3 8 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 : 23.7 36.1 36.7 49.2 20.8 30.7 28.4 34.6
Old : 25.2 39.9 39.1 54.0 21.7 33.3 30.2 38.7
Other: 23.7 11.9 27.6 12.0 23.4 9.2 24.8 9.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 823,369: 140,276 65,354 200,637 422,702 458,862 763,615 724,853: 59,754 98,516
Old : 712,445: 121,078 68,339 164,516 375,585 405,418 661,179 638,273: 51,266 74,172
Other: 110,924: 29,046 6,863 26,272 47,118 53,445 102,436 86,580: 8,488 24,343
: : :
: : Changes in Commitments from: November 16, 2021 :
: 38,184: 9,562 -11,582 19,610 3,696 29,564 32,868 37,593: 5,315 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 7.9 24.4 51.3 55.7 92.7 88.0: 7.3 12.0
Old : 100.0: 17.0 9.6 23.1 52.7 56.9 92.8 89.6: 7.2 10.4
Other: 100.0: 26.2 6.2 23.7 42.5 48.2 92.3 78.1: 7.7 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 572: 150 125 192 206 245 463 475:
Old : 567: 144 131 176 198 238 442 460:
Other: 289: 53 38 40 63 170 133 236:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 10.7 22.1 19.5 10.5 9.6 17.4 15.6
Old : 13.6 10.9 23.5 20.5 11.8 9.9 18.7 15.8
Other: 24.4 16.1 36.6 26.0 22.3 12.0 31.4 19.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 498,334: 108,765 36,798 119,783 234,989 317,944 463,538 474,525: 34,796 23,809
Old : 459,273: 108,331 39,972 105,996 212,501 291,687 426,829 437,655: 32,444 21,618
Other: 39,061: 8,387 4,780 5,834 22,488 26,256 36,709 36,870: 2,352 2,191
: : :
: : Changes in Commitments from: November 16, 2021 :
: 2,490: 3,753 -3,159 -1,073 -1,417 6,949 1,263 2,717: 1,227 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 7.4 24.0 47.2 63.8 93.0 95.2: 7.0 4.8
Old : 100.0: 23.6 8.7 23.1 46.3 63.5 92.9 95.3: 7.1 4.7
Other: 100.0: 21.5 12.2 14.9 57.6 67.2 94.0 94.4: 6.0 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 110 51 89 109 117 263 224:
Old : 310: 113 50 87 108 116 259 223:
Other: 77: 16 15 16 34 25 63 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 : 11.9 25.7 19.8 35.0 9.9 23.9 15.3 30.9
Old : 12.5 24.4 19.9 33.6 9.8 22.4 15.5 29.7
Other: 41.0 43.4 58.1 66.6 39.7 41.4 54.3 57.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 1,452,281: 154,288 155,814 136,484 962,162 966,503 1,252,934 1,258,801: 199,347 193,480
Old : 1,452,281: 154,288 155,814 136,484 962,162 966,503 1,252,934 1,258,801: 199,347 193,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2021 :
: 23,530: 9,222 3,577 8,075 19,132 26,118 36,429 37,771: -12,899 -14,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 10.7 9.4 66.3 66.6 86.3 86.7: 13.7 13.3
Old : 100.0: 10.6 10.7 9.4 66.3 66.6 86.3 86.7: 13.7 13.3
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 : 198: 39 27 49 106 113 167 167:
Old : 198: 39 27 49 106 113 167 167:
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 : 19.7 24.8 29.5 35.7 14.1 19.2 22.6 26.4
Old : 19.7 24.8 29.5 35.7 14.1 19.2 22.6 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 1,288,043: 75,005 366,725 15,734 1,029,708 749,212 1,120,447 1,131,671: 167,596 156,372
Old : 1,288,043: 75,005 366,725 15,734 1,029,708 749,212 1,120,447 1,131,671: 167,596 156,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2021 :
: 27,598: 816 -6,333 -838 16,849 24,347 16,826 17,176: 10,772 10,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 28.5 1.2 79.9 58.2 87.0 87.9: 13.0 12.1
Old : 100.0: 5.8 28.5 1.2 79.9 58.2 87.0 87.9: 13.0 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 : 146: 18 16 17 93 84 119 109:
Old : 146: 18 16 17 93 84 119 109:
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 32.3 34.2 49.0 17.9 30.1 29.2 45.2
Old : 21.2 32.3 34.2 49.0 17.9 30.1 29.2 45.2
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 23, 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 : 497,835: 95,948 20,686 128,209 216,198 320,805 440,355 469,699: 57,480 28,136
Old : 471,230: 97,019 19,805 120,657 199,163 305,018 416,838 445,480: 54,392 25,749
Other: 26,605: 2,232 4,183 4,250 17,035 15,786 23,517 24,219: 3,088 2,386
: : :
: : Changes in Commitments from: November 16, 2021 :
: -22,049: 2,332 -8,571 -12,411 -8,244 2,756 -18,323 -18,227: -3,726 -3,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 4.2 25.8 43.4 64.4 88.5 94.3: 11.5 5.7
Old : 100.0: 20.6 4.2 25.6 42.3 64.7 88.5 94.5: 11.5 5.5
Other: 100.0: 8.4 15.7 16.0 64.0 59.3 88.4 91.0: 11.6 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 91 52 94 110 112 248 220:
Old : 287: 95 51 92 110 112 245 219:
Other: 93: 16 18 18 45 23 73 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 : 11.1 27.6 19.8 37.8 9.7 25.1 15.8 33.3
Old : 11.6 28.4 20.0 38.8 10.2 27.0 16.0 35.2
Other: 32.9 31.4 46.5 47.6 31.6 29.5 43.5 44.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 10,092: 2,519 1,197 939 4,584 7,136 8,043 9,272: 2,049 820
Old : 10,001: 2,522 1,206 905 4,545 7,084 7,971 9,195: 2,030 807
Other: 90: 11 4 21 39 52 71 77: 19 13
: : :
: : Changes in Commitments from: November 16, 2021 :
: 1,810: 1,099 -296 376 -371 1,932 1,105 2,012: 705 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 11.9 9.3 45.4 70.7 79.7 91.9: 20.3 8.1
Old : 100.0: 25.2 12.1 9.0 45.4 70.8 79.7 91.9: 20.3 8.1
Other: 100.0: 11.7 4.3 23.7 43.7 57.6 79.1 85.6: 20.9 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 18 9 7 12 19 34 31:
Old : 54: 18 9 7 12 19 34 31:
Other: 9: 3 1 2 2 3 5 6:
:----------------------------------------------------------------------------------------------------
: 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 : 40.6 44.7 51.7 59.7 39.5 40.6 48.6 55.0
Old : 40.8 44.6 51.9 59.7 39.7 40.4 48.9 55.2
Other: 72.5 80.2 79.1 85.6 54.0 61.9 55.4 61.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 2,144,601: 300,222 345,961 140,699 1,563,469 1,465,511 2,004,390 1,952,172: 140,210 192,429
Old : 2,144,601: 300,222 345,961 140,699 1,563,469 1,465,511 2,004,390 1,952,172: 140,210 192,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2021 :
: 117,502: -43,037 -3,245 62,610 80,848 46,977 100,420 106,341: 17,081 11,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 16.1 6.6 72.9 68.3 93.5 91.0: 6.5 9.0
Old : 100.0: 14.0 16.1 6.6 72.9 68.3 93.5 91.0: 6.5 9.0
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 : 323: 42 62 38 157 168 215 253:
Old : 323: 42 62 38 157 168 215 253:
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 : 21.6 23.8 33.5 32.7 16.6 17.5 22.6 23.5
Old : 21.6 23.8 33.5 32.7 16.6 17.5 22.6 23.5
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, November 23, 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 : 5,060,695: 447,227 703,189 591,717 3,644,528 3,077,797 4,683,472 4,372,703: 377,223 687,991
Old : 5,060,695: 447,227 703,189 591,717 3,644,528 3,077,797 4,683,472 4,372,703: 377,223 687,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2021 :
: 201,896: -51,311 -36,907 63,404 131,263 120,505 143,356 147,002: 58,540 54,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 13.9 11.7 72.0 60.8 92.5 86.4: 7.5 13.6
Old : 100.0: 8.8 13.9 11.7 72.0 60.8 92.5 86.4: 7.5 13.6
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 : 438: 60 82 80 226 241 333 356:
Old : 438: 60 82 80 226 241 333 356:
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 : 17.9 15.7 25.9 21.4 11.5 9.3 18.2 13.2
Old : 17.9 15.7 25.9 21.4 11.5 9.3 18.2 13.2
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, November 23, 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 : 1,570,048: 297,229 140,643 32,361 1,125,042 1,089,634 1,454,632 1,262,638: 115,416 307,410
Old : 1,570,048: 297,229 140,643 32,361 1,125,042 1,089,634 1,454,632 1,262,638: 115,416 307,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2021 :
: -43,668: -27,732 -21,908 11,648 -29,900 -61,932 -45,984 -72,192: 2,316 28,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 9.0 2.1 71.7 69.4 92.6 80.4: 7.4 19.6
Old : 100.0: 18.9 9.0 2.1 71.7 69.4 92.6 80.4: 7.4 19.6
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 : 158: 19 25 19 81 101 112 133:
Old : 158: 19 25 19 81 101 112 133:
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 : 31.0 22.0 44.3 30.2 30.6 18.7 43.4 25.1
Old : 31.0 22.0 44.3 30.2 30.6 18.7 43.4 25.1
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 23, 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 : 4,572,916: 292,351 594,976 614,883 3,342,727 2,741,703 4,249,961 3,951,562: 322,955 621,355
Old : 4,572,916: 292,351 594,976 614,883 3,342,727 2,741,703 4,249,961 3,951,562: 322,955 621,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2021 :
: 539,030: 10,059 -24,533 235,604 239,565 218,729 485,227 429,801: 53,802 109,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 13.0 13.4 73.1 60.0 92.9 86.4: 7.1 13.6
Old : 100.0: 6.4 13.0 13.4 73.1 60.0 92.9 86.4: 7.1 13.6
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 : 339: 36 75 64 176 185 254 282:
Old : 339: 36 75 64 176 185 254 282:
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 : 32.9 15.3 42.9 24.2 26.5 12.2 31.5 17.9
Old : 32.9 15.3 42.9 24.2 26.5 12.2 31.5 17.9
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 23, 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 : 1,298,421: 62,546 144,551 162,737 1,054,351 959,071 1,279,634 1,266,359: 18,787 32,062
Old : 1,298,421: 62,546 144,551 162,737 1,054,351 959,071 1,279,634 1,266,359: 18,787 32,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2021 :
: 90,744: 3,764 20,563 17,041 71,893 51,452 92,698 89,056: -1,954 1,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 11.1 12.5 81.2 73.9 98.6 97.5: 1.4 2.5
Old : 100.0: 4.8 11.1 12.5 81.2 73.9 98.6 97.5: 1.4 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 : 106: 13 22 25 58 66 85 101:
Old : 106: 13 22 25 58 66 85 101:
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 : 29.6 26.8 46.6 41.6 17.9 12.5 25.6 20.3
Old : 29.6 26.8 46.6 41.6 17.9 12.5 25.6 20.3
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 23, 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 : 53,347: 19,541 20,606 573 23,348 26,035 43,462 47,214: 9,885 6,133
Old : 53,347: 19,541 20,606 573 23,348 26,035 43,462 47,214: 9,885 6,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2021 :
: 1,147: 1,220 215 -703 -420 2,077 97 1,589: 1,050 -442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 38.6 1.1 43.8 48.8 81.5 88.5: 18.5 11.5
Old : 100.0: 36.6 38.6 1.1 43.8 48.8 81.5 88.5: 18.5 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 35 23 11 37 28 76 58:
Old : 111: 35 23 11 37 28 76 58:
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 : 32.5 46.3 43.0 64.1 32.0 44.7 42.5 62.3
Old : 32.5 46.3 43.0 64.1 32.0 44.7 42.5 62.3
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, November 23, 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 : 106,694: 39,082 41,212 1,147 46,695 52,069 86,924 94,428: 19,770 12,266
Old : 106,694: 39,082 41,212 1,147 46,695 52,069 86,924 94,428: 19,770 12,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2021 :
: 2,295: 2,440 431 -1,405 -840 4,153 195 3,179: 2,100 -884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 38.6 1.1 43.8 48.8 81.5 88.5: 18.5 11.5
Old : 100.0: 36.6 38.6 1.1 43.8 48.8 81.5 88.5: 18.5 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 35 23 11 37 28 76 58:
Old : 111: 35 23 11 37 28 76 58:
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 : 32.5 46.3 43.0 64.1 32.0 44.7 42.5 62.3
Old : 32.5 46.3 43.0 64.1 32.0 44.7 42.5 62.3
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, November 23, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X DJ US REAL ESTATE INDEX) :
: : :
All : 41,339: 8,774 1,099 0 29,983 39,735 38,757 40,834: 2,582 505
Old : 41,339: 8,774 1,099 0 29,983 39,735 38,757 40,834: 2,582 505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2021 :
: -1,308: -1,108 398 0 -132 -1,764 -1,240 -1,366: -68 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 2.7 0.0 72.5 96.1 93.8 98.8: 6.2 1.2
Old : 100.0: 21.2 2.7 0.0 72.5 96.1 93.8 98.8: 6.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 41.3 73.0 59.9 92.3 40.3 70.3 57.5 87.1
Old : 41.3 73.0 59.9 92.3 40.3 70.3 57.5 87.1
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 23, 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 : 40,278: 22,440 36,367 1,839 15,222 2,016 39,501 40,222: 777 56
Old : 40,278: 22,440 36,367 1,839 15,222 2,016 39,501 40,222: 777 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2021 :
: -58: -31 -77 14 -46 0 -63 -63: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 90.3 4.6 37.8 5.0 98.1 99.9: 1.9 0.1
Old : 100.0: 55.7 90.3 4.6 37.8 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 : 50: 29 13 3 7 1 39 14:
Old : 50: 29 13 3 7 1 39 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 : 50.8 81.2 76.2 94.6 50.8 81.2 76.2 91.3
Old : 50.8 81.2 76.2 94.6 50.8 81.2 76.2 91.3
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, November 23, 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 : 191,935: 30,043 35,755 95,708 66,182 60,383 191,933 191,846: 2 89
Old : 191,935: 30,043 35,755 95,708 66,182 60,383 191,933 191,846: 2 89
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2021 :
: 1,373: -516 -2,491 5,441 -3,540 -1,583 1,385 1,367: -12 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 18.6 49.9 34.5 31.5 100.0 100.0: 0.0 0.0
Old : 100.0: 15.7 18.6 49.9 34.5 31.5 100.0 100.0: 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 : 27: 5 7 1 3 12 9 19:
Old : 27: 5 7 1 3 12 9 19:
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 : 91.1 95.6 99.9 97.9 45.1 45.7 50.1 48.0
Old : 91.1 95.6 99.9 97.9 45.1 45.7 50.1 48.0
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 23, 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 : 3,195: 1,750 480 200 1,130 2,450 3,080 3,130: 115 65
Old : 3,195: 1,750 480 200 1,130 2,450 3,080 3,130: 115 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2021 :
: 90: 15 0 0 90 95 105 95: -15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 15.0 6.3 35.4 76.7 96.4 98.0: 3.6 2.0
Old : 100.0: 54.8 15.0 6.3 35.4 76.7 96.4 98.0: 3.6 2.0
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 : 22: 8 4 3 9 6 17 13:
Old : 22: 8 4 3 9 6 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 73.9 74.6 91.4 49.5 66.4 63.5 76.2
Old : 55.9 73.9 74.6 91.4 49.5 66.4 63.5 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 29, 2021