WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 444,225: 97,132 94,688 154,305 156,994 153,663 408,431 402,657: 35,794 41,568
Old : 290,064: 75,450 86,366 91,541 97,049 89,393 264,040 267,300: 26,024 22,764
Other: 154,161: 41,059 27,699 43,388 59,944 64,270 144,391 135,357: 9,770 18,804
: : :
: : Changes in Commitments from: December 7, 2021 :
: 3,494: -6,409 680 8,246 2,056 -4,110 3,893 4,816: -399 -1,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 21.3 34.7 35.3 34.6 91.9 90.6: 8.1 9.4
Old : 100.0: 26.0 29.8 31.6 33.5 30.8 91.0 92.2: 9.0 7.8
Other: 100.0: 26.6 18.0 28.1 38.9 41.7 93.7 87.8: 6.3 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 114 102 137 99 116 293 286:
Old : 344: 115 97 105 88 105 253 258:
Other: 225: 61 47 50 57 97 145 173:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 13.3 22.6 21.1 11.4 7.5 17.9 12.7
Old : 17.1 17.9 25.8 27.0 11.7 11.2 18.4 16.9
Other: 18.7 18.6 32.7 29.8 16.1 14.6 26.7 22.4
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 17,859: 7,644 2,771 1,805 8,164 12,983 17,613 17,559: 246 300
Old : 7,368: 1,049 225 1,125 4,948 5,918 7,122 7,268: 246 100
Other: 10,491: 6,749 2,700 526 3,216 7,065 10,491 10,291: 0 200
: : :
: : Changes in Commitments from: December 7, 2021 :
: -27: 54 75 8 151 -10 213 73: -240 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 15.5 10.1 45.7 72.7 98.6 98.3: 1.4 1.7
Old : 100.0: 14.2 3.1 15.3 67.2 80.3 96.7 98.6: 3.3 1.4
Other: 100.0: 64.3 25.7 5.0 30.7 67.3 100.0 98.1: 0.0 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 2 4 7 14 15 18:
Old : 21: 5 1 2 6 11 11 14:
Other: 18: 4 2 2 4 12 9 15:
:----------------------------------------------------------------------------------------------------
: 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 : 86.4 48.8 94.8 71.6 68.0 44.9 73.8 63.8
Old : 80.7 70.4 93.9 88.4 68.4 62.8 78.5 77.8
Other: 93.6 66.2 99.5 84.7 77.5 56.7 78.2 71.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 239,385: 84,906 39,731 53,922 76,405 124,733 215,233 218,386: 24,152 20,999
Old : 167,867: 70,029 35,837 29,736 48,921 90,355 148,686 155,929: 19,181 11,939
Other: 71,518: 25,857 14,874 13,205 27,484 34,378 66,547 62,457: 4,971 9,061
: : :
: : Changes in Commitments from: December 7, 2021 :
: -8,131: -3,245 -480 -2,143 -1,864 -4,725 -7,252 -7,349: -879 -782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 16.6 22.5 31.9 52.1 89.9 91.2: 10.1 8.8
Old : 100.0: 41.7 21.3 17.7 29.1 53.8 88.6 92.9: 11.4 7.1
Other: 100.0: 36.2 20.8 18.5 38.4 48.1 93.0 87.3: 7.0 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 98 38 76 82 94 210 186:
Old : 254: 92 45 56 73 85 187 166:
Other: 173: 33 37 27 47 81 97 130:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 20.2 25.7 32.2 14.6 17.0 22.2 28.2
Old : 17.8 22.4 28.7 34.5 17.1 21.6 25.2 32.2
Other: 24.2 31.8 40.0 40.7 20.1 21.7 34.4 30.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 1,757,032: 479,133 64,348 367,315 736,906 1,117,122 1,583,355 1,548,785: 173,677 208,246
Old : 1,497,183: 447,130 112,868 263,969 649,525 961,298 1,360,624 1,338,135: 136,558 159,048
Other: 259,849: 102,080 21,557 33,269 87,381 155,824 222,730 210,650: 37,118 49,199
: : :
: : Changes in Commitments from: December 7, 2021 :
: 32,849: 13,480 -1,226 13,854 1,930 15,241 29,264 27,868: 3,585 4,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 3.7 20.9 41.9 63.6 90.1 88.1: 9.9 11.9
Old : 100.0: 29.9 7.5 17.6 43.4 64.2 90.9 89.4: 9.1 10.6
Other: 100.0: 39.3 8.3 12.8 33.6 60.0 85.7 81.1: 14.3 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 824: 198 109 170 357 436 639 646:
Old : 805: 187 118 154 337 417 607 616:
Other: 536: 64 71 43 153 343 241 434:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 13.3 19.2 20.8 10.7 12.0 18.4 19.3
Old : 12.9 13.9 21.7 21.9 12.4 12.5 21.0 20.0
Other: 25.8 11.9 36.0 20.2 25.6 11.6 34.9 19.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 4,955: 855 167 129 1,522 1,713 2,506 2,009: 2,449 2,946
Old : 4,240: 847 225 70 1,399 1,691 2,316 1,986: 1,924 2,254
Other: 715: 66 0 1 123 22 190 23: 525 692
: : :
: : Changes in Commitments from: December 7, 2021 :
: 128: 9 67 -32 88 -169 65 -134: 64 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 3.4 2.6 30.7 34.6 50.6 40.5: 49.4 59.5
Old : 100.0: 20.0 5.3 1.7 33.0 39.9 54.6 46.8: 45.4 53.2
Other: 100.0: 9.2 0.0 0.1 17.2 3.1 26.6 3.2: 73.4 96.8
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 2 2 8 5 17 9:
Old : 21: 7 4 2 8 4 17 8:
Other: 6: 2 0 1 4 3 6 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 35.0 38.3 40.4 26.7 34.1 38.2 36.9
Old : 29.3 40.4 42.7 46.8 29.3 40.2 42.7 45.0
Other: 24.9 3.2 26.6 3.2 22.5 0.0 23.4 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 767,185: 118,269 57,836 187,793 404,928 427,127 710,989 672,755: 56,196 94,430
Old : 642,023: 98,412 65,597 142,585 353,849 366,699 594,845 574,881: 47,178 67,142
Other: 125,162: 34,788 7,170 30,277 51,079 60,427 116,144 97,874: 9,018 27,288
: : :
: : Changes in Commitments from: December 7, 2021 :
: -24,394: -5,485 -4,538 -6,857 -13,173 -13,436 -25,515 -24,830: 1,121 436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 7.5 24.5 52.8 55.7 92.7 87.7: 7.3 12.3
Old : 100.0: 15.3 10.2 22.2 55.1 57.1 92.7 89.5: 7.3 10.5
Other: 100.0: 27.8 5.7 24.2 40.8 48.3 92.8 78.2: 7.2 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 539: 146 110 182 211 235 454 446:
Old : 535: 136 119 167 204 228 437 430:
Other: 284: 51 44 41 67 161 137 230:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 10.8 23.1 19.1 11.1 9.7 18.2 16.4
Old : 15.5 11.4 25.1 19.9 12.7 10.1 20.5 17.0
Other: 20.8 16.0 34.8 26.4 17.9 12.2 27.2 19.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 451,435: 83,649 53,042 95,762 241,395 274,505 420,807 423,309: 30,627 28,125
Old : 400,091: 80,986 55,745 79,635 211,503 239,574 372,123 374,954: 27,968 25,137
Other: 51,343: 11,539 6,172 7,252 29,893 34,931 48,684 48,355: 2,659 2,989
: : :
: : Changes in Commitments from: December 7, 2021 :
: 25,974: -6,773 13,470 11,377 20,258 -1,778 24,862 23,069: 1,112 2,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 11.7 21.2 53.5 60.8 93.2 93.8: 6.8 6.2
Old : 100.0: 20.2 13.9 19.9 52.9 59.9 93.0 93.7: 7.0 6.3
Other: 100.0: 22.5 12.0 14.1 58.2 68.0 94.8 94.2: 5.2 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 94 64 95 109 108 254 229:
Old : 303: 103 61 92 108 106 251 226:
Other: 97: 15 24 20 42 31 73 61:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 23.5 19.3 32.2 10.5 20.1 16.2 27.8
Old : 11.9 22.1 19.5 30.6 10.2 18.6 16.6 26.2
Other: 34.9 38.2 52.4 57.3 33.9 36.4 50.2 51.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 1,400,836: 148,530 171,600 109,747 939,595 952,675 1,197,872 1,234,022: 202,964 166,814
Old : 1,400,836: 148,530 171,600 109,747 939,595 952,675 1,197,872 1,234,022: 202,964 166,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2021 :
: 3,128: 19,436 16,930 -8,250 -9,058 12,983 2,127 21,663: 1,000 -18,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 12.2 7.8 67.1 68.0 85.5 88.1: 14.5 11.9
Old : 100.0: 10.6 12.2 7.8 67.1 68.0 85.5 88.1: 14.5 11.9
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 : 194: 33 26 37 107 110 158 155:
Old : 194: 33 26 37 107 110 158 155:
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 : 19.1 29.4 29.5 40.4 13.0 22.3 20.9 29.3
Old : 19.1 29.4 29.5 40.4 13.0 22.3 20.9 29.3
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 14, 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 : 1,254,222: 87,778 380,231 13,496 997,188 737,462 1,098,462 1,131,189: 155,759 123,033
Old : 1,254,222: 87,778 380,231 13,496 997,188 737,462 1,098,462 1,131,189: 155,759 123,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2021 :
: 22,419: 12,352 14,470 -2,781 10,713 25,041 20,285 36,730: 2,133 -14,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 30.3 1.1 79.5 58.8 87.6 90.2: 12.4 9.8
Old : 100.0: 7.0 30.3 1.1 79.5 58.8 87.6 90.2: 12.4 9.8
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 : 151: 21 16 15 91 85 119 109:
Old : 151: 21 16 15 91 85 119 109:
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 : 20.6 35.3 34.0 51.2 18.4 33.0 29.6 47.4
Old : 20.6 35.3 34.0 51.2 18.4 33.0 29.6 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 434,693: 92,640 24,462 95,819 190,833 284,949 379,292 405,231: 55,401 29,462
Old : 404,786: 93,724 22,938 88,638 170,390 266,377 352,752 377,954: 52,034 26,833
Other: 29,906: 1,332 3,941 4,765 20,442 18,572 26,539 27,277: 3,367 2,629
: : :
: : Changes in Commitments from: December 7, 2021 :
: 16,542: 15,662 -6,048 8,803 -9,540 13,367 14,925 16,122: 1,617 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 5.6 22.0 43.9 65.6 87.3 93.2: 12.7 6.8
Old : 100.0: 23.2 5.7 21.9 42.1 65.8 87.1 93.4: 12.9 6.6
Other: 100.0: 4.5 13.2 15.9 68.4 62.1 88.7 91.2: 11.3 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 97 42 81 107 99 240 196:
Old : 275: 103 40 79 106 98 238 193:
Other: 97: 7 20 18 54 26 75 53:
:----------------------------------------------------------------------------------------------------
: 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 27.7 19.2 39.0 9.9 25.2 16.3 34.9
Old : 11.3 28.5 19.7 40.3 10.4 27.3 16.6 36.8
Other: 30.2 33.1 42.6 48.7 28.7 31.1 39.3 45.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 8,737: 1,632 1,245 797 4,984 5,556 7,413 7,597: 1,324 1,140
Old : 8,641: 1,633 1,240 775 4,944 5,497 7,351 7,511: 1,290 1,130
Other: 96: 0 6 21 41 59 62 86: 34 10
: : :
: : Changes in Commitments from: December 7, 2021 :
: -192: -666 131 260 646 -847 240 -456: -432 263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 14.2 9.1 57.1 63.6 84.8 87.0: 15.2 13.0
Old : 100.0: 18.9 14.3 9.0 57.2 63.6 85.1 86.9: 14.9 13.1
Other: 100.0: 0.0 6.2 21.9 42.6 61.5 64.5 89.6: 35.5 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 12 12 10 17 16 36 32:
Old : 51: 12 12 10 17 16 36 32:
Other: 7: 0 3 2 2 2 4 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 : 44.9 45.0 56.6 59.9 44.7 41.8 54.7 55.1
Old : 45.2 44.8 57.0 59.9 45.0 41.6 55.1 55.0
Other: 64.5 85.2 64.5 89.6 42.6 67.1 42.6 67.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 1,978,810: 397,363 352,820 117,030 1,343,310 1,315,949 1,857,703 1,785,799: 121,106 193,011
Old : 1,978,810: 397,363 352,820 117,030 1,343,310 1,315,949 1,857,703 1,785,799: 121,106 193,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2021 :
: 75,813: 64,336 52,240 12,298 7,166 2,332 83,800 66,870: -7,986 8,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 17.8 5.9 67.9 66.5 93.9 90.2: 6.1 9.8
Old : 100.0: 20.1 17.8 5.9 67.9 66.5 93.9 90.2: 6.1 9.8
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 : 334: 34 68 25 155 182 199 265:
Old : 334: 34 68 25 155 182 199 265:
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 : 17.4 23.8 29.3 31.1 15.2 15.5 22.4 21.7
Old : 17.4 23.8 29.3 31.1 15.2 15.5 22.4 21.7
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 14, 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 : 4,396,755: 443,880 636,019 407,172 3,233,119 2,772,041 4,084,171 3,815,232: 312,584 581,523
Old : 4,396,755: 443,880 636,019 407,172 3,233,119 2,772,041 4,084,171 3,815,232: 312,584 581,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2021 :
: -52,183: -3,585 2,873 -11,014 -43,915 -38,357 -58,514 -46,499: 6,331 -5,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.5 9.3 73.5 63.0 92.9 86.8: 7.1 13.2
Old : 100.0: 10.1 14.5 9.3 73.5 63.0 92.9 86.8: 7.1 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 : 431: 56 83 78 226 234 331 347:
Old : 431: 56 83 78 226 234 331 347:
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 19.2 28.2 25.3 13.2 12.1 20.5 16.3
Old : 20.3 19.2 28.2 25.3 13.2 12.1 20.5 16.3
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 14, 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 : 1,368,110: 257,314 149,293 19,471 987,498 916,267 1,264,283 1,085,031: 103,827 283,079
Old : 1,368,110: 257,314 149,293 19,471 987,498 916,267 1,264,283 1,085,031: 103,827 283,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2021 :
: -6,319: 4,636 10,222 -2,699 -4,831 -21,650 -2,894 -14,127: -3,425 7,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 10.9 1.4 72.2 67.0 92.4 79.3: 7.6 20.7
Old : 100.0: 18.8 10.9 1.4 72.2 67.0 92.4 79.3: 7.6 20.7
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 : 155: 18 26 14 83 88 111 118:
Old : 155: 18 26 14 83 88 111 118:
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 : 25.4 21.4 38.7 30.5 25.2 17.3 37.6 24.7
Old : 25.4 21.4 38.7 30.5 25.2 17.3 37.6 24.7
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 14, 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 : 3,924,516: 294,051 599,369 305,438 3,057,970 2,518,156 3,657,459 3,422,963: 267,057 501,552
Old : 3,924,516: 294,051 599,369 305,438 3,057,970 2,518,156 3,657,459 3,422,963: 267,057 501,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2021 :
: 63,591: 86,072 26,324 -11,736 -17,896 52,491 56,440 67,079: 7,151 -3,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 15.3 7.8 77.9 64.2 93.2 87.2: 6.8 12.8
Old : 100.0: 7.5 15.3 7.8 77.9 64.2 93.2 87.2: 6.8 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 40 73 56 169 201 245 294:
Old : 355: 40 73 56 169 201 245 294:
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 : 39.3 16.4 46.7 24.4 31.0 13.7 36.9 19.5
Old : 39.3 16.4 46.7 24.4 31.0 13.7 36.9 19.5
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 14, 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 : 1,331,096: 48,959 138,271 183,653 1,076,381 974,260 1,308,993 1,296,184: 22,103 34,912
Old : 1,331,096: 48,959 138,271 183,653 1,076,381 974,260 1,308,993 1,296,184: 22,103 34,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2021 :
: -7,148: 196 -23,811 2,541 -9,961 7,658 -7,224 -13,612: 76 6,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 10.4 13.8 80.9 73.2 98.3 97.4: 1.7 2.6
Old : 100.0: 3.7 10.4 13.8 80.9 73.2 98.3 97.4: 1.7 2.6
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 : 110: 12 25 25 62 67 91 100:
Old : 110: 12 25 25 62 67 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 : 29.4 32.7 50.5 46.4 18.2 14.3 24.5 21.0
Old : 29.4 32.7 50.5 46.4 18.2 14.3 24.5 21.0
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 14, 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 : 60,672: 15,537 18,900 2,474 32,999 31,091 51,010 52,464: 9,662 8,207
Old : 60,672: 15,537 18,900 2,474 32,999 31,091 51,010 52,464: 9,662 8,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2021 :
: 8,664: -3,328 -2,219 2,020 8,510 8,325 7,202 8,126: 1,462 539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 31.2 4.1 54.4 51.2 84.1 86.5: 15.9 13.5
Old : 100.0: 25.6 31.2 4.1 54.4 51.2 84.1 86.5: 15.9 13.5
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 : 99: 29 16 16 45 37 78 66:
Old : 99: 29 16 16 45 37 78 66:
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 : 29.8 46.5 40.9 61.2 26.2 39.0 35.6 50.7
Old : 29.8 46.5 40.9 61.2 26.2 39.0 35.6 50.7
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 14, 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 : 121,344: 31,074 37,799 4,948 65,997 62,182 102,019 104,929: 19,325 16,415
Old : 121,344: 31,074 37,799 4,948 65,997 62,182 102,019 104,929: 19,325 16,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2021 :
: 17,329: -6,655 -4,439 4,041 17,019 16,650 14,405 16,251: 2,924 1,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 31.2 4.1 54.4 51.2 84.1 86.5: 15.9 13.5
Old : 100.0: 25.6 31.2 4.1 54.4 51.2 84.1 86.5: 15.9 13.5
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 : 99: 29 16 16 45 37 78 66:
Old : 99: 29 16 16 45 37 78 66:
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 : 29.8 46.5 40.9 61.2 26.2 39.0 35.6 50.7
Old : 29.8 46.5 40.9 61.2 26.2 39.0 35.6 50.7
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 14, 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 : 72,101: 7,309 1,622 32 61,815 70,195 69,156 71,849: 2,945 252
Old : 72,101: 7,309 1,622 32 61,815 70,195 69,156 71,849: 2,945 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2021 :
: 31,693: -309 153 32 31,409 31,610 31,132 31,795: 561 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 2.2 0.0 85.7 97.4 95.9 99.7: 4.1 0.3
Old : 100.0: 10.1 2.2 0.0 85.7 97.4 95.9 99.7: 4.1 0.3
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 : 40: 8 3 1 24 15 33 18:
Old : 40: 8 3 1 24 15 33 18:
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 : 53.4 71.1 70.4 94.5 23.6 38.8 34.0 50.2
Old : 53.4 71.1 70.4 94.5 23.6 38.8 34.0 50.2
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, December 14, 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 : 53,502: 29,505 38,088 13,014 10,444 2,373 52,963 53,475: 539 27
Old : 53,502: 29,505 38,088 13,014 10,444 2,373 52,963 53,475: 539 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2021 :
: 5,291: 1,084 -6,754 11,702 -7,437 357 5,349 5,305: -58 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 71.2 24.3 19.5 4.4 99.0 99.9: 1.0 0.1
Old : 100.0: 55.1 71.2 24.3 19.5 4.4 99.0 99.9: 1.0 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: 29 12 7 4 2 37 18:
Old : 47: 29 12 7 4 2 37 18:
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 : 58.0 79.0 78.5 93.8 45.1 63.2 60.8 73.6
Old : 58.0 79.0 78.5 93.8 45.1 63.2 60.8 73.6
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, December 14, 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 : 103,457: 25,146 52,308 25,148 53,163 25,943 103,457 103,399: 0 58
Old : 103,457: 25,146 52,308 25,148 53,163 25,943 103,457 103,399: 0 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2021 :
: -87,947: -5,158 28,126 -86,523 3,737 -29,552 -87,944 -87,949: -3 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 50.6 24.3 51.4 25.1 100.0 99.9: 0.0 0.1
Old : 100.0: 24.3 50.6 24.3 51.4 25.1 100.0 99.9: 0.0 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 : 24: 4 6 1 2 12 7 18:
Old : 24: 4 6 1 2 12 7 18:
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 : 88.1 91.9 100.0 96.3 70.7 67.6 75.7 72.0
Old : 88.1 91.9 100.0 96.3 70.7 67.6 75.7 72.0
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, December 14, 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 : 3,015: 1,745 550 150 1,040 2,215 2,935 2,915: 80 100
Old : 3,015: 1,745 550 150 1,040 2,215 2,935 2,915: 80 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2021 :
: -5: 15 -30 15 -35 25 -5 10: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 18.2 5.0 34.5 73.5 97.3 96.7: 2.7 3.3
Old : 100.0: 57.9 18.2 5.0 34.5 73.5 97.3 96.7: 2.7 3.3
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 : 25: 9 7 3 8 7 18 16:
Old : 25: 9 7 3 8 7 18 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 : 58.2 69.2 75.6 85.7 49.8 61.2 64.3 73.1
Old : 58.2 69.2 75.6 85.7 49.8 61.2 64.3 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 17, 2021