WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 524,595: 97,275 80,840 211,655 181,823 191,727 490,753 484,221: 33,842 40,373
Old : 499,779: 92,631 82,924 202,054 173,728 179,496 468,414 464,474: 31,366 35,305
Other: 24,815: 11,154 4,426 3,090 8,095 12,231 22,339 19,747: 2,476 5,068
: : :
: : Changes in Commitments from: June 1, 2021 :
: 14,429: -4,091 -2,909 8,901 6,422 9,573 11,231 15,565: 3,198 -1,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 15.4 40.3 34.7 36.5 93.5 92.3: 6.5 7.7
Old : 100.0: 18.5 16.6 40.4 34.8 35.9 93.7 92.9: 6.3 7.1
Other: 100.0: 44.9 17.8 12.5 32.6 49.3 90.0 79.6: 10.0 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 104 95 128 93 121 275 280:
Old : 355: 110 93 123 90 121 266 280:
Other: 127: 20 28 18 25 63 60 95:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 13.5 23.4 21.3 11.9 9.7 18.4 14.6
Old : 14.8 14.0 23.9 22.2 12.0 10.2 18.6 14.8
Other: 45.8 23.5 60.9 37.5 45.8 20.8 59.2 32.5
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 20,704: 11,245 1,009 883 7,388 18,440 19,516 20,332: 1,188 372
Old : 20,704: 11,245 1,009 883 7,388 18,440 19,516 20,332: 1,188 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2021 :
: -2,775: -2,701 156 -413 383 -2,440 -2,731 -2,697: -44 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 4.9 4.3 35.7 89.1 94.3 98.2: 5.7 1.8
Old : 100.0: 54.3 4.9 4.3 35.7 89.1 94.3 98.2: 5.7 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: 7 3 3 10 19 19 24:
Old : 31: 7 3 3 10 19 19 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 : 61.3 43.7 80.2 66.0 57.9 39.8 67.0 59.7
Old : 61.3 43.7 80.2 66.0 57.9 39.8 67.0 59.7
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, June 08, 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 : 227,637: 56,017 37,316 52,664 98,229 115,158 206,910 205,138: 20,726 22,498
Old : 223,006: 54,343 37,505 51,392 97,362 113,421 203,097 202,318: 19,909 20,688
Other: 4,630: 2,530 668 416 866 1,737 3,813 2,821: 818 1,810
: : :
: : Changes in Commitments from: June 1, 2021 :
: -13,332: -2,127 -2,926 -6,486 -6,926 -4,479 -15,539 -13,891: 2,207 559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 16.4 23.1 43.2 50.6 90.9 90.1: 9.1 9.9
Old : 100.0: 24.4 16.8 23.0 43.7 50.9 91.1 90.7: 8.9 9.3
Other: 100.0: 54.6 14.4 9.0 18.7 37.5 82.3 60.9: 17.7 39.1
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 62 45 69 87 87 184 174:
Old : 229: 64 46 65 86 87 180 172:
Other: 72: 15 11 8 12 39 30 55:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 19.8 26.6 28.8 15.8 15.9 24.4 23.3
Old : 16.2 20.1 26.9 29.0 16.1 16.3 24.9 23.7
Other: 55.4 22.8 68.5 34.5 53.2 21.4 63.0 31.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 2,559,044: 457,116 67,349 780,316 1,088,332 1,456,185 2,325,763 2,303,850: 233,281 255,195
Old : 1,240,327: 276,677 148,919 333,071 539,167 667,165 1,148,915 1,149,154: 91,412 91,173
Other: 1,318,717: 299,401 37,393 328,282 549,165 789,020 1,176,848 1,154,696: 141,869 164,022
: : :
: : Changes in Commitments from: June 1, 2021 :
: 31,373: -9,316 9,014 11,324 17,452 1,982 19,460 22,320: 11,912 9,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 2.6 30.5 42.5 56.9 90.9 90.0: 9.1 10.0
Old : 100.0: 22.3 12.0 26.9 43.5 53.8 92.6 92.6: 7.4 7.4
Other: 100.0: 22.7 2.8 24.9 41.6 59.8 89.2 87.6: 10.8 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 893: 235 111 209 434 482 754 727:
Old : 782: 158 120 152 337 424 576 621:
Other: 790: 183 97 132 359 443 600 618:
:----------------------------------------------------------------------------------------------------
: 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 13.6 23.6 21.1 11.5 6.8 15.6 12.6
Old : 14.7 12.5 24.7 21.2 12.9 10.0 19.8 17.1
Other: 18.6 17.7 27.8 24.9 14.5 11.0 19.2 16.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 4,679: 1,000 213 159 1,467 3,617 2,626 3,989: 2,053 690
Old : 4,679: 1,000 213 159 1,467 3,617 2,626 3,989: 2,053 690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2021 :
: 354: 182 4 6 26 302 214 312: 140 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 4.6 3.4 31.4 77.3 56.1 85.3: 43.9 14.7
Old : 100.0: 21.4 4.6 3.4 31.4 77.3 56.1 85.3: 43.9 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 3 2 9 8 17 11:
Old : 22: 6 3 2 9 8 17 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 65.2 43.9 80.7 28.7 60.5 42.4 75.9
Old : 29.1 65.2 43.9 80.7 28.7 60.5 42.4 75.9
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, June 08, 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 : 1,195,861: 212,615 45,678 396,132 503,346 672,937 1,112,092 1,114,746: 83,769 81,115
Old : 449,980: 85,009 29,673 144,316 190,131 251,668 419,456 425,656: 30,524 24,324
Other: 745,882: 150,152 38,552 229,270 313,214 421,269 692,636 689,091: 53,245 56,791
: : :
: : Changes in Commitments from: June 1, 2021 :
: 30,125: 6,098 1,526 13,313 2,798 15,301 22,208 30,140: 7,917 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 3.8 33.1 42.1 56.3 93.0 93.2: 7.0 6.8
Old : 100.0: 18.9 6.6 32.1 42.3 55.9 93.2 94.6: 6.8 5.4
Other: 100.0: 20.1 5.2 30.7 42.0 56.5 92.9 92.4: 7.1 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 651: 227 97 191 244 282 543 511:
Old : 538: 156 90 112 176 248 377 406:
Other: 587: 181 104 144 202 254 453 437:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 14.8 24.0 24.5 8.8 7.2 12.6 12.9
Old : 16.5 20.4 27.7 33.2 10.0 12.2 16.1 18.2
Other: 15.9 12.8 26.0 23.8 11.1 9.8 14.9 16.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 26,808: 17,019 1,820 1,136 83 9,174 18,238 12,130: 8,570 14,678
Old : 3,930: 3,108 1,306 12 78 463 3,198 1,781: 732 2,149
Other: 22,878: 14,833 1,436 202 5 8,711 15,040 10,349: 7,838 12,529
: : :
: : Changes in Commitments from: June 1, 2021 :
: 979: 1,095 7 95 2 274 1,192 376: -213 603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 6.8 4.2 0.3 34.2 68.0 45.2: 32.0 54.8
Old : 100.0: 79.1 33.2 0.3 2.0 11.8 81.4 45.3: 18.6 54.7
Other: 100.0: 64.8 6.3 0.9 0.0 38.1 65.7 45.2: 34.3 54.8
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 8 7 5 4 18 12 30:
Old : 31: 7 7 1 2 15 9 23:
Other: 32: 7 7 3 2 18 9 28:
:----------------------------------------------------------------------------------------------------
: 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 : 60.1 20.1 67.7 29.0 56.0 18.4 63.5 26.5
Old : 74.2 34.4 81.3 39.6 74.2 34.4 81.0 39.6
Other: 61.7 20.9 65.7 29.8 60.9 20.9 64.8 29.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 667,461: 113,968 29,427 215,025 290,650 392,689 619,642 637,141: 47,818 30,320
Old : 307,069: 79,428 39,163 79,185 120,414 171,636 279,026 289,984: 28,043 17,085
Other: 360,392: 78,760 34,484 91,620 170,236 221,053 340,616 347,157: 19,776 13,235
: : :
: : Changes in Commitments from: June 1, 2021 :
: 17,150: -10,448 -3,461 22,619 4,639 -2,554 16,810 16,604: 340 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 4.4 32.2 43.5 58.8 92.8 95.5: 7.2 4.5
Old : 100.0: 25.9 12.8 25.8 39.2 55.9 90.9 94.4: 9.1 5.6
Other: 100.0: 21.9 9.6 25.4 47.2 61.3 94.5 96.3: 5.5 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 117 41 100 115 119 276 230:
Old : 275: 90 54 64 96 97 217 186:
Other: 262: 91 42 63 91 91 217 166:
:----------------------------------------------------------------------------------------------------
: 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 27.5 24.7 39.0 7.6 19.6 11.8 25.4
Old : 19.2 24.7 30.7 36.4 11.2 15.1 16.2 21.9
Other: 15.1 31.8 24.6 47.5 9.6 26.0 16.1 34.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 1,347,254: 102,011 176,491 90,928 978,890 852,514 1,171,829 1,119,933: 175,425 227,321
Old : 1,347,254: 102,011 176,491 90,928 978,890 852,514 1,171,829 1,119,933: 175,425 227,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2021 :
: 55,148: 3,413 -14,401 8,465 32,679 55,513 44,557 49,577: 10,591 5,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 13.1 6.7 72.7 63.3 87.0 83.1: 13.0 16.9
Old : 100.0: 7.6 13.1 6.7 72.7 63.3 87.0 83.1: 13.0 16.9
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 : 204: 20 46 36 110 113 156 169:
Old : 204: 20 46 36 110 113 156 169:
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 : 28.6 20.4 38.5 30.4 21.0 16.5 29.8 22.5
Old : 28.6 20.4 38.5 30.4 21.0 16.5 29.8 22.5
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, June 08, 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 : 1,202,929: 91,437 324,701 10,627 966,095 695,762 1,068,159 1,031,090: 134,771 171,839
Old : 1,202,929: 91,437 324,701 10,627 966,095 695,762 1,068,159 1,031,090: 134,771 171,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2021 :
: 13,975: 18,009 -6,958 -5,716 -2,917 22,018 9,376 9,344: 4,599 4,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 27.0 0.9 80.3 57.8 88.8 85.7: 11.2 14.3
Old : 100.0: 7.6 27.0 0.9 80.3 57.8 88.8 85.7: 11.2 14.3
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 : 158: 12 27 14 90 90 111 122:
Old : 158: 12 27 14 90 90 111 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 30.0 36.4 43.4 19.6 27.4 32.3 37.7
Old : 22.0 30.0 36.4 43.4 19.6 27.4 32.3 37.7
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, June 08, 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 : 463,283: 76,855 26,910 100,091 228,825 306,851 405,771 433,852: 57,512 29,431
Old : 223,798: 30,710 30,905 47,706 115,284 126,641 193,700 205,252: 30,099 18,546
Other: 239,484: 58,435 8,295 40,095 113,541 180,210 212,071 228,600: 27,413 10,885
: : :
: : Changes in Commitments from: June 1, 2021 :
: 6,083: 1,125 -2,934 1,935 4,016 5,437 7,076 4,438: -993 1,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 5.8 21.6 49.4 66.2 87.6 93.6: 12.4 6.4
Old : 100.0: 13.7 13.8 21.3 51.5 56.6 86.6 91.7: 13.4 8.3
Other: 100.0: 24.4 3.5 16.7 47.4 75.2 88.6 95.5: 11.4 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 85 49 83 117 104 248 202:
Old : 254: 66 52 63 106 96 208 184:
Other: 219: 81 26 46 93 70 192 127:
:----------------------------------------------------------------------------------------------------
: 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 27.3 20.4 38.3 8.7 22.4 14.2 31.8
Old : 14.8 19.6 24.0 31.1 11.0 17.6 16.5 25.4
Other: 14.3 37.7 22.8 48.7 13.0 35.1 19.2 44.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,314: 1,463 1,856 508 4,706 5,235 6,677 7,599: 1,637 715
Old : 4,818: 1,158 1,728 141 2,600 2,422 3,898 4,291: 919 527
Other: 3,496: 326 149 346 2,106 2,813 2,779 3,308: 717 188
: : :
: : Changes in Commitments from: June 1, 2021 :
: -923: -94 143 -19 -646 -1,082 -759 -958: -164 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 22.3 6.1 56.6 63.0 80.3 91.4: 19.7 8.6
Old : 100.0: 24.0 35.9 2.9 54.0 50.3 80.9 89.1: 19.1 10.9
Other: 100.0: 9.3 4.3 9.9 60.2 80.5 79.5 94.6: 20.5 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 13 10 6 12 17 28 30:
Old : 39: 9 11 3 7 15 18 27:
Other: 30: 9 1 4 11 11 20 16:
:----------------------------------------------------------------------------------------------------
: 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 : 47.0 46.2 59.5 61.8 45.1 44.9 56.3 59.9
Old : 59.9 41.4 70.2 63.7 59.9 41.4 69.7 63.7
Other: 42.0 65.5 63.9 84.6 39.1 63.6 59.1 79.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 2,133,976: 493,368 608,904 39,096 1,442,138 1,371,031 1,974,602 2,019,031: 159,374 114,945
Old : 2,133,976: 493,368 608,904 39,096 1,442,138 1,371,031 1,974,602 2,019,031: 159,374 114,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2021 :
: -121,816: -36,643 -4,168 -7,753 -80,082 -107,041 -124,478 -118,962: 2,663 -2,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 28.5 1.8 67.6 64.2 92.5 94.6: 7.5 5.4
Old : 100.0: 23.1 28.5 1.8 67.6 64.2 92.5 94.6: 7.5 5.4
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 : 317: 64 39 23 158 142 231 195:
Old : 317: 64 39 23 158 142 231 195:
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 : 18.4 33.1 26.9 47.2 16.3 29.9 23.8 41.1
Old : 18.4 33.1 26.9 47.2 16.3 29.9 23.8 41.1
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, June 08, 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 : 5,122,996: 970,549 731,667 497,405 3,326,963 3,283,530 4,794,917 4,512,603: 328,079 610,393
Old : 5,122,996: 970,549 731,667 497,405 3,326,963 3,283,530 4,794,917 4,512,603: 328,079 610,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2021 :
: 107,708: 37,353 -65,878 27,362 51,891 149,206 116,606 110,690: -8,898 -2,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 14.3 9.7 64.9 64.1 93.6 88.1: 6.4 11.9
Old : 100.0: 18.9 14.3 9.7 64.9 64.1 93.6 88.1: 6.4 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 : 469: 67 96 91 231 254 349 390:
Old : 469: 67 96 91 231 254 349 390:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 19.4 27.5 26.1 11.4 13.5 19.4 18.9
Old : 17.5 19.4 27.5 26.1 11.4 13.5 19.4 18.9
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, June 08, 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 : 1,654,384: 305,386 153,351 49,054 1,181,566 1,181,556 1,536,006 1,383,961: 118,378 270,423
Old : 1,654,384: 305,386 153,351 49,054 1,181,566 1,181,556 1,536,006 1,383,961: 118,378 270,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2021 :
: -4,821: -30,683 -10,097 -13,857 41,285 23,271 -3,255 -683: -1,566 -4,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 9.3 3.0 71.4 71.4 92.8 83.7: 7.2 16.3
Old : 100.0: 18.5 9.3 3.0 71.4 71.4 92.8 83.7: 7.2 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 : 162: 17 21 16 84 101 110 129:
Old : 162: 17 21 16 84 101 110 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 22.6 38.3 32.2 25.2 21.0 37.6 28.9
Old : 25.5 22.6 38.3 32.2 25.2 21.0 37.6 28.9
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, June 08, 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 : 3,762,547: 432,389 538,378 216,713 2,789,344 2,607,301 3,438,446 3,362,392: 324,100 400,155
Old : 3,762,547: 432,389 538,378 216,713 2,789,344 2,607,301 3,438,446 3,362,392: 324,100 400,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2021 :
: 18,573: 7,643 26,845 2,744 -7,652 -10,462 2,735 19,128: 15,838 -554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 14.3 5.8 74.1 69.3 91.4 89.4: 8.6 10.6
Old : 100.0: 11.5 14.3 5.8 74.1 69.3 91.4 89.4: 8.6 10.6
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 : 334: 44 64 48 160 182 232 266:
Old : 334: 44 64 48 160 182 232 266:
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 : 31.9 19.9 42.8 29.8 24.5 19.4 34.6 26.9
Old : 31.9 19.9 42.8 29.8 24.5 19.4 34.6 26.9
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, June 08, 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 : 1,052,921: 23,915 344,832 169,387 839,012 508,524 1,032,314 1,022,743: 20,607 30,178
Old : 1,052,921: 23,915 344,832 169,387 839,012 508,524 1,032,314 1,022,743: 20,607 30,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2021 :
: 45,125: 2,414 26,153 -2,157 42,469 21,315 42,726 45,311: 2,399 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 32.8 16.1 79.7 48.3 98.0 97.1: 2.0 2.9
Old : 100.0: 2.3 32.8 16.1 79.7 48.3 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 : 103: 10 26 29 58 62 89 98:
Old : 103: 10 26 29 58 62 89 98:
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 : 38.1 34.9 51.8 51.5 31.4 29.8 38.6 38.6
Old : 38.1 34.9 51.8 51.5 31.4 29.8 38.6 38.6
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, June 08, 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 : 53,343: 16,503 20,958 3,353 23,869 23,463 43,725 47,775: 9,617 5,568
Old : 53,343: 16,503 20,958 3,353 23,869 23,463 43,725 47,775: 9,617 5,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2021 :
: 1,516: -586 -1,064 2,036 -336 859 1,113 1,831: 402 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 39.3 6.3 44.7 44.0 82.0 89.6: 18.0 10.4
Old : 100.0: 30.9 39.3 6.3 44.7 44.0 82.0 89.6: 18.0 10.4
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 : 111: 40 17 14 37 30 82 56:
Old : 111: 40 17 14 37 30 82 56:
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 45.7 42.4 60.1 26.5 44.3 36.9 58.2
Old : 30.0 45.7 42.4 60.1 26.5 44.3 36.9 58.2
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, June 08, 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 : 106,685: 33,007 41,916 6,706 47,738 46,927 87,451 95,549: 19,235 11,136
Old : 106,685: 33,007 41,916 6,706 47,738 46,927 87,451 95,549: 19,235 11,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2021 :
: 3,032: -1,172 -2,129 4,072 -673 1,719 2,227 3,662: 805 -630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 39.3 6.3 44.7 44.0 82.0 89.6: 18.0 10.4
Old : 100.0: 30.9 39.3 6.3 44.7 44.0 82.0 89.6: 18.0 10.4
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 : 111: 40 17 14 37 30 82 56:
Old : 111: 40 17 14 37 30 82 56:
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 45.7 42.4 60.1 26.5 44.3 36.9 58.2
Old : 30.0 45.7 42.4 60.1 26.5 44.3 36.9 58.2
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, June 08, 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 : 31,056: 6,690 683 0 21,924 29,813 28,614 30,496: 2,442 560
Old : 31,056: 6,690 683 0 21,924 29,813 28,614 30,496: 2,442 560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2021 :
: -971: -747 -167 0 258 -790 -489 -957: -482 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 2.2 0.0 70.6 96.0 92.1 98.2: 7.9 1.8
Old : 100.0: 21.5 2.2 0.0 70.6 96.0 92.1 98.2: 7.9 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 : 32: 6 2 0 17 10 23 12:
Old : 32: 6 2 0 17 10 23 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 : 44.1 73.6 65.0 93.3 40.4 73.0 61.3 91.7
Old : 44.1 73.6 65.0 93.3 40.4 73.0 61.3 91.7
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, June 08, 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 : 45,795: 23,155 41,606 41 22,169 4,040 45,365 45,687: 430 108
Old : 45,795: 23,155 41,606 41 22,169 4,040 45,365 45,687: 430 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2021 :
: -8: -21 -28 0 13 0 -8 -28: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 90.9 0.1 48.4 8.8 99.1 99.8: 0.9 0.2
Old : 100.0: 50.6 90.9 0.1 48.4 8.8 99.1 99.8: 0.9 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 : 57: 37 15 2 4 1 42 17:
Old : 57: 37 15 2 4 1 42 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 76.5 82.7 92.0 64.1 76.5 82.7 92.0
Old : 64.1 76.5 82.7 92.0 64.1 76.5 82.7 92.0
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, June 08, 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 : 165,243: 40,311 21,647 87,748 37,149 55,780 165,208 165,175: 35 68
Old : 165,243: 40,311 21,647 87,748 37,149 55,780 165,208 165,175: 35 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2021 :
: -1,721: -168 80 -1,370 -207 -373 -1,745 -1,663: 24 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 13.1 53.1 22.5 33.8 100.0 100.0: 0.0 0.0
Old : 100.0: 24.4 13.1 53.1 22.5 33.8 100.0 100.0: 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 : 30: 8 9 2 3 11 13 20:
Old : 30: 8 9 2 3 11 13 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.2 94.6 99.2 97.8 41.1 41.5 46.7 44.7
Old : 89.2 94.6 99.2 97.8 41.1 41.5 46.7 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 11, 2021