WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 433,728: 91,230 91,585 143,751 165,778 158,730 400,759 394,066: 32,969 39,661
Old : 276,468: 70,259 83,596 80,014 102,821 91,903 253,094 255,513: 23,373 20,954
Other: 157,260: 39,031 26,049 45,677 62,957 66,827 147,665 138,553: 9,595 18,707
: : :
: : Changes in Commitments from: December 21, 2021 :
: -11,061: -1,297 -154 -13,071 3,456 2,197 -10,912 -11,028: -149 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 21.1 33.1 38.2 36.6 92.4 90.9: 7.6 9.1
Old : 100.0: 25.4 30.2 28.9 37.2 33.2 91.5 92.4: 8.5 7.6
Other: 100.0: 24.8 16.6 29.0 40.0 42.5 93.9 88.1: 6.1 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 343: 113 94 134 89 113 275 277:
Old : 325: 109 90 106 80 105 237 255:
Other: 222: 63 46 50 57 91 146 168:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 12.1 24.0 19.9 12.9 7.1 19.5 12.3
Old : 17.0 16.2 27.4 25.4 14.0 10.7 21.2 16.7
Other: 18.8 18.1 32.9 28.4 16.3 12.5 27.1 20.2
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 17,807: 8,195 3,021 1,505 7,480 12,757 17,180 17,283: 627 524
Old : 7,371: 1,020 475 1,050 4,874 5,742 6,944 7,267: 427 104
Other: 10,436: 7,329 2,700 301 2,606 7,015 10,236 10,016: 200 420
: : :
: : Changes in Commitments from: December 21, 2021 :
: -745: 234 -50 -175 -1,036 -640 -977 -865: 232 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 17.0 8.5 42.0 71.6 96.5 97.1: 3.5 2.9
Old : 100.0: 13.8 6.4 14.2 66.1 77.9 94.2 98.6: 5.8 1.4
Other: 100.0: 70.2 25.9 2.9 25.0 67.2 98.1 96.0: 1.9 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 2 4 6 14 14 18:
Old : 19: 5 1 2 5 10 10 13:
Other: 18: 4 2 2 3 12 8 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 : 87.1 45.9 93.6 68.1 69.7 45.1 76.2 63.8
Old : 82.5 68.8 93.5 89.6 70.1 63.0 77.9 80.0
Other: 92.6 61.3 98.1 81.0 80.5 56.5 82.1 71.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 244,520: 86,185 33,573 56,808 76,970 130,956 219,963 221,337: 24,556 23,182
Old : 171,146: 72,053 32,457 30,779 49,849 95,149 152,681 158,384: 18,465 12,761
Other: 73,374: 25,727 12,710 14,436 27,121 35,807 67,283 62,953: 6,091 10,421
: : :
: : Changes in Commitments from: December 21, 2021 :
: -3,024: 4,101 63 -3,331 -3,001 -701 -2,231 -3,969: -793 945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 13.7 23.2 31.5 53.6 90.0 90.5: 10.0 9.5
Old : 100.0: 42.1 19.0 18.0 29.1 55.6 89.2 92.5: 10.8 7.5
Other: 100.0: 35.1 17.3 19.7 37.0 48.8 91.7 85.8: 8.3 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 87 46 75 79 93 201 184:
Old : 245: 84 42 58 73 88 181 167:
Other: 167: 36 34 25 46 76 97 120:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 18.8 24.4 30.5 14.1 16.6 21.9 26.8
Old : 16.3 19.8 27.6 31.1 16.3 19.8 25.9 29.7
Other: 24.3 28.9 39.1 39.6 20.4 20.9 33.9 29.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 1,843,102: 519,522 71,735 401,595 743,813 1,157,890 1,664,930 1,631,220: 178,172 211,882
Old : 1,565,672: 481,964 116,242 294,198 649,889 993,642 1,426,051 1,404,082: 139,621 161,589
Other: 277,430: 110,591 28,526 34,363 93,924 164,248 238,879 227,138: 38,551 50,293
: : :
: : Changes in Commitments from: December 21, 2021 :
: 41,913: 21,785 6,916 14,397 5,774 19,818 41,956 41,131: -43 782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 3.9 21.8 40.4 62.8 90.3 88.5: 9.7 11.5
Old : 100.0: 30.8 7.4 18.8 41.5 63.5 91.1 89.7: 8.9 10.3
Other: 100.0: 39.9 10.3 12.4 33.9 59.2 86.1 81.9: 13.9 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 837: 214 103 169 355 448 646 654:
Old : 815: 205 107 153 332 429 608 623:
Other: 560: 72 70 44 160 358 254 452:
:----------------------------------------------------------------------------------------------------
: 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 12.3 18.7 19.9 10.8 11.4 17.8 18.2
Old : 13.0 13.0 21.3 20.9 12.5 11.9 20.5 19.1
Other: 24.2 11.3 33.9 19.0 24.0 10.9 33.0 17.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 4,486: 873 160 38 1,295 1,377 2,206 1,575: 2,280 2,911
Old : 3,754: 864 160 37 1,179 1,333 2,079 1,530: 1,675 2,225
Other: 731: 10 0 1 116 44 127 45: 605 686
: : :
: : Changes in Commitments from: December 21, 2021 :
: -149: 21 -7 0 -309 -129 -287 -136: 139 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 3.6 0.8 28.9 30.7 49.2 35.1: 50.8 64.9
Old : 100.0: 23.0 4.3 1.0 31.4 35.5 55.4 40.7: 44.6 59.3
Other: 100.0: 1.3 0.0 0.1 15.9 6.0 17.3 6.2: 82.7 93.8
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 2 1 9 5 17 8:
Old : 20: 8 2 1 8 4 16 7:
Other: 6: 1 0 1 4 4 5 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 : 24.5 31.5 36.3 35.1 24.5 28.8 36.2 31.5
Old : 29.3 36.6 43.0 40.7 29.3 36.1 43.0 39.3
Other: 16.7 6.0 17.3 6.2 15.4 4.6 15.8 4.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 767,439: 164,892 38,449 172,855 371,771 465,246 709,517 676,550: 57,921 90,889
Old : 615,074: 138,703 49,083 119,376 309,031 384,644 567,111 553,103: 47,964 61,971
Other: 152,364: 43,387 6,565 36,280 62,739 80,602 142,406 123,447: 9,958 28,917
: : :
: : Changes in Commitments from: December 21, 2021 :
: -21,966: 18,621 -6,644 -25,553 -13,336 10,580 -20,268 -21,617: -1,698 -349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 5.0 22.5 48.4 60.6 92.5 88.2: 7.5 11.8
Old : 100.0: 22.6 8.0 19.4 50.2 62.5 92.2 89.9: 7.8 10.1
Other: 100.0: 28.5 4.3 23.8 41.2 52.9 93.5 81.0: 6.5 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 557: 175 92 174 202 244 455 446:
Old : 551: 157 109 154 191 237 427 430:
Other: 315: 70 39 45 81 176 168 246:
:----------------------------------------------------------------------------------------------------
: 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 11.9 21.7 22.0 10.6 11.6 17.3 19.9
Old : 14.4 13.5 24.0 23.2 13.1 12.6 21.3 20.7
Other: 20.1 16.9 34.3 28.9 15.7 13.5 26.6 20.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 419,844: 81,385 47,939 80,476 226,501 264,816 388,361 393,230: 31,483 26,614
Old : 361,112: 76,662 50,299 65,952 190,253 221,828 332,866 338,079: 28,246 23,033
Other: 58,732: 12,919 5,836 6,327 36,248 42,988 55,495 55,151: 3,237 3,581
: : :
: : Changes in Commitments from: December 21, 2021 :
: -36,371: 10 -6,905 -21,670 -15,719 -4,337 -37,379 -32,912: 1,009 -3,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 11.4 19.2 53.9 63.1 92.5 93.7: 7.5 6.3
Old : 100.0: 21.2 13.9 18.3 52.7 61.4 92.2 93.6: 7.8 6.4
Other: 100.0: 22.0 9.9 10.8 61.7 73.2 94.5 93.9: 5.5 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 90 64 94 106 113 253 226:
Old : 299: 94 64 89 105 112 248 222:
Other: 105: 22 23 18 45 32 79 62:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.3 24.2 20.3 33.7 11.1 20.6 17.6 28.9
Old : 12.6 22.4 20.2 31.5 11.0 18.8 17.8 26.7
Other: 32.8 42.2 50.9 60.1 31.8 39.6 49.9 53.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 1,299,336: 156,641 175,898 61,262 887,785 895,958 1,105,688 1,133,118: 193,648 166,218
Old : 1,299,336: 156,641 175,898 61,262 887,785 895,958 1,105,688 1,133,118: 193,648 166,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2021 :
: -93,015: 565 1,149 -35,133 -55,958 -50,061 -90,525 -84,044: -2,489 -8,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 13.5 4.7 68.3 69.0 85.1 87.2: 14.9 12.8
Old : 100.0: 12.1 13.5 4.7 68.3 69.0 85.1 87.2: 14.9 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 : 178: 33 19 30 101 101 144 140:
Old : 178: 33 19 30 101 101 144 140:
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 : 19.0 30.0 30.3 41.8 13.6 24.6 22.5 32.5
Old : 19.0 30.0 30.3 41.8 13.6 24.6 22.5 32.5
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 28, 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 : 1,248,340: 82,877 383,594 6,173 999,536 735,116 1,088,586 1,124,883: 159,755 123,457
Old : 1,248,340: 82,877 383,594 6,173 999,536 735,116 1,088,586 1,124,883: 159,755 123,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2021 :
: -6,193: -166 2,990 249 -4,973 -4,355 -4,890 -1,116: -1,303 -5,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 30.7 0.5 80.1 58.9 87.2 90.1: 12.8 9.9
Old : 100.0: 6.6 30.7 0.5 80.1 58.9 87.2 90.1: 12.8 9.9
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 : 150: 17 17 14 89 86 113 110:
Old : 150: 17 17 14 89 86 113 110:
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 34.9 51.2 18.8 33.0 30.7 47.3
Old : 20.9 35.2 34.9 51.2 18.8 33.0 30.7 47.3
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 28, 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 : 430,303: 107,685 17,163 74,622 194,365 310,675 376,672 402,460: 53,631 27,843
Old : 394,659: 107,046 16,521 68,072 169,941 285,269 345,059 369,862: 49,600 24,797
Other: 35,644: 2,699 2,702 4,490 24,424 25,406 31,613 32,598: 4,031 3,046
: : :
: : Changes in Commitments from: December 21, 2021 :
: -22,160: 9,750 -1,115 -27,644 -4,051 7,444 -21,945 -21,314: -216 -846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 4.0 17.3 45.2 72.2 87.5 93.5: 12.5 6.5
Old : 100.0: 27.1 4.2 17.2 43.1 72.3 87.4 93.7: 12.6 6.3
Other: 100.0: 7.6 7.6 12.6 68.5 71.3 88.7 91.5: 11.3 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 104 44 77 107 107 244 201:
Old : 285: 107 45 73 107 107 242 199:
Other: 106: 17 17 17 56 32 83 57:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 30.3 19.1 42.6 9.9 27.0 17.0 38.4
Old : 11.2 31.2 19.2 43.6 10.6 29.2 17.5 40.3
Other: 33.8 37.6 43.9 53.8 33.2 36.9 42.8 51.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 7,776: 1,313 1,540 318 4,713 5,070 6,344 6,928: 1,433 848
Old : 7,615: 1,315 1,540 304 4,672 4,945 6,291 6,789: 1,324 825
Other: 162: 1 4 10 42 125 53 139: 109 23
: : :
: : Changes in Commitments from: December 21, 2021 :
: -1,047: 123 -237 -533 -603 40 -1,013 -729: -34 -318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 19.8 4.1 60.6 65.2 81.6 89.1: 18.4 10.9
Old : 100.0: 17.3 20.2 4.0 61.3 64.9 82.6 89.2: 17.4 10.8
Other: 100.0: 0.8 2.5 6.0 25.9 77.4 32.7 85.8: 67.3 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 10 10 4 15 14 27 27:
Old : 45: 10 10 4 14 13 26 26:
Other: 8: 1 1 1 3 3 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 : 50.4 46.6 61.6 64.0 50.4 45.6 61.1 62.8
Old : 51.2 46.3 62.7 64.0 51.2 45.2 62.4 62.7
Other: 32.7 83.3 32.7 85.8 26.7 79.8 26.7 79.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 1,979,418: 425,055 338,269 111,324 1,319,922 1,344,400 1,856,301 1,793,993: 123,116 185,424
Old : 1,979,418: 425,055 338,269 111,324 1,319,922 1,344,400 1,856,301 1,793,993: 123,116 185,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2021 :
: -5,316: 16,825 9,966 -10,790 -11,413 3,298 -5,377 2,474: 62 -7,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 17.1 5.6 66.7 67.9 93.8 90.6: 6.2 9.4
Old : 100.0: 21.5 17.1 5.6 66.7 67.9 93.8 90.6: 6.2 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 43 59 27 156 180 207 258:
Old : 337: 43 59 27 156 180 207 258:
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 : 16.2 23.8 26.5 31.0 14.1 16.6 22.3 23.1
Old : 16.2 23.8 26.5 31.0 14.1 16.6 22.3 23.1
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 28, 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 : 4,307,303: 548,840 712,063 317,401 3,133,350 2,716,825 3,999,591 3,746,288: 307,711 561,015
Old : 4,307,303: 548,840 712,063 317,401 3,133,350 2,716,825 3,999,591 3,746,288: 307,711 561,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2021 :
: -126,838: 103,741 7,752 -85,612 -135,465 -49,366 -117,335 -127,225: -9,502 388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 16.5 7.4 72.7 63.1 92.9 87.0: 7.1 13.0
Old : 100.0: 12.7 16.5 7.4 72.7 63.1 92.9 87.0: 7.1 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 424: 61 79 71 221 225 320 337:
Old : 424: 61 79 71 221 225 320 337:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 20.0 29.0 25.3 13.3 13.3 21.7 17.6
Old : 20.4 20.0 29.0 25.3 13.3 13.3 21.7 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 1,367,246: 274,231 160,415 14,507 959,273 922,400 1,248,011 1,097,322: 119,235 269,924
Old : 1,367,246: 274,231 160,415 14,507 959,273 922,400 1,248,011 1,097,322: 119,235 269,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2021 :
: 13,749: 14,762 11,858 -27 -4,881 -67 9,854 11,764: 3,895 1,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 11.7 1.1 70.2 67.5 91.3 80.3: 8.7 19.7
Old : 100.0: 20.1 11.7 1.1 70.2 67.5 91.3 80.3: 8.7 19.7
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 : 154: 19 27 12 82 88 110 118:
Old : 154: 19 27 12 82 88 110 118:
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 : 24.9 20.9 38.8 30.9 24.7 17.7 37.8 26.0
Old : 24.9 20.9 38.8 30.9 24.7 17.7 37.8 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 3,966,777: 354,609 636,021 255,689 3,090,031 2,557,207 3,700,329 3,448,916: 266,448 517,861
Old : 3,966,777: 354,609 636,021 255,689 3,090,031 2,557,207 3,700,329 3,448,916: 266,448 517,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2021 :
: 31,118: 88,946 60,509 -51,165 -15,901 17,259 21,880 26,603: 9,239 4,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 16.0 6.4 77.9 64.5 93.3 86.9: 6.7 13.1
Old : 100.0: 8.9 16.0 6.4 77.9 64.5 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 : 351: 44 68 51 166 194 243 280:
Old : 351: 44 68 51 166 194 243 280:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 18.2 46.6 25.8 30.9 15.8 38.3 21.7
Old : 38.4 18.2 46.6 25.8 30.9 15.8 38.3 21.7
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 28, 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 : 1,366,900: 41,057 134,386 167,307 1,135,007 1,027,529 1,343,371 1,329,222: 23,529 37,678
Old : 1,366,900: 41,057 134,386 167,307 1,135,007 1,027,529 1,343,371 1,329,222: 23,529 37,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2021 :
: -1,642: -3,050 850 -3,254 3,019 2,139 -3,285 -265: 1,643 -1,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 9.8 12.2 83.0 75.2 98.3 97.2: 1.7 2.8
Old : 100.0: 3.0 9.8 12.2 83.0 75.2 98.3 97.2: 1.7 2.8
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 : 102: 10 21 23 61 67 88 95:
Old : 102: 10 21 23 61 67 88 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 32.6 51.8 47.6 16.9 13.1 22.6 19.5
Old : 30.7 32.6 51.8 47.6 16.9 13.1 22.6 19.5
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 28, 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 : 48,476: 17,848 18,387 304 22,984 23,946 41,136 42,637: 7,340 5,839
Old : 48,476: 17,848 18,387 304 22,984 23,946 41,136 42,637: 7,340 5,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2021 :
: 2,679: 4,147 74 -17 -694 2,662 3,435 2,718: -756 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 37.9 0.6 47.4 49.4 84.9 88.0: 15.1 12.0
Old : 100.0: 36.8 37.9 0.6 47.4 49.4 84.9 88.0: 15.1 12.0
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 : 105: 33 19 8 37 24 72 49:
Old : 105: 33 19 8 37 24 72 49:
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 56.2 42.9 68.8 32.9 56.2 42.9 68.1
Old : 32.9 56.2 42.9 68.8 32.9 56.2 42.9 68.1
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 28, 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 : 96,952: 35,695 36,774 609 45,969 47,892 82,273 85,275: 14,679 11,677
Old : 96,952: 35,695 36,774 609 45,969 47,892 82,273 85,275: 14,679 11,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2021 :
: 5,359: 8,293 147 -34 -1,389 5,323 6,870 5,436: -1,511 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 37.9 0.6 47.4 49.4 84.9 88.0: 15.1 12.0
Old : 100.0: 36.8 37.9 0.6 47.4 49.4 84.9 88.0: 15.1 12.0
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 : 105: 33 19 8 37 24 72 49:
Old : 105: 33 19 8 37 24 72 49:
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 56.2 42.9 68.8 32.9 56.2 42.9 68.1
Old : 32.9 56.2 42.9 68.8 32.9 56.2 42.9 68.1
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 28, 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 : 43,354: 7,286 761 0 33,743 41,863 41,029 42,624: 2,325 730
Old : 43,354: 7,286 761 0 33,743 41,863 41,029 42,624: 2,325 730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2021 :
: 4,216: -409 -23 0 4,673 3,817 4,264 3,794: -48 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 1.8 0.0 77.8 96.6 94.6 98.3: 5.4 1.7
Old : 100.0: 16.8 1.8 0.0 77.8 96.6 94.6 98.3: 5.4 1.7
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 : 36: 8 2 0 19 11 27 13:
Old : 36: 8 2 0 19 11 27 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 : 47.4 85.6 66.8 95.6 47.3 82.4 66.3 92.4
Old : 47.4 85.6 66.8 95.6 47.3 82.4 66.3 92.4
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 28, 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 : 40,335: 28,751 38,746 947 10,137 600 39,835 40,293: 500 42
Old : 40,335: 28,751 38,746 947 10,137 600 39,835 40,293: 500 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2021 :
: 388: 399 410 -20 0 0 379 390: 9 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 96.1 2.3 25.1 1.5 98.8 99.9: 1.2 0.1
Old : 100.0: 71.3 96.1 2.3 25.1 1.5 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 : 42: 23 14 3 4 1 29 16:
Old : 42: 23 14 3 4 1 29 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 : 59.8 84.1 80.7 94.7 59.8 84.1 80.7 93.9
Old : 59.8 84.1 80.7 94.7 59.8 84.1 80.7 93.9
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 28, 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 : 106,881: 24,652 50,227 29,666 52,563 26,938 106,881 106,831: 0 50
Old : 106,881: 24,652 50,227 29,666 52,563 26,938 106,881 106,831: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2021 :
: 1,928: 72 499 1,056 800 384 1,928 1,939: 0 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 47.0 27.8 49.2 25.2 100.0 100.0: 0.0 0.0
Old : 100.0: 23.1 47.0 27.8 49.2 25.2 100.0 100.0: 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 : 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 : 88.9 91.5 100.0 96.7 67.7 63.7 72.2 69.0
Old : 88.9 91.5 100.0 96.7 67.7 63.7 72.2 69.0
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 28, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 2,700: 1,685 505 120 845 1,880 2,650 2,505: 50 195
Old : 2,700: 1,685 505 120 845 1,880 2,650 2,505: 50 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2021 :
: -305: -70 -25 -50 -155 -325 -275 -400: -30 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 18.7 4.4 31.3 69.6 98.1 92.8: 1.9 7.2
Old : 100.0: 62.4 18.7 4.4 31.3 69.6 98.1 92.8: 1.9 7.2
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 : 25: 10 7 2 6 7 17 15:
Old : 25: 10 7 2 6 7 17 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 : 58.9 68.1 76.5 82.6 51.7 61.3 67.0 73.0
Old : 58.9 68.1 76.5 82.6 51.7 61.3 67.0 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 03, 2022