WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 04, 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 : 544,240: 127,579 95,010 209,832 174,440 198,471 511,852 503,312: 32,388 40,928
Old : 533,417: 127,057 98,068 204,883 171,283 192,453 503,223 495,404: 30,195 38,013
Other: 10,823: 4,010 429 1,462 3,157 6,017 8,629 7,908: 2,194 2,915
: : :
: : Changes in Commitments from: April 27, 2021 :
: -4,126: -3,443 -406 9,087 -8,973 -10,047 -3,329 -1,366: -798 -2,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 17.5 38.6 32.1 36.5 94.0 92.5: 6.0 7.5
Old : 100.0: 23.8 18.4 38.4 32.1 36.1 94.3 92.9: 5.7 7.1
Other: 100.0: 37.1 4.0 13.5 29.2 55.6 79.7 73.1: 20.3 26.9
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 119 101 131 96 130 297 288:
Old : 377: 117 106 128 92 130 290 288:
Other: 110: 25 12 14 22 59 52 82:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 14.2 25.4 22.4 11.5 8.0 18.6 13.3
Old : 15.9 14.5 25.8 22.8 11.7 8.3 18.8 13.6
Other: 35.0 26.4 51.3 41.0 33.8 24.4 46.0 34.7
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 04, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 19,702: 13,080 888 1,764 4,179 16,617 19,023 19,269: 679 433
Old : 19,702: 13,080 888 1,764 4,179 16,617 19,023 19,269: 679 433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2021 :
: 1,874: 1,381 333 315 181 1,331 1,877 1,979: -3 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 4.5 9.0 21.2 84.3 96.6 97.8: 3.4 2.2
Old : 100.0: 66.4 4.5 9.0 21.2 84.3 96.6 97.8: 3.4 2.2
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 : 32: 7 3 3 15 20 24 24:
Old : 32: 7 3 3 15 20 24 24:
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 : 68.7 40.3 80.3 61.4 62.4 37.6 67.7 52.1
Old : 68.7 40.3 80.3 61.4 62.4 37.6 67.7 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 04, 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 : 241,762: 72,970 39,048 52,177 96,070 127,979 221,217 219,204: 20,545 22,558
Old : 239,049: 72,692 39,599 51,269 95,338 126,820 219,299 217,687: 19,750 21,361
Other: 2,713: 895 66 291 732 1,159 1,918 1,516: 795 1,196
: : :
: : Changes in Commitments from: April 27, 2021 :
: 4,547: 4,612 1,049 1,249 537 3,131 6,399 5,429: -1,851 -882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 16.2 21.6 39.7 52.9 91.5 90.7: 8.5 9.3
Old : 100.0: 30.4 16.6 21.4 39.9 53.1 91.7 91.1: 8.3 8.9
Other: 100.0: 33.0 2.4 10.7 27.0 42.7 70.7 55.9: 29.3 44.1
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 71 46 62 80 87 181 171:
Old : 237: 69 51 62 77 87 178 171:
Other: 69: 17 5 7 12 37 30 49:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 20.8 26.6 31.4 15.2 17.2 24.7 25.6
Old : 15.7 21.1 26.7 31.7 15.3 17.4 25.0 25.8
Other: 33.0 24.8 51.6 34.3 28.2 23.0 46.2 30.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 04, 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 : 2,438,342: 564,775 59,160 688,022 962,989 1,446,102 2,215,786 2,193,284: 222,556 245,058
Old : 1,373,858: 371,327 134,153 336,212 551,608 800,528 1,259,147 1,270,892: 114,711 102,966
Other: 1,064,484: 298,689 30,248 246,569 411,381 645,575 956,639 922,392: 107,845 142,092
: : :
: : Changes in Commitments from: April 27, 2021 :
: 39,113: 11,121 -7,869 47,927 -17,130 -4,840 41,918 35,218: -2,804 3,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 2.4 28.2 39.5 59.3 90.9 89.9: 9.1 10.1
Old : 100.0: 27.0 9.8 24.5 40.2 58.3 91.7 92.5: 8.3 7.5
Other: 100.0: 28.1 2.8 23.2 38.6 60.6 89.9 86.7: 10.1 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 918: 249 105 192 435 492 763 718:
Old : 837: 203 112 133 359 445 620 632:
Other: 750: 150 91 105 325 435 527 582:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 12.5 20.9 20.4 9.6 8.2 14.1 14.1
Old : 14.4 11.3 22.7 18.7 13.1 8.5 19.5 14.9
Other: 15.1 17.9 26.4 25.8 11.9 12.9 18.5 18.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 04, 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 : 5,005: 1,864 110 57 1,272 4,141 3,193 4,308: 1,811 696
Old : 5,005: 1,864 110 57 1,272 4,141 3,193 4,308: 1,811 696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2021 :
: 51: 246 -4 47 36 23 329 65: -278 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 2.2 1.1 25.4 82.8 63.8 86.1: 36.2 13.9
Old : 100.0: 37.2 2.2 1.1 25.4 82.8 63.8 86.1: 36.2 13.9
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 : 28: 13 1 1 9 9 22 11:
Old : 28: 13 1 1 9 9 22 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 : 29.1 60.9 44.1 80.5 29.1 56.1 42.9 75.1
Old : 29.1 60.9 44.1 80.5 29.1 56.1 42.9 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 04, 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 : 1,139,988: 251,027 47,444 355,492 454,513 655,951 1,061,032 1,058,888: 78,955 81,100
Old : 561,912: 170,648 55,842 143,812 206,261 331,638 520,721 531,292: 41,191 30,620
Other: 578,076: 114,479 25,702 177,581 248,252 324,313 540,312 527,596: 37,764 50,480
: : :
: : Changes in Commitments from: April 27, 2021 :
: -27,115: -4,700 892 -523 -15,296 -26,336 -20,519 -25,967: -6,596 -1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 4.2 31.2 39.9 57.5 93.1 92.9: 6.9 7.1
Old : 100.0: 30.4 9.9 25.6 36.7 59.0 92.7 94.6: 7.3 5.4
Other: 100.0: 19.8 4.4 30.7 42.9 56.1 93.5 91.3: 6.5 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 634: 234 89 192 214 264 519 487:
Old : 560: 181 95 121 150 235 380 404:
Other: 517: 162 79 124 180 229 397 384:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 13.9 23.9 23.2 9.3 8.7 13.7 15.3
Old : 14.6 17.8 25.5 28.4 12.5 12.4 19.8 20.2
Other: 18.8 14.2 28.9 25.9 12.7 10.7 16.9 17.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 04, 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 : 22,451: 12,443 793 817 97 7,378 13,357 8,988: 9,094 13,463
Old : 2,802: 1,061 578 32 94 260 1,187 870: 1,615 1,932
Other: 19,649: 11,949 782 218 3 7,118 12,170 8,118: 7,479 11,531
: : :
: : Changes in Commitments from: April 27, 2021 :
: -223: 23 7 -117 0 -186 -94 -296: -129 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 3.5 3.6 0.4 32.9 59.5 40.0: 40.5 60.0
Old : 100.0: 37.9 20.6 1.1 3.4 9.3 42.4 31.0: 57.6 69.0
Other: 100.0: 60.8 4.0 1.1 0.0 36.2 61.9 41.3: 38.1 58.7
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 3 3 2 15 8 21:
Old : 23: 5 3 1 1 14 6 18:
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 : 54.4 19.9 59.5 29.2 50.8 19.1 55.4 27.3
Old : 41.7 25.3 42.4 28.8 40.6 25.3 41.2 28.1
Other: 59.2 21.2 61.9 30.2 58.1 21.2 60.8 30.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 04, 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 : 585,496: 123,928 38,896 149,115 268,508 372,634 541,552 560,645: 43,945 24,851
Old : 343,870: 102,107 51,964 64,316 147,522 212,730 313,945 329,009: 29,924 14,860
Other: 241,626: 51,636 16,747 54,984 120,986 159,904 227,606 231,636: 14,020 9,991
: : :
: : Changes in Commitments from: April 27, 2021 :
: 13,306: -6,495 2,622 15,464 4,360 -4,589 13,329 13,497: -23 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 6.6 25.5 45.9 63.6 92.5 95.8: 7.5 4.2
Old : 100.0: 29.7 15.1 18.7 42.9 61.9 91.3 95.7: 8.7 4.3
Other: 100.0: 21.4 6.9 22.8 50.1 66.2 94.2 95.9: 5.8 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 119 50 96 113 112 278 222:
Old : 296: 102 58 63 100 98 235 186:
Other: 220: 73 33 49 82 75 180 138:
:----------------------------------------------------------------------------------------------------
: 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 28.1 20.8 38.3 7.8 23.6 12.9 29.9
Old : 14.7 28.7 23.8 38.7 11.8 24.2 19.5 32.3
Other: 13.8 32.5 22.6 45.0 9.7 27.5 17.1 36.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 04, 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 : 1,341,836: 67,001 207,568 109,166 1,001,068 806,432 1,177,234 1,123,165: 164,602 218,671
Old : 1,341,836: 67,001 207,568 109,166 1,001,068 806,432 1,177,234 1,123,165: 164,602 218,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2021 :
: 20,002: 2,383 15,425 16,986 -6,132 -8,987 13,238 23,424: 6,764 -3,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 15.5 8.1 74.6 60.1 87.7 83.7: 12.3 16.3
Old : 100.0: 5.0 15.5 8.1 74.6 60.1 87.7 83.7: 12.3 16.3
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 : 197: 28 36 36 108 111 152 167:
Old : 197: 28 36 36 108 111 152 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 18.9 37.0 30.9 19.9 15.1 27.7 23.2
Old : 28.0 18.9 37.0 30.9 19.9 15.1 27.7 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 04, 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 : 1,136,167: 60,471 311,988 6,138 932,472 652,657 999,081 970,783: 137,086 165,385
Old : 1,136,167: 60,471 311,988 6,138 932,472 652,657 999,081 970,783: 137,086 165,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2021 :
: 529: -3,092 -2,442 544 -1,769 -8,792 -4,317 -10,690: 4,846 11,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 27.5 0.5 82.1 57.4 87.9 85.4: 12.1 14.6
Old : 100.0: 5.3 27.5 0.5 82.1 57.4 87.9 85.4: 12.1 14.6
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 : 156: 13 23 9 91 92 109 119:
Old : 156: 13 23 9 91 92 109 119:
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 : 22.9 28.8 37.6 43.0 19.5 25.6 33.4 37.6
Old : 22.9 28.8 37.6 43.0 19.5 25.6 33.4 37.6
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, May 04, 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 : 457,234: 96,168 15,431 91,031 214,907 324,770 402,107 431,233: 55,127 26,002
Old : 294,999: 79,300 30,102 44,609 136,496 202,581 260,405 277,292: 34,594 17,707
Other: 162,236: 36,290 4,750 27,001 78,411 122,189 141,702 153,941: 20,533 8,295
: : :
: : Changes in Commitments from: April 27, 2021 :
: -2,061: 3,505 3,276 -1,408 1,114 -2,915 3,211 -1,047: -5,272 -1,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 3.4 19.9 47.0 71.0 87.9 94.3: 12.1 5.7
Old : 100.0: 26.9 10.2 15.1 46.3 68.7 88.3 94.0: 11.7 6.0
Other: 100.0: 22.4 2.9 16.6 48.3 75.3 87.3 94.9: 12.7 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 95 34 70 116 104 244 184:
Old : 262: 91 38 55 107 99 222 169:
Other: 190: 59 23 26 95 64 169 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 : 11.1 32.2 18.4 43.5 9.5 29.3 14.6 39.3
Old : 12.5 30.4 21.1 42.2 11.3 28.8 18.7 39.0
Other: 12.7 36.0 21.6 49.1 10.6 33.1 17.5 45.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 04, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,309: 2,316 1,499 496 5,312 7,681 8,124 9,676: 2,185 633
Old : 8,028: 2,149 1,557 212 4,082 5,704 6,442 7,473: 1,586 556
Other: 2,281: 226 0 226 1,230 1,977 1,682 2,203: 599 78
: : :
: : Changes in Commitments from: April 27, 2021 :
: 563: 444 76 -241 -110 703 92 538: 471 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 14.5 4.8 51.5 74.5 78.8 93.9: 21.2 6.1
Old : 100.0: 26.8 19.4 2.6 50.8 71.0 80.2 93.1: 19.8 6.9
Other: 100.0: 9.9 0.0 9.9 53.9 86.7 73.7 96.6: 26.3 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 10 9 7 11 17 27 28:
Old : 39: 8 10 6 8 16 21 27:
Other: 20: 5 0 1 8 9 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 : 45.3 50.0 62.1 67.2 45.3 48.7 58.1 64.2
Old : 57.3 45.5 70.1 64.0 57.3 44.5 69.2 62.8
Other: 49.3 82.0 65.9 95.9 39.5 72.1 50.8 78.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 04, 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 : 2,378,795: 407,506 671,669 58,997 1,762,245 1,534,796 2,228,749 2,265,462: 150,046 113,333
Old : 2,378,795: 407,506 671,669 58,997 1,762,245 1,534,796 2,228,749 2,265,462: 150,046 113,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2021 :
: 71,887: 10,227 49,688 13,313 41,009 6,968 64,548 69,969: 7,339 1,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 28.2 2.5 74.1 64.5 93.7 95.2: 6.3 4.8
Old : 100.0: 17.1 28.2 2.5 74.1 64.5 93.7 95.2: 6.3 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 : 311: 58 41 30 157 143 227 202:
Old : 311: 58 41 30 157 143 227 202:
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 : 26.2 28.3 34.6 42.5 24.6 25.5 31.8 37.9
Old : 26.2 28.3 34.6 42.5 24.6 25.5 31.8 37.9
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, May 04, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 5,065,918: 822,635 734,261 547,946 3,338,989 3,179,125 4,709,570 4,461,333: 356,348 604,585
Old : 5,065,918: 822,635 734,261 547,946 3,338,989 3,179,125 4,709,570 4,461,333: 356,348 604,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2021 :
: 293,901: 101,339 130,162 54,228 112,507 113,663 268,075 298,053: 25,826 -4,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 14.5 10.8 65.9 62.8 93.0 88.1: 7.0 11.9
Old : 100.0: 16.2 14.5 10.8 65.9 62.8 93.0 88.1: 7.0 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 : 452: 62 99 94 227 243 345 380:
Old : 452: 62 99 94 227 243 345 380:
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 17.1 26.0 23.8 10.6 11.4 17.6 17.3
Old : 16.9 17.1 26.0 23.8 10.6 11.4 17.6 17.3
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, May 04, 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 : 1,531,803: 301,615 173,993 6,561 1,103,948 1,082,740 1,412,124 1,263,294: 119,679 268,509
Old : 1,531,803: 301,615 173,993 6,561 1,103,948 1,082,740 1,412,124 1,263,294: 119,679 268,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2021 :
: 68,805: 14,028 13,771 -3,591 59,763 42,462 70,200 52,642: -1,395 16,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 11.4 0.4 72.1 70.7 92.2 82.5: 7.8 17.5
Old : 100.0: 19.7 11.4 0.4 72.1 70.7 92.2 82.5: 7.8 17.5
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 : 162: 19 20 11 87 94 113 118:
Old : 162: 19 20 11 87 94 113 118:
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 : 29.4 23.7 41.2 32.8 29.2 22.4 39.9 29.4
Old : 29.4 23.7 41.2 32.8 29.2 22.4 39.9 29.4
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, May 04, 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 : 3,691,605: 342,111 428,574 262,602 2,788,129 2,602,892 3,392,842 3,294,067: 298,764 397,538
Old : 3,691,605: 342,111 428,574 262,602 2,788,129 2,602,892 3,392,842 3,294,067: 298,764 397,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2021 :
: 26,417: -47,519 58,958 19,199 50,538 -56,517 22,217 21,640: 4,199 4,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 11.6 7.1 75.5 70.5 91.9 89.2: 8.1 10.8
Old : 100.0: 9.3 11.6 7.1 75.5 70.5 91.9 89.2: 8.1 10.8
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 : 339: 48 61 58 167 182 245 271:
Old : 339: 48 61 58 167 182 245 271:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 20.0 40.2 31.4 22.6 19.5 31.2 27.3
Old : 31.0 20.0 40.2 31.4 22.6 19.5 31.2 27.3
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, May 04, 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 : 988,898: 30,283 318,835 173,168 766,053 468,040 969,504 960,043: 19,394 28,855
Old : 988,898: 30,283 318,835 173,168 766,053 468,040 969,504 960,043: 19,394 28,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2021 :
: -69,916: -45,568 71,940 -25,715 1,938 -114,133 -69,345 -67,908: -571 -2,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 32.2 17.5 77.5 47.3 98.0 97.1: 2.0 2.9
Old : 100.0: 3.1 32.2 17.5 77.5 47.3 98.0 97.1: 2.0 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 : 91: 8 21 23 56 58 81 85:
Old : 91: 8 21 23 56 58 81 85:
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 : 34.1 36.0 49.3 50.5 27.1 32.4 35.1 40.3
Old : 34.1 36.0 49.3 50.5 27.1 32.4 35.1 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 04, 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 : 46,144: 13,957 16,622 1,285 21,243 21,691 36,484 39,597: 9,659 6,547
Old : 46,144: 13,957 16,622 1,285 21,243 21,691 36,484 39,597: 9,659 6,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2021 :
: 399: 1,205 -180 -136 -203 -55 866 -371: -467 770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 36.0 2.8 46.0 47.0 79.1 85.8: 20.9 14.2
Old : 100.0: 30.2 36.0 2.8 46.0 47.0 79.1 85.8: 20.9 14.2
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 : 111: 40 15 10 37 28 80 50:
Old : 111: 40 15 10 37 28 80 50:
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 : 30.0 51.8 40.6 65.0 29.1 50.3 38.3 63.4
Old : 30.0 51.8 40.6 65.0 29.1 50.3 38.3 63.4
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, May 04, 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 : 92,287: 27,914 33,243 2,570 42,485 43,381 72,969 79,194: 19,319 13,093
Old : 92,287: 27,914 33,243 2,570 42,485 43,381 72,969 79,194: 19,319 13,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2021 :
: 798: 2,410 -360 -273 -405 -109 1,732 -742: -935 1,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 36.0 2.8 46.0 47.0 79.1 85.8: 20.9 14.2
Old : 100.0: 30.2 36.0 2.8 46.0 47.0 79.1 85.8: 20.9 14.2
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 : 111: 40 15 10 37 28 80 50:
Old : 111: 40 15 10 37 28 80 50:
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 : 30.0 51.8 40.6 65.0 29.1 50.3 38.3 63.4
Old : 30.0 51.8 40.6 65.0 29.1 50.3 38.3 63.4
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, May 04, 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 : 28,080: 6,908 1,110 0 18,163 26,464 25,071 27,574: 3,009 506
Old : 28,080: 6,908 1,110 0 18,163 26,464 25,071 27,574: 3,009 506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2021 :
: -1,636: 177 663 0 -2,059 -1,929 -1,882 -1,266: 246 -370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 4.0 0.0 64.7 94.2 89.3 98.2: 10.7 1.8
Old : 100.0: 24.6 4.0 0.0 64.7 94.2 89.3 98.2: 10.7 1.8
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 : 31: 5 3 0 15 11 20 14:
Old : 31: 5 3 0 15 11 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 72.4 62.7 91.3 37.3 70.8 60.1 89.8
Old : 39.4 72.4 62.7 91.3 37.3 70.8 60.1 89.8
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, May 04, 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 : 32,772: 18,557 28,616 48 13,807 4,040 32,412 32,704: 360 68
Old : 32,772: 18,557 28,616 48 13,807 4,040 32,412 32,704: 360 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2021 :
: 1,427: 835 1,551 -122 764 0 1,477 1,429: -50 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 87.3 0.1 42.1 12.3 98.9 99.8: 1.1 0.2
Old : 100.0: 56.6 87.3 0.1 42.1 12.3 98.9 99.8: 1.1 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 : 54: 39 10 2 4 1 44 12:
Old : 54: 39 10 2 4 1 44 12:
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 : 54.4 88.2 74.6 98.7 54.4 88.2 74.6 98.6
Old : 54.4 88.2 74.6 98.7 54.4 88.2 74.6 98.6
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, May 04, 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 : 179,578: 39,437 22,269 99,197 40,934 57,983 179,568 179,449: 10 129
Old : 179,578: 39,437 22,269 99,197 40,934 57,983 179,568 179,449: 10 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2021 :
: 10,807: 2,238 -108 6,062 2,500 4,881 10,800 10,835: 7 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 12.4 55.2 22.8 32.3 100.0 99.9: 0.0 0.1
Old : 100.0: 22.0 12.4 55.2 22.8 32.3 100.0 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 : 28: 6 8 1 3 11 10 19:
Old : 28: 6 8 1 3 11 10 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.2 94.9 98.5 97.9 36.9 39.6 44.4 42.6
Old : 85.2 94.9 98.5 97.9 36.9 39.6 44.4 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 06, 2021