WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 548,366: 131,022 95,415 200,745 183,413 208,518 515,181 504,678: 33,186 43,688
Old : 14,694: 1,695 1,590 79 10,684 10,446 12,458 12,115: 2,236 2,579
Other: 533,672: 130,835 95,333 199,159 172,729 198,072 502,723 492,563: 30,950 41,109
: : :
: : Changes in Commitments from: April 20, 2021 :
: -196: 4,840 -4,696 -4,998 -239 11,327 -397 1,633: 201 -1,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 17.4 36.6 33.4 38.0 93.9 92.0: 6.1 8.0
Old : 100.0: 11.5 10.8 0.5 72.7 71.1 84.8 82.4: 15.2 17.6
Other: 100.0: 24.5 17.9 37.3 32.4 37.1 94.2 92.3: 5.8 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 118 100 123 93 121 284 279:
Old : 84: 16 9 1 22 38 39 47:
Other: 365: 115 104 122 91 120 280 278:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 14.0 24.6 21.7 11.1 7.7 18.3 12.8
Old : 45.4 44.9 60.7 62.1 45.4 44.9 60.7 62.1
Other: 15.5 14.4 25.2 22.3 11.4 8.0 18.8 13.6
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 17,828: 11,699 555 1,449 3,998 15,286 17,146 17,290: 682 538
Old : 700: 200 100 0 500 600 700 700: 0 0
Other: 17,128: 11,599 555 1,349 3,498 14,686 16,446 16,590: 682 538
: : :
: : Changes in Commitments from: April 20, 2021 :
: 545: 140 -16 638 -100 18 678 640: -133 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 3.1 8.1 22.4 85.7 96.2 97.0: 3.8 3.0
Old : 100.0: 28.6 14.3 0.0 71.4 85.7 100.0 100.0: 0.0 0.0
Other: 100.0: 67.7 3.2 7.9 20.4 85.7 96.0 96.9: 4.0 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 8 2 4 14 19 24 23:
Old : 7: 1 1 0 3 3 4 4:
Other: 30: 8 2 4 13 18 23 22:
:----------------------------------------------------------------------------------------------------
: 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 : 66.4 40.1 76.9 62.7 60.2 34.4 65.9 51.3
Old : 100.0 100.0 100.0 100.0 85.7 85.7 85.7 85.7
Other: 67.9 39.4 78.9 63.0 61.5 34.4 68.0 52.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 237,214: 68,357 37,998 50,928 95,532 124,848 214,818 213,775: 22,396 23,440
Old : 7,591: 2,607 3,689 0 3,290 2,922 5,897 6,611: 1,694 980
Other: 229,623: 68,331 36,890 48,347 92,242 121,926 208,921 207,164: 20,702 22,460
: : :
: : Changes in Commitments from: April 20, 2021 :
: 3,537: 8,147 -2,497 -2,165 -1,698 7,026 4,284 2,364: -747 1,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 16.0 21.5 40.3 52.6 90.6 90.1: 9.4 9.9
Old : 100.0: 34.3 48.6 0.0 43.3 38.5 77.7 87.1: 22.3 12.9
Other: 100.0: 29.8 16.1 21.1 40.2 53.1 91.0 90.2: 9.0 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 69 39 58 84 85 178 163:
Old : 61: 9 7 0 24 22 33 29:
Other: 225: 67 42 56 77 85 169 163:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 20.5 26.1 30.7 15.0 16.9 24.7 25.5
Old : 36.8 58.2 52.5 73.7 36.8 58.2 52.5 73.6
Other: 16.1 21.1 26.8 30.5 15.5 16.7 25.5 25.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 2,399,229: 553,655 67,029 640,095 980,119 1,450,942 2,173,869 2,158,066: 225,360 241,163
Old : 1,391,692: 361,873 127,712 320,721 588,703 834,393 1,271,297 1,282,825: 120,396 108,868
Other: 1,007,536: 283,962 31,498 227,193 391,416 616,550 902,572 875,241: 104,965 132,296
: : :
: : Changes in Commitments from: April 20, 2021 :
: -148,475: -24,108 -6,584 -63,786 -49,984 -66,722 -137,878 -137,092: -10,598 -11,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 2.8 26.7 40.9 60.5 90.6 89.9: 9.4 10.1
Old : 100.0: 26.0 9.2 23.0 42.3 60.0 91.3 92.2: 8.7 7.8
Other: 100.0: 28.2 3.1 22.5 38.8 61.2 89.6 86.9: 10.4 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 906: 249 101 191 425 489 746 722:
Old : 826: 192 120 151 357 452 620 655:
Other: 735: 151 85 102 305 422 501 568:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 12.6 19.9 20.6 9.3 7.6 13.7 13.5
Old : 14.1 11.3 22.5 18.5 13.0 8.4 19.4 15.0
Other: 15.3 18.4 26.0 26.6 11.6 13.4 18.6 18.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 4,953: 1,618 114 10 1,236 4,119 2,864 4,243: 2,089 710
Old : 146: 0 0 0 0 125 0 125: 146 21
Other: 4,807: 1,618 114 10 1,236 3,994 2,864 4,118: 1,943 689
: : :
: : Changes in Commitments from: April 20, 2021 :
: 465: 180 -15 -21 71 520 230 484: 235 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 2.3 0.2 25.0 83.1 57.8 85.7: 42.2 14.3
Old : 100.0: 0.0 0.0 0.0 0.0 85.6 0.0 85.6: 100.0 14.4
Other: 100.0: 33.7 2.4 0.2 25.7 83.1 59.6 85.7: 40.4 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 10 2 1 8 9 19 11:
Old : 3: 0 0 0 0 3 0 3:
Other: 26: 10 2 1 8 9 19 11:
:----------------------------------------------------------------------------------------------------
: 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 : 30.0 61.8 43.1 80.8 30.0 57.7 42.3 76.6
Old : 0.0 85.6 0.0 85.6 0.0 85.6 0.0 85.6
Other: 30.9 61.1 44.4 80.6 30.9 56.8 43.6 76.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 1,167,102: 255,727 46,552 356,015 469,809 682,287 1,081,551 1,084,855: 85,551 82,248
Old : 608,095: 179,100 55,763 148,864 233,019 369,385 560,983 574,013: 47,112 34,083
Other: 559,007: 113,969 28,131 169,809 236,790 312,901 520,568 510,842: 38,439 48,165
: : :
: : Changes in Commitments from: April 20, 2021 :
: -82,399: 4,210 -31 -41,635 -37,544 -32,976 -74,969 -74,642: -7,431 -7,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 4.0 30.5 40.3 58.5 92.7 93.0: 7.3 7.0
Old : 100.0: 29.5 9.2 24.5 38.3 60.7 92.3 94.4: 7.7 5.6
Other: 100.0: 20.4 5.0 30.4 42.4 56.0 93.1 91.4: 6.9 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 642: 243 85 198 232 269 542 500:
Old : 580: 190 101 138 181 242 426 431:
Other: 520: 173 69 118 180 238 396 385:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 13.2 22.8 22.5 9.2 9.0 13.3 15.4
Old : 13.5 16.8 23.5 26.8 12.2 12.8 18.7 20.0
Other: 18.9 14.5 28.7 26.0 13.2 10.9 17.2 17.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 22,674: 12,420 786 934 97 7,564 13,451 9,284: 9,223 13,390
Old : 3,618: 1,578 560 225 94 572 1,897 1,357: 1,721 2,261
Other: 19,056: 11,382 766 169 3 6,992 11,554 7,927: 7,502 11,129
: : :
: : Changes in Commitments from: April 20, 2021 :
: -756: -518 -111 -4 -9 311 -531 196: -225 -952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 3.5 4.1 0.4 33.4 59.3 40.9: 40.7 59.1
Old : 100.0: 43.6 15.5 6.2 2.6 15.8 52.4 37.5: 47.6 62.5
Other: 100.0: 59.7 4.0 0.9 0.0 36.7 60.6 41.6: 39.4 58.4
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 3 3 2 15 8 21:
Old : 24: 5 4 2 1 14 7 19:
Other: 24: 6 3 2 1 15 7 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 20.9 59.3 29.9 51.4 19.5 54.8 27.5
Old : 46.5 29.5 52.4 33.1 43.5 24.2 46.2 27.6
Other: 58.8 21.5 60.6 30.6 57.9 21.5 59.7 30.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 572,191: 130,424 36,274 133,651 264,148 377,223 528,223 547,148: 43,968 25,043
Old : 352,342: 104,913 49,948 63,824 153,440 222,819 322,178 336,591: 30,165 15,751
Other: 219,848: 52,162 12,977 43,175 110,708 154,405 206,045 210,557: 13,803 9,291
: : :
: : Changes in Commitments from: April 20, 2021 :
: -49,898: -5,196 -3,021 -26,468 -13,776 -16,381 -45,440 -45,871: -4,458 -4,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 6.3 23.4 46.2 65.9 92.3 95.6: 7.7 4.4
Old : 100.0: 29.8 14.2 18.1 43.5 63.2 91.4 95.5: 8.6 4.5
Other: 100.0: 23.7 5.9 19.6 50.4 70.2 93.7 95.8: 6.3 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 125 41 94 115 116 281 222:
Old : 299: 103 56 65 103 103 240 191:
Other: 216: 78 28 47 81 72 177 133:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 29.8 20.8 39.6 8.3 25.4 13.8 32.1
Old : 14.3 27.8 23.4 38.2 12.1 24.1 19.4 32.2
Other: 13.9 34.2 23.4 47.1 10.5 29.8 17.9 38.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 1,321,834: 64,618 192,143 92,179 1,007,200 815,418 1,163,997 1,099,741: 157,837 222,093
Old : 1,321,834: 64,618 192,143 92,179 1,007,200 815,418 1,163,997 1,099,741: 157,837 222,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2021 :
: -90,390: 5,207 11,010 -51,802 -40,551 -54,619 -87,147 -95,411: -3,242 5,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 14.5 7.0 76.2 61.7 88.1 83.2: 11.9 16.8
Old : 100.0: 4.9 14.5 7.0 76.2 61.7 88.1 83.2: 11.9 16.8
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 : 195: 20 40 35 110 109 154 160:
Old : 195: 20 40 35 110 109 154 160:
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 : 28.7 18.7 37.8 31.5 20.7 15.2 28.4 23.0
Old : 28.7 18.7 37.8 31.5 20.7 15.2 28.4 23.0
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, April 27, 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 : 1,135,638: 63,563 314,430 5,594 934,241 661,449 1,003,398 981,473: 132,240 154,165
Old : 1,135,638: 63,563 314,430 5,594 934,241 661,449 1,003,398 981,473: 132,240 154,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2021 :
: -1,167: 2,307 -14,685 155 -1,891 12,403 571 -2,127: -1,738 960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 27.7 0.5 82.3 58.2 88.4 86.4: 11.6 13.6
Old : 100.0: 5.6 27.7 0.5 82.3 58.2 88.4 86.4: 11.6 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 15 22 11 88 89 108 117:
Old : 155: 15 22 11 88 89 108 117:
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 : 23.0 28.4 37.6 42.8 19.9 25.2 33.6 36.8
Old : 23.0 28.4 37.6 42.8 19.9 25.2 33.6 36.8
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, April 27, 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 : 459,296: 92,663 12,154 92,440 213,793 327,686 398,896 432,279: 60,399 27,016
Old : 302,975: 77,283 26,833 46,419 137,654 209,513 261,356 282,766: 41,619 20,209
Other: 156,321: 34,092 4,032 27,309 76,140 118,172 137,540 149,513: 18,780 6,807
: : :
: : Changes in Commitments from: April 20, 2021 :
: -17,824: 3,280 -4,627 -12,213 -6,828 1,221 -15,761 -15,619: -2,064 -2,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 2.6 20.1 46.5 71.3 86.8 94.1: 13.2 5.9
Old : 100.0: 25.5 8.9 15.3 45.4 69.2 86.3 93.3: 13.7 6.7
Other: 100.0: 21.8 2.6 17.5 48.7 75.6 88.0 95.6: 12.0 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 94 33 69 114 108 240 187:
Old : 257: 86 38 52 105 102 215 171:
Other: 186: 60 22 26 92 64 166 99:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 31.6 18.5 42.8 9.5 28.8 14.6 38.8
Old : 13.1 29.9 21.2 40.6 11.9 28.2 18.9 37.7
Other: 13.5 37.6 22.6 51.0 11.6 34.7 18.8 46.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 9,746: 1,873 1,423 737 5,422 6,978 8,031 9,138: 1,715 608
Old : 7,890: 1,731 1,427 519 4,398 5,449 6,649 7,395: 1,242 495
Other: 1,856: 146 1 213 1,024 1,530 1,383 1,743: 473 112
: : :
: : Changes in Commitments from: April 20, 2021 :
: 352: 140 -26 177 -303 474 14 625: 338 -273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 14.6 7.6 55.6 71.6 82.4 93.8: 17.6 6.2
Old : 100.0: 21.9 18.1 6.6 55.7 69.1 84.3 93.7: 15.7 6.3
Other: 100.0: 7.9 0.1 11.5 55.2 82.4 74.5 93.9: 25.5 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 10 9 8 11 17 26 30:
Old : 40: 8 9 8 8 17 21 30:
Other: 19: 5 1 2 8 7 13 10:
:----------------------------------------------------------------------------------------------------
: 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 : 46.3 46.2 62.1 64.6 46.2 44.8 57.3 62.7
Old : 55.6 41.7 68.4 62.6 55.5 41.7 67.3 60.8
Other: 54.2 82.5 69.3 93.7 41.4 72.2 54.0 74.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 2,306,907: 397,280 621,981 45,684 1,721,237 1,527,828 2,164,201 2,195,493: 142,707 111,415
Old : 2,306,907: 397,280 621,981 45,684 1,721,237 1,527,828 2,164,201 2,195,493: 142,707 111,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2021 :
: 24,779: 23,170 13,672 -3,026 743 18,630 20,887 29,277: 3,892 -4,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 27.0 2.0 74.6 66.2 93.8 95.2: 6.2 4.8
Old : 100.0: 17.2 27.0 2.0 74.6 66.2 93.8 95.2: 6.2 4.8
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 : 315: 58 44 27 150 148 219 208:
Old : 315: 58 44 27 150 148 219 208:
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 : 27.3 28.9 36.0 43.3 25.6 26.4 33.1 38.6
Old : 27.3 28.9 36.0 43.3 25.6 26.4 33.1 38.6
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, April 27, 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 : 4,772,017: 721,295 604,099 493,718 3,226,482 3,065,463 4,441,495 4,163,279: 330,522 608,737
Old : 4,772,017: 721,295 604,099 493,718 3,226,482 3,065,463 4,441,495 4,163,279: 330,522 608,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2021 :
: -27,013: 55,886 -2,571 -21,453 -67,703 -32,452 -33,270 -56,476: 6,257 29,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 12.7 10.3 67.6 64.2 93.1 87.2: 6.9 12.8
Old : 100.0: 15.1 12.7 10.3 67.6 64.2 93.1 87.2: 6.9 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 : 433: 68 82 90 219 231 337 353:
Old : 433: 68 82 90 219 231 337 353:
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 : 16.9 17.5 25.7 24.5 10.5 11.3 17.5 17.1
Old : 16.9 17.5 25.7 24.5 10.5 11.3 17.5 17.1
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, April 27, 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 : 1,462,998: 287,587 160,222 10,152 1,044,185 1,040,278 1,341,924 1,210,652: 121,074 252,346
Old : 1,462,998: 287,587 160,222 10,152 1,044,185 1,040,278 1,341,924 1,210,652: 121,074 252,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2021 :
: 11,957: 8,028 7,686 -1,266 3,381 2,808 10,143 9,228: 1,814 2,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 11.0 0.7 71.4 71.1 91.7 82.8: 8.3 17.2
Old : 100.0: 19.7 11.0 0.7 71.4 71.1 91.7 82.8: 8.3 17.2
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 : 154: 20 20 13 80 89 107 115:
Old : 154: 20 20 13 80 89 107 115:
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 24.1 41.8 33.5 29.2 22.9 40.4 30.1
Old : 29.4 24.1 41.8 33.5 29.2 22.9 40.4 30.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 3,665,188: 389,630 369,616 243,403 2,737,592 2,659,409 3,370,624 3,272,428: 294,564 392,761
Old : 3,665,188: 389,630 369,616 243,403 2,737,592 2,659,409 3,370,624 3,272,428: 294,564 392,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2021 :
: -100,277: 27,989 17,209 -39,765 -106,034 -67,147 -117,810 -89,703: 17,534 -10,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 10.1 6.6 74.7 72.6 92.0 89.3: 8.0 10.7
Old : 100.0: 10.6 10.1 6.6 74.7 72.6 92.0 89.3: 8.0 10.7
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 : 335: 51 55 52 164 181 241 262:
Old : 335: 51 55 52 164 181 241 262:
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 : 31.5 20.9 40.9 32.9 23.6 20.3 32.4 28.7
Old : 31.5 20.9 40.9 32.9 23.6 20.3 32.4 28.7
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, April 27, 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 : 1,058,814: 75,851 246,895 198,883 764,115 582,173 1,038,849 1,027,951: 19,965 30,863
Old : 1,058,814: 75,851 246,895 198,883 764,115 582,173 1,038,849 1,027,951: 19,965 30,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2021 :
: -3,291: -9,144 9,008 -3,541 11,297 -8,558 -1,388 -3,091: -1,903 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 23.3 18.8 72.2 55.0 98.1 97.1: 1.9 2.9
Old : 100.0: 7.2 23.3 18.8 72.2 55.0 98.1 97.1: 1.9 2.9
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 : 95: 18 13 24 57 58 85 86:
Old : 95: 18 13 24 57 58 85 86:
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 : 32.1 37.4 46.6 51.0 23.3 32.4 31.4 39.5
Old : 32.1 37.4 46.6 51.0 23.3 32.4 31.4 39.5
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, April 27, 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 : 45,745: 12,752 16,801 1,421 21,445 21,745 35,618 39,968: 10,127 5,777
Old : 45,745: 12,752 16,801 1,421 21,445 21,745 35,618 39,968: 10,127 5,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2021 :
: -15: 230 -192 -122 450 410 558 96: -573 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 36.7 3.1 46.9 47.5 77.9 87.4: 22.1 12.6
Old : 100.0: 27.9 36.7 3.1 46.9 47.5 77.9 87.4: 22.1 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 36 15 10 38 29 75 53:
Old : 106: 36 15 10 38 29 75 53:
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 : 29.5 50.4 39.1 65.1 29.2 49.3 38.9 62.9
Old : 29.5 50.4 39.1 65.1 29.2 49.3 38.9 62.9
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, April 27, 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 : 91,490: 25,503 33,603 2,842 42,891 43,490 71,236 79,936: 20,253 11,554
Old : 91,490: 25,503 33,603 2,842 42,891 43,490 71,236 79,936: 20,253 11,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2021 :
: -31: 459 -383 -244 900 820 1,115 193: -1,146 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 36.7 3.1 46.9 47.5 77.9 87.4: 22.1 12.6
Old : 100.0: 27.9 36.7 3.1 46.9 47.5 77.9 87.4: 22.1 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 36 15 10 38 29 75 53:
Old : 106: 36 15 10 38 29 75 53:
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 : 29.5 50.4 39.1 65.1 29.2 49.3 38.9 62.9
Old : 29.5 50.4 39.1 65.1 29.2 49.3 38.9 62.9
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, April 27, 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 : 29,716: 6,731 447 0 20,222 28,393 26,953 28,840: 2,763 876
Old : 29,716: 6,731 447 0 20,222 28,393 26,953 28,840: 2,763 876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2021 :
: -1,108: 200 -781 0 -1,579 -334 -1,379 -1,115: 271 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 1.5 0.0 68.1 95.5 90.7 97.1: 9.3 2.9
Old : 100.0: 22.7 1.5 0.0 68.1 95.5 90.7 97.1: 9.3 2.9
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 : 29: 5 1 0 16 10 21 11:
Old : 29: 5 1 0 16 10 21 11:
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 : 40.1 70.2 64.3 93.1 37.5 68.7 58.4 86.0
Old : 40.1 70.2 64.3 93.1 37.5 68.7 58.4 86.0
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, April 27, 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 : 31,345: 17,722 27,065 170 13,043 4,040 30,935 31,275: 410 70
Old : 31,345: 17,722 27,065 170 13,043 4,040 30,935 31,275: 410 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2021 :
: -2,261: 814 -2,269 6 -3,121 0 -2,301 -2,263: 40 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 86.3 0.5 41.6 12.9 98.7 99.8: 1.3 0.2
Old : 100.0: 56.5 86.3 0.5 41.6 12.9 98.7 99.8: 1.3 0.2
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 : 48: 37 6 3 4 1 42 9:
Old : 48: 37 6 3 4 1 42 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 93.4 73.6 99.8 55.5 93.4 73.6 99.2
Old : 55.5 93.4 73.6 99.8 55.5 93.4 73.6 99.2
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, April 27, 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 : 168,771: 37,199 22,377 93,135 38,434 53,102 168,768 168,614: 3 157
Old : 168,771: 37,199 22,377 93,135 38,434 53,102 168,768 168,614: 3 157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2021 :
: 14,857: 4,429 3,792 3,602 6,850 7,481 14,881 14,875: -24 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 13.3 55.2 22.8 31.5 100.0 99.9: 0.0 0.1
Old : 100.0: 22.0 13.3 55.2 22.8 31.5 100.0 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 : 30: 6 8 1 3 13 10 21:
Old : 30: 6 8 1 3 13 10 21:
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 : 84.9 93.2 98.8 97.2 36.7 38.0 44.5 42.0
Old : 84.9 93.2 98.8 97.2 36.7 38.0 44.5 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 30, 2021