WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 07, 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 : 440,731: 103,541 94,009 146,059 154,938 157,774 404,538 397,841: 36,193 42,890
Old : 289,622: 80,102 84,362 88,653 94,566 92,142 263,320 265,156: 26,302 24,466
Other: 151,109: 40,385 26,592 40,461 60,372 65,632 141,218 132,685: 9,890 18,424
: : :
: : Changes in Commitments from: November 30, 2021 :
: -8,799: -4,246 -2,356 -2,191 -4,308 -5,534 -10,746 -10,082: 1,947 1,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 21.3 33.1 35.2 35.8 91.8 90.3: 8.2 9.7
Old : 100.0: 27.7 29.1 30.6 32.7 31.8 90.9 91.6: 9.1 8.4
Other: 100.0: 26.7 17.6 26.8 40.0 43.4 93.5 87.8: 6.5 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 127 95 132 93 115 294 279:
Old : 347: 124 95 104 82 103 256 254:
Other: 216: 61 42 43 56 91 140 159:
:----------------------------------------------------------------------------------------------------
: 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 13.5 22.8 21.2 11.5 7.6 18.0 12.7
Old : 17.0 17.4 26.0 26.3 11.5 10.9 18.6 17.1
Other: 19.4 19.4 34.0 31.4 17.3 15.9 27.8 23.7
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 07, 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 : 17,886: 7,590 2,696 1,797 8,013 12,993 17,400 17,486: 486 400
Old : 7,870: 1,095 350 1,292 5,097 6,128 7,484 7,770: 386 100
Other: 10,016: 6,749 2,600 251 2,916 6,865 9,916 9,716: 100 300
: : :
: : Changes in Commitments from: November 30, 2021 :
: -453: -532 -50 306 -111 -509 -337 -253: -116 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 15.1 10.0 44.8 72.6 97.3 97.8: 2.7 2.2
Old : 100.0: 13.9 4.4 16.4 64.8 77.9 95.1 98.7: 4.9 1.3
Other: 100.0: 67.4 26.0 2.5 29.1 68.5 99.0 97.0: 1.0 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 2 4 6 13 14 17:
Old : 20: 5 1 2 5 11 10 14:
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 : 86.9 51.0 94.4 74.6 68.6 47.1 74.9 66.2
Old : 82.2 66.8 94.5 87.2 70.5 60.5 76.8 77.4
Other: 93.0 69.4 99.0 87.4 79.0 58.4 82.0 74.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 07, 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 : 247,516: 88,151 40,211 56,065 78,269 129,458 222,486 225,735: 25,031 21,782
Old : 176,981: 74,419 39,411 31,003 51,154 94,216 156,576 164,629: 20,406 12,352
Other: 70,535: 24,965 12,034 13,829 27,115 35,242 65,910 61,106: 4,625 9,429
: : :
: : Changes in Commitments from: November 30, 2021 :
: -3,863: -4,001 -9 187 -2,414 -4,404 -6,228 -4,227: 2,365 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 16.2 22.7 31.6 52.3 89.9 91.2: 10.1 8.8
Old : 100.0: 42.0 22.3 17.5 28.9 53.2 88.5 93.0: 11.5 7.0
Other: 100.0: 35.4 17.1 19.6 38.4 50.0 93.4 86.6: 6.6 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 90 43 73 73 87 199 175:
Old : 247: 90 45 55 67 81 181 159:
Other: 164: 33 35 24 46 73 96 116:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 19.8 25.2 33.4 13.9 17.4 21.6 28.8
Old : 17.0 21.7 28.2 35.3 16.0 21.1 24.7 33.0
Other: 24.3 30.6 39.9 40.4 20.3 19.8 34.1 28.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 07, 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 : 1,724,182: 465,653 65,574 353,461 734,976 1,101,882 1,554,091 1,520,917: 170,092 203,265
Old : 1,471,760: 421,273 107,125 262,684 651,595 946,292 1,335,552 1,316,101: 136,207 155,659
Other: 252,422: 103,260 17,329 31,897 83,381 155,590 218,538 204,816: 33,884 47,606
: : :
: : Changes in Commitments from: November 30, 2021 :
: 42,788: 10,219 -8,178 10,013 15,916 47,144 36,148 48,979: 6,640 -6,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 3.8 20.5 42.6 63.9 90.1 88.2: 9.9 11.8
Old : 100.0: 28.6 7.3 17.8 44.3 64.3 90.7 89.4: 9.3 10.6
Other: 100.0: 40.9 6.9 12.6 33.0 61.6 86.6 81.1: 13.4 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 829: 192 110 174 357 444 638 654:
Old : 812: 181 118 160 338 428 608 628:
Other: 538: 63 68 40 151 349 233 439:
:----------------------------------------------------------------------------------------------------
: 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 12.8 19.5 20.5 10.9 11.7 18.7 19.0
Old : 13.1 13.2 22.1 21.2 12.5 12.1 21.4 19.3
Other: 25.3 13.2 35.9 21.9 25.1 12.9 35.0 20.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 07, 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 : 4,827: 846 100 161 1,434 1,882 2,442 2,143: 2,385 2,684
Old : 4,123: 839 154 106 1,314 1,812 2,260 2,072: 1,863 2,051
Other: 704: 61 0 1 120 70 182 71: 522 633
: : :
: : Changes in Commitments from: November 30, 2021 :
: -120: -3 0 -12 2 -233 -13 -245: -107 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 2.1 3.3 29.7 39.0 50.6 44.4: 49.4 55.6
Old : 100.0: 20.4 3.7 2.6 31.9 43.9 54.8 50.3: 45.2 49.7
Other: 100.0: 8.6 0.0 0.1 17.0 9.9 25.8 10.1: 74.2 89.9
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 1 2 9 6 18 9:
Old : 22: 8 2 2 8 6 17 9:
Other: 7: 2 0 1 4 4 6 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 : 27.4 38.1 38.1 44.3 27.4 36.8 37.5 40.2
Old : 30.1 43.1 41.9 50.2 30.1 42.2 41.9 47.6
Other: 24.2 9.9 25.8 10.1 21.6 6.7 22.4 6.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 07, 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 : 791,580: 123,754 62,373 194,650 418,101 440,563 736,504 697,585: 55,075 93,994
Old : 675,316: 102,530 65,375 156,891 369,526 385,121 628,947 607,387: 46,369 67,929
Other: 116,264: 31,053 6,827 27,929 48,575 55,442 107,557 90,198: 8,707 26,065
: : :
: : Changes in Commitments from: November 30, 2021 :
: 700: -4,584 -6,856 10,144 -6,740 -1,939 -1,180 1,350: 1,879 -650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 7.9 24.6 52.8 55.7 93.0 88.1: 7.0 11.9
Old : 100.0: 15.2 9.7 23.2 54.7 57.0 93.1 89.9: 6.9 10.1
Other: 100.0: 26.7 5.9 24.0 41.8 47.7 92.5 77.6: 7.5 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 543: 146 111 187 210 235 453 454:
Old : 538: 140 116 173 202 229 433 441:
Other: 289: 46 50 43 69 161 142 233:
:----------------------------------------------------------------------------------------------------
: 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 19.7 10.9 9.9 18.1 16.2
Old : 14.7 11.7 24.5 20.9 12.1 10.2 19.7 16.5
Other: 22.3 15.9 36.1 25.9 19.6 11.9 29.0 19.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 07, 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 : 425,461: 90,423 39,572 84,385 221,137 276,283 395,946 400,241: 29,515 25,220
Old : 382,442: 88,238 42,586 70,902 196,424 246,074 355,564 359,562: 26,879 22,881
Other: 43,019: 9,286 4,086 6,383 24,714 30,210 40,382 40,679: 2,637 2,340
: : :
: : Changes in Commitments from: November 30, 2021 :
: -11,057: -6,746 -3,715 -4,692 1,817 -529 -9,621 -8,936: -1,436 -2,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 9.3 19.8 52.0 64.9 93.1 94.1: 6.9 5.9
Old : 100.0: 23.1 11.1 18.5 51.4 64.3 93.0 94.0: 7.0 6.0
Other: 100.0: 21.6 9.5 14.8 57.4 70.2 93.9 94.6: 6.1 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 100 46 85 104 101 244 205:
Old : 284: 100 50 81 103 99 239 203:
Other: 86: 21 11 17 39 29 71 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 : 12.2 26.9 20.4 36.2 11.3 25.2 17.4 33.3
Old : 12.7 25.4 20.9 34.6 11.3 23.7 17.9 32.1
Other: 38.5 43.7 56.3 64.4 37.2 41.5 51.5 56.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 07, 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 : 1,397,708: 129,094 154,669 117,997 948,653 939,692 1,195,744 1,212,359: 201,964 185,349
Old : 1,397,708: 129,094 154,669 117,997 948,653 939,692 1,195,744 1,212,359: 201,964 185,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2021 :
: 15,370: -382 -4,184 6,365 -3,516 2,562 2,468 4,743: 12,902 10,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 11.1 8.4 67.9 67.2 85.6 86.7: 14.4 13.3
Old : 100.0: 9.2 11.1 8.4 67.9 67.2 85.6 86.7: 14.4 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 : 186: 32 24 38 107 109 158 152:
Old : 186: 32 24 38 107 109 158 152:
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 : 19.5 28.3 30.1 39.5 13.7 21.3 21.5 28.2
Old : 19.5 28.3 30.1 39.5 13.7 21.3 21.5 28.2
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, December 07, 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 : 1,231,803: 75,426 365,761 16,277 986,475 712,421 1,078,177 1,094,459: 153,626 137,344
Old : 1,231,803: 75,426 365,761 16,277 986,475 712,421 1,078,177 1,094,459: 153,626 137,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2021 :
: -11,063: 6,104 -14,040 -7,332 -13,704 8,916 -14,932 -12,456: 3,869 1,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 29.7 1.3 80.1 57.8 87.5 88.9: 12.5 11.1
Old : 100.0: 6.1 29.7 1.3 80.1 57.8 87.5 88.9: 12.5 11.1
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 : 147: 19 15 14 91 84 116 107:
Old : 147: 19 15 14 91 84 116 107:
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 : 20.9 35.2 34.2 50.8 18.8 32.8 29.6 46.9
Old : 20.9 35.2 34.2 50.8 18.8 32.8 29.6 46.9
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, December 07, 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 : 418,151: 76,978 30,511 87,016 200,373 271,582 364,367 389,109: 53,784 29,042
Old : 389,850: 77,918 29,046 79,647 181,637 254,679 339,202 363,372: 50,647 26,478
Other: 28,301: 1,371 3,776 5,058 18,735 16,903 25,165 25,737: 3,137 2,564
: : :
: : Changes in Commitments from: November 30, 2021 :
: -12,166: -6,485 4,847 -3,631 -2,760 -15,637 -12,875 -14,421: 709 2,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 7.3 20.8 47.9 64.9 87.1 93.1: 12.9 6.9
Old : 100.0: 20.0 7.5 20.4 46.6 65.3 87.0 93.2: 13.0 6.8
Other: 100.0: 4.8 13.3 17.9 66.2 59.7 88.9 90.9: 11.1 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 76 55 82 104 97 225 199:
Old : 267: 82 56 79 104 96 224 196:
Other: 96: 10 19 21 51 23 75 52:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 27.4 18.8 37.9 10.0 25.0 17.6 34.2
Old : 10.8 28.5 19.0 38.8 10.7 27.1 17.8 36.4
Other: 30.7 30.8 43.3 48.1 28.5 28.4 40.0 44.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 07, 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 : 8,929: 2,298 1,114 537 4,339 6,403 7,173 8,053: 1,756 876
Old : 8,833: 2,297 1,113 510 4,298 6,343 7,105 7,966: 1,728 867
Other: 97: 5 6 22 41 60 68 88: 28 9
: : :
: : Changes in Commitments from: November 30, 2021 :
: -226: -168 99 -33 234 -182 33 -115: -260 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 12.5 6.0 48.6 71.7 80.3 90.2: 19.7 9.8
Old : 100.0: 26.0 12.6 5.8 48.7 71.8 80.4 90.2: 19.6 9.8
Other: 100.0: 5.2 5.7 22.8 42.7 62.2 70.7 90.7: 29.3 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 16 10 7 13 20 33 33:
Old : 54: 15 10 7 13 20 33 33:
Other: 9: 1 3 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 : 46.0 43.9 55.4 61.4 46.0 42.5 55.3 59.0
Old : 46.3 43.7 55.8 61.4 46.3 42.3 55.7 59.0
Other: 65.5 85.2 70.7 90.7 47.9 66.6 47.9 67.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 07, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,902,996: 333,027 300,580 104,732 1,336,145 1,313,617 1,773,904 1,718,929: 129,092 184,068
Old : 1,902,996: 333,027 300,580 104,732 1,336,145 1,313,617 1,773,904 1,718,929: 129,092 184,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2021 :
: 109,968: 42,961 26,853 35,501 28,855 40,537 107,317 102,892: 2,651 7,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 15.8 5.5 70.2 69.0 93.2 90.3: 6.8 9.7
Old : 100.0: 17.5 15.8 5.5 70.2 69.0 93.2 90.3: 6.8 9.7
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 : 331: 40 62 32 155 176 207 258:
Old : 331: 40 62 32 155 176 207 258:
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 24.2 28.6 31.9 13.2 15.6 19.4 22.1
Old : 17.9 24.2 28.6 31.9 13.2 15.6 19.4 22.1
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, December 07, 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 : 4,448,938: 447,465 633,146 418,187 3,277,033 2,810,398 4,142,685 3,861,730: 306,253 587,207
Old : 4,448,938: 447,465 633,146 418,187 3,277,033 2,810,398 4,142,685 3,861,730: 306,253 587,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2021 :
: 73,415: 10,476 -20,508 415 70,570 84,179 81,461 64,086: -8,046 9,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.2 9.4 73.7 63.2 93.1 86.8: 6.9 13.2
Old : 100.0: 10.1 14.2 9.4 73.7 63.2 93.1 86.8: 6.9 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 : 429: 60 80 74 222 233 321 348:
Old : 429: 60 80 74 222 233 321 348:
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 : 20.3 18.7 27.9 24.6 13.5 12.2 20.5 16.4
Old : 20.3 18.7 27.9 24.6 13.5 12.2 20.5 16.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 07, 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 : 1,374,429: 252,678 139,071 22,170 992,329 937,917 1,267,177 1,099,158: 107,252 275,271
Old : 1,374,429: 252,678 139,071 22,170 992,329 937,917 1,267,177 1,099,158: 107,252 275,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2021 :
: -54,311: 2,242 -2,485 -21,482 -38,292 -26,525 -57,532 -50,492: 3,221 -3,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 10.1 1.6 72.2 68.2 92.2 80.0: 7.8 20.0
Old : 100.0: 18.4 10.1 1.6 72.2 68.2 92.2 80.0: 7.8 20.0
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 : 158: 17 26 14 82 93 110 122:
Old : 158: 17 26 14 82 93 110 122:
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 : 27.1 21.9 40.4 31.1 26.8 18.3 39.2 25.8
Old : 27.1 21.9 40.4 31.1 26.8 18.3 39.2 25.8
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, December 07, 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 : 3,860,924: 207,979 573,044 317,175 3,075,865 2,465,665 3,601,019 3,355,884: 259,906 505,040
Old : 3,860,924: 207,979 573,044 317,175 3,075,865 2,465,665 3,601,019 3,355,884: 259,906 505,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2021 :
: 109,910: -35,861 30,138 22,234 128,164 70,925 114,536 123,297: -4,626 -13,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 14.8 8.2 79.7 63.9 93.3 86.9: 6.7 13.1
Old : 100.0: 5.4 14.8 8.2 79.7 63.9 93.3 86.9: 6.7 13.1
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 : 342: 36 68 55 168 196 237 286:
Old : 342: 36 68 55 168 196 237 286:
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 : 40.2 17.4 47.9 25.0 32.1 14.6 38.4 20.1
Old : 40.2 17.4 47.9 25.0 32.1 14.6 38.4 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 07, 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 : 1,338,244: 48,763 162,082 181,112 1,086,342 966,602 1,316,217 1,309,796: 22,027 28,448
Old : 1,338,244: 48,763 162,082 181,112 1,086,342 966,602 1,316,217 1,309,796: 22,027 28,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2021 :
: -87,794: -3,668 11,173 -10,218 -77,647 -82,991 -91,533 -82,036: 3,739 -5,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 12.1 13.5 81.2 72.2 98.4 97.9: 1.6 2.1
Old : 100.0: 3.6 12.1 13.5 81.2 72.2 98.4 97.9: 1.6 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 : 110: 16 23 26 60 66 91 100:
Old : 110: 16 23 26 60 66 91 100:
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 : 31.3 30.6 50.4 46.0 18.4 13.1 24.0 19.1
Old : 31.3 30.6 50.4 46.0 18.4 13.1 24.0 19.1
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, December 07, 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 : 52,007: 18,865 21,119 453 24,489 22,766 43,807 44,339: 8,200 7,669
Old : 52,007: 18,865 21,119 453 24,489 22,766 43,807 44,339: 8,200 7,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2021 :
: 771: 1,868 659 -373 7 -477 1,502 -191: -731 962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 40.6 0.9 47.1 43.8 84.2 85.3: 15.8 14.7
Old : 100.0: 36.3 40.6 0.9 47.1 43.8 84.2 85.3: 15.8 14.7
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 : 108: 36 20 13 36 28 76 57:
Old : 108: 36 20 13 36 28 76 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 44.5 47.3 59.9 34.9 44.4 47.0 58.6
Old : 35.1 44.5 47.3 59.9 34.9 44.4 47.0 58.6
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, December 07, 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 : 104,015: 37,729 42,238 907 48,978 45,533 87,614 88,677: 16,401 15,337
Old : 104,015: 37,729 42,238 907 48,978 45,533 87,614 88,677: 16,401 15,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2021 :
: 1,542: 3,736 1,319 -746 14 -954 3,004 -381: -1,462 1,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 40.6 0.9 47.1 43.8 84.2 85.3: 15.8 14.7
Old : 100.0: 36.3 40.6 0.9 47.1 43.8 84.2 85.3: 15.8 14.7
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 : 108: 36 20 13 36 28 76 57:
Old : 108: 36 20 13 36 28 76 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 44.5 47.3 59.9 34.9 44.4 47.0 58.6
Old : 35.1 44.5 47.3 59.9 34.9 44.4 47.0 58.6
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, December 07, 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 : 40,408: 7,618 1,469 0 30,406 38,585 38,024 40,054: 2,384 354
Old : 40,408: 7,618 1,469 0 30,406 38,585 38,024 40,054: 2,384 354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2021 :
: 617: -625 535 0 1,335 -40 710 495: -93 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 3.6 0.0 75.2 95.5 94.1 99.1: 5.9 0.9
Old : 100.0: 18.9 3.6 0.0 75.2 95.5 94.1 99.1: 5.9 0.9
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 : 41: 8 3 0 21 14 29 17:
Old : 41: 8 3 0 21 14 29 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 : 42.5 71.8 60.9 91.5 41.5 69.6 58.0 87.1
Old : 42.5 71.8 60.9 91.5 41.5 69.6 58.0 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, December 07, 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 : 48,211: 28,421 44,842 1,312 17,881 2,016 47,614 48,170: 597 41
Old : 48,211: 28,421 44,842 1,312 17,881 2,016 47,614 48,170: 597 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2021 :
: 8,913: 4,479 8,952 -21 4,485 0 8,943 8,931: -30 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 93.0 2.7 37.1 4.2 98.8 99.9: 1.2 0.1
Old : 100.0: 59.0 93.0 2.7 37.1 4.2 98.8 99.9: 1.2 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 : 47: 28 13 3 5 1 35 15:
Old : 47: 28 13 3 5 1 35 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 : 57.3 79.1 79.9 92.9 57.3 77.9 79.9 91.8
Old : 57.3 79.1 79.9 92.9 57.3 77.9 79.9 91.8
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, December 07, 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 : 191,404: 30,304 24,182 111,671 49,426 55,495 191,401 191,348: 3 56
Old : 191,404: 30,304 24,182 111,671 49,426 55,495 191,401 191,348: 3 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2021 :
: -3,620: 793 -10,727 13,712 -18,126 -6,603 -3,621 -3,618: 1 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 12.6 58.3 25.8 29.0 100.0 100.0: 0.0 0.0
Old : 100.0: 15.8 12.6 58.3 25.8 29.0 100.0 100.0: 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 13 9 20:
Old : 27: 5 7 1 3 13 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 : 91.0 95.3 99.9 97.8 37.7 37.0 41.4 39.5
Old : 91.0 95.3 99.9 97.8 37.7 37.0 41.4 39.5
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, December 07, 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 : 3,020: 1,730 580 135 1,075 2,190 2,940 2,905: 80 115
Old : 3,020: 1,730 580 135 1,075 2,190 2,940 2,905: 80 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2021 :
: 155: 90 95 15 50 40 155 150: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 19.2 4.5 35.6 72.5 97.4 96.2: 2.6 3.8
Old : 100.0: 57.3 19.2 4.5 35.6 72.5 97.4 96.2: 2.6 3.8
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 : 25: 9 7 3 8 6 18 15:
Old : 25: 9 7 3 8 6 18 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 : 57.6 69.5 75.2 86.6 49.2 61.4 64.7 72.7
Old : 57.6 69.5 75.2 86.6 49.2 61.4 64.7 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 10, 2021