WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 03, 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 : 464,439: 108,604 71,248 161,081 163,160 187,743 432,845 420,072: 31,594 44,367
Old : 424,591: 100,478 71,707 148,300 148,831 168,527 397,609 388,535: 26,982 36,056
Other: 39,848: 12,811 4,225 8,096 14,329 19,216 35,236 31,537: 4,612 8,310
: : :
: : Changes in Commitments from: July 27, 2021 :
: 39,702: 10,765 -1,457 20,648 5,646 18,092 37,059 37,283: 2,643 2,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 15.3 34.7 35.1 40.4 93.2 90.4: 6.8 9.6
Old : 100.0: 23.7 16.9 34.9 35.1 39.7 93.6 91.5: 6.4 8.5
Other: 100.0: 32.2 10.6 20.3 36.0 48.2 88.4 79.1: 11.6 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 357: 129 81 133 90 114 280 279:
Old : 355: 125 87 124 86 114 269 275:
Other: 134: 28 24 23 32 67 73 103:
:----------------------------------------------------------------------------------------------------
: 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 23.8 21.3 12.4 10.1 19.1 15.7
Old : 15.4 14.8 24.8 22.3 13.3 10.8 20.1 16.5
Other: 32.7 20.4 48.0 34.8 30.1 18.7 41.1 26.6
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 03, 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 : 23,664: 9,582 657 741 12,318 21,425 22,641 22,823: 1,022 840
Old : 23,664: 9,582 657 741 12,318 21,425 22,641 22,823: 1,022 840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2021 :
: -377: 544 -727 -13 -1,146 2 -615 -738: 238 361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 2.8 3.1 52.1 90.5 95.7 96.4: 4.3 3.6
Old : 100.0: 40.5 2.8 3.1 52.1 90.5 95.7 96.4: 4.3 3.6
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 : 26: 7 2 3 7 16 16 19:
Old : 26: 7 2 3 7 16 16 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 : 74.1 56.5 90.0 77.6 71.6 43.3 76.4 63.3
Old : 74.1 56.5 90.0 77.6 71.6 43.3 76.4 63.3
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, August 03, 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 : 247,412: 69,847 33,259 63,280 93,974 129,228 227,100 225,767: 20,312 21,645
Old : 236,565: 68,380 34,234 58,716 90,860 125,413 217,957 218,364: 18,608 18,201
Other: 10,847: 3,703 1,262 2,327 3,114 3,815 9,144 7,404: 1,703 3,444
: : :
: : Changes in Commitments from: July 27, 2021 :
: 17,764: 7,182 -142 8,379 1,059 8,282 16,620 16,519: 1,144 1,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 13.4 25.6 38.0 52.2 91.8 91.3: 8.2 8.7
Old : 100.0: 28.9 14.5 24.8 38.4 53.0 92.1 92.3: 7.9 7.7
Other: 100.0: 34.1 11.6 21.4 28.7 35.2 84.3 68.3: 15.7 31.7
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 71 46 71 86 92 193 182:
Old : 245: 71 49 70 85 92 191 181:
Other: 97: 18 14 13 17 51 40 74:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 22.1 24.4 32.7 13.3 17.7 21.2 27.2
Old : 14.6 22.5 25.2 33.3 13.7 18.4 21.9 28.0
Other: 35.1 25.1 51.8 38.2 28.9 16.4 43.5 24.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 03, 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 : 1,992,118: 383,778 60,066 583,605 853,451 1,110,338 1,820,834 1,754,010: 171,284 238,109
Old : 482,361: 114,473 132,026 97,521 236,635 216,651 448,629 446,198: 33,733 36,163
Other: 1,509,757: 394,303 53,038 361,086 616,816 893,687 1,372,205 1,307,811: 137,552 201,946
: : :
: : Changes in Commitments from: July 27, 2021 :
: 15,396: 11,335 -3,893 19,168 -14,013 -4,849 16,490 10,426: -1,094 4,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 3.0 29.3 42.8 55.7 91.4 88.0: 8.6 12.0
Old : 100.0: 23.7 27.4 20.2 49.1 44.9 93.0 92.5: 7.0 7.5
Other: 100.0: 26.1 3.5 23.9 40.9 59.2 90.9 86.6: 9.1 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 842: 196 111 198 412 456 702 689:
Old : 641: 110 107 85 253 320 408 467:
Other: 811: 193 103 157 372 438 633 637:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 11.9 21.5 19.2 11.9 9.5 17.4 14.9
Old : 19.4 15.4 28.5 25.8 18.7 14.8 26.9 24.7
Other: 14.6 12.1 23.0 19.8 13.1 9.7 18.9 15.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 03, 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 : 4,687: 876 218 260 1,233 3,023 2,369 3,501: 2,318 1,186
Old : 4,671: 876 218 260 1,227 3,018 2,363 3,496: 2,308 1,175
Other: 16: 0 0 0 6 5 6 5: 10 11
: : :
: : Changes in Commitments from: July 27, 2021 :
: -197: -89 -88 33 -14 -390 -69 -445: -128 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 4.6 5.6 26.3 64.5 50.5 74.7: 49.5 25.3
Old : 100.0: 18.7 4.7 5.6 26.3 64.6 50.6 74.8: 49.4 25.2
Other: 100.0: 0.0 0.0 0.0 37.5 31.3 37.5 31.3: 62.5 68.8
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 3 3 8 7 17 11:
Old : 21: 7 3 3 8 6 17 10:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 63.2 37.8 73.4 22.6 62.9 36.5 67.5
Old : 22.7 63.4 38.0 73.6 22.7 63.2 36.7 67.9
Other: 37.5 31.3 37.5 31.3 37.5 31.3 37.5 31.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 03, 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 : 867,297: 147,902 63,675 257,791 403,745 473,928 809,439 795,395: 57,859 71,902
Old : 845,943: 143,345 63,740 253,656 393,646 460,648 790,647 778,044: 55,296 67,899
Other: 21,354: 6,073 1,451 2,619 10,099 13,281 18,791 17,351: 2,563 4,003
: : :
: : Changes in Commitments from: July 27, 2021 :
: -17,790: -7,561 3,158 -3,762 -2,982 -16,161 -14,306 -16,765: -3,484 -1,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 7.3 29.7 46.6 54.6 93.3 91.7: 6.7 8.3
Old : 100.0: 16.9 7.5 30.0 46.5 54.5 93.5 92.0: 6.5 8.0
Other: 100.0: 28.4 6.8 12.3 47.3 62.2 88.0 81.3: 12.0 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 599: 182 103 174 229 276 483 489:
Old : 599: 180 106 173 227 276 481 488:
Other: 218: 24 30 18 35 148 67 189:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 12.1 24.3 20.9 12.1 9.1 17.2 14.9
Old : 15.4 12.1 24.5 21.1 12.2 9.2 17.5 14.8
Other: 37.6 23.2 54.1 33.9 37.5 21.3 51.0 31.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 03, 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 : 24,766: 16,573 1,377 315 4 10,133 16,892 11,825: 7,874 12,941
Old : 22,970: 15,109 1,361 315 4 9,131 15,428 10,807: 7,542 12,163
Other: 1,796: 1,464 16 0 0 1,002 1,464 1,018: 332 778
: : :
: : Changes in Commitments from: July 27, 2021 :
: -247: -173 19 42 -1 12 -132 73: -115 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 5.6 1.3 0.0 40.9 68.2 47.7: 31.8 52.3
Old : 100.0: 65.8 5.9 1.4 0.0 39.8 67.2 47.0: 32.8 53.0
Other: 100.0: 81.5 0.9 0.0 0.0 55.8 81.5 56.7: 18.5 43.3
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 7 5 4 2 22 9 31:
Old : 34: 7 5 4 2 22 9 31:
Other: 30: 5 4 0 0 21 5 25:
:----------------------------------------------------------------------------------------------------
: 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 21.1 68.2 29.7 62.9 21.1 66.9 29.6
Old : 64.2 19.2 67.2 28.2 62.9 19.2 65.8 28.2
Other: 81.5 48.1 81.5 51.4 81.5 48.1 81.5 51.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 03, 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 : 504,327: 97,313 38,025 134,799 239,638 303,002 471,751 475,826: 32,576 28,501
Old : 82,735: 30,844 10,274 11,116 34,333 57,737 76,294 79,127: 6,441 3,608
Other: 421,592: 91,983 53,266 98,168 205,305 245,265 395,457 396,699: 26,135 24,893
: : :
: : Changes in Commitments from: July 27, 2021 :
: -3,851: 5,123 3,879 -1,387 -7,067 -7,177 -3,332 -4,685: -519 834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 7.5 26.7 47.5 60.1 93.5 94.3: 6.5 5.7
Old : 100.0: 37.3 12.4 13.4 41.5 69.8 92.2 95.6: 7.8 4.4
Other: 100.0: 21.8 12.6 23.3 48.7 58.2 93.8 94.1: 6.2 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 97 60 85 107 109 255 213:
Old : 181: 52 21 27 65 72 124 115:
Other: 289: 80 70 74 98 101 235 198:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 25.0 23.2 36.7 8.5 20.9 13.4 27.1
Old : 34.6 26.7 45.1 40.4 32.9 24.5 42.0 37.1
Other: 14.3 25.8 22.9 38.8 10.0 22.2 15.7 30.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 03, 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 : 1,369,705: 123,298 222,339 92,441 955,805 867,054 1,171,543 1,181,834: 198,162 187,871
Old : 1,369,705: 123,298 222,339 92,441 955,805 867,054 1,171,543 1,181,834: 198,162 187,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2021 :
: 43,766: 10,093 24,183 13,048 26,926 6,798 50,067 44,029: -6,300 -263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 16.2 6.7 69.8 63.3 85.5 86.3: 14.5 13.7
Old : 100.0: 9.0 16.2 6.7 69.8 63.3 85.5 86.3: 14.5 13.7
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 : 202: 25 39 39 112 112 161 167:
Old : 202: 25 39 39 112 112 161 167:
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 : 21.6 22.8 31.7 35.6 15.3 19.1 24.3 26.8
Old : 21.6 22.8 31.7 35.6 15.3 19.1 24.3 26.8
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, August 03, 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 : 1,265,859: 110,729 345,783 28,853 978,494 746,784 1,118,076 1,121,420: 147,782 144,439
Old : 1,265,859: 110,729 345,783 28,853 978,494 746,784 1,118,076 1,121,420: 147,782 144,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2021 :
: 30,495: -7,083 -8,267 25,983 15,866 7,575 34,766 25,291: -4,271 5,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 27.3 2.3 77.3 59.0 88.3 88.6: 11.7 11.4
Old : 100.0: 8.7 27.3 2.3 77.3 59.0 88.3 88.6: 11.7 11.4
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 : 161: 15 25 13 92 91 114 122:
Old : 161: 15 25 13 92 91 114 122:
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 : 19.7 29.1 32.3 42.4 16.5 27.1 28.3 37.7
Old : 19.7 29.1 32.3 42.4 16.5 27.1 28.3 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, August 03, 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 : 399,064: 73,503 37,183 68,843 207,719 266,328 350,064 372,354: 49,000 26,709
Old : 72,855: 8,673 6,208 10,866 42,893 49,161 62,433 66,235: 10,423 6,620
Other: 326,208: 71,537 37,683 51,269 164,826 217,168 287,631 306,119: 38,577 20,089
: : :
: : Changes in Commitments from: July 27, 2021 :
: 449: -554 3,614 -731 4,468 -1,957 3,183 926: -2,734 -477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 9.3 17.3 52.1 66.7 87.7 93.3: 12.3 6.7
Old : 100.0: 11.9 8.5 14.9 58.9 67.5 85.7 90.9: 14.3 9.1
Other: 100.0: 21.9 11.6 15.7 50.5 66.6 88.2 93.8: 11.8 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 62 58 65 118 101 219 190:
Old : 171: 31 23 21 80 74 122 107:
Other: 256: 61 60 59 108 87 203 174:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 28.7 20.6 39.1 11.1 25.3 16.7 34.9
Old : 20.2 27.0 33.1 38.9 19.6 25.1 27.2 34.3
Other: 13.5 30.3 22.2 41.1 13.3 27.9 19.9 37.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 03, 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 : 8,284: 1,245 1,369 611 4,719 5,360 6,576 7,341: 1,708 943
Old : 8,284: 1,245 1,369 611 4,719 5,360 6,576 7,341: 1,708 943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2021 :
: 593: 57 -76 93 37 696 187 714: 405 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 16.5 7.4 57.0 64.7 79.4 88.6: 20.6 11.4
Old : 100.0: 15.0 16.5 7.4 57.0 64.7 79.4 88.6: 20.6 11.4
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 : 44: 12 9 6 11 15 26 29:
Old : 44: 12 9 6 11 15 26 29:
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 : 45.7 52.5 59.2 63.2 43.5 51.3 55.5 61.7
Old : 45.7 52.5 59.2 63.2 43.5 51.3 55.5 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 03, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,987,985: 422,404 407,808 47,734 1,370,124 1,402,844 1,840,262 1,858,386: 147,723 129,599
Old : 1,987,985: 422,404 407,808 47,734 1,370,124 1,402,844 1,840,262 1,858,386: 147,723 129,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2021 :
: 12,259: 48,933 -20,010 1,157 -44,381 34,420 5,708 15,566: 6,551 -3,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 20.5 2.4 68.9 70.6 92.6 93.5: 7.4 6.5
Old : 100.0: 21.2 20.5 2.4 68.9 70.6 92.6 93.5: 7.4 6.5
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 : 304: 47 45 24 149 152 204 213:
Old : 304: 47 45 24 149 152 204 213:
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 : 17.9 29.6 26.7 40.2 14.8 24.5 22.3 33.9
Old : 17.9 29.6 26.7 40.2 14.8 24.5 22.3 33.9
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, August 03, 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 : 4,775,254: 871,455 719,975 420,421 3,095,304 3,040,870 4,387,181 4,181,267: 388,073 593,987
Old : 4,775,254: 871,455 719,975 420,421 3,095,304 3,040,870 4,387,181 4,181,267: 388,073 593,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2021 :
: 114,436: -30,503 29,663 56,889 91,887 36,361 118,272 122,913: -3,836 -8,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 15.1 8.8 64.8 63.7 91.9 87.6: 8.1 12.4
Old : 100.0: 18.2 15.1 8.8 64.8 63.7 91.9 87.6: 8.1 12.4
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 : 465: 66 100 86 227 249 345 383:
Old : 465: 66 100 86 227 249 345 383:
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 19.8 26.0 26.5 11.8 13.3 18.5 18.4
Old : 18.4 19.8 26.0 26.5 11.8 13.3 18.5 18.4
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, August 03, 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 : 1,458,798: 208,538 117,452 11,867 1,109,320 1,052,777 1,329,725 1,182,096: 129,073 276,702
Old : 1,458,798: 208,538 117,452 11,867 1,109,320 1,052,777 1,329,725 1,182,096: 129,073 276,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2021 :
: -29,506: -12,365 1,977 7,156 -26,690 -44,030 -31,899 -34,897: 2,393 5,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 8.1 0.8 76.0 72.2 91.2 81.0: 8.8 19.0
Old : 100.0: 14.3 8.1 0.8 76.0 72.2 91.2 81.0: 8.8 19.0
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 : 160: 18 20 14 83 94 110 119:
Old : 160: 18 20 14 83 94 110 119:
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 : 25.3 25.2 38.6 34.3 25.2 23.0 38.1 30.3
Old : 25.3 25.2 38.6 34.3 25.2 23.0 38.1 30.3
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, August 03, 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 : 3,691,760: 430,515 488,973 216,552 2,740,059 2,556,852 3,387,127 3,262,377: 304,634 429,383
Old : 3,691,760: 430,515 488,973 216,552 2,740,059 2,556,852 3,387,127 3,262,377: 304,634 429,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2021 :
: -8,842: -64,540 1,366 26,289 26,579 -21,691 -11,673 5,963: 2,830 -14,806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 13.2 5.9 74.2 69.3 91.7 88.4: 8.3 11.6
Old : 100.0: 11.7 13.2 5.9 74.2 69.3 91.7 88.4: 8.3 11.6
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 : 345: 45 69 59 168 189 251 279:
Old : 345: 45 69 59 168 189 251 279:
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 : 31.8 17.9 41.3 26.6 24.0 15.9 31.6 23.0
Old : 31.8 17.9 41.3 26.6 24.0 15.9 31.6 23.0
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, August 03, 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 : 972,491: 50,309 146,417 165,986 719,410 625,230 935,705 937,633: 36,786 34,858
Old : 972,491: 50,309 146,417 165,986 719,410 625,230 935,705 937,633: 36,786 34,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2021 :
: -113,025: -8,378 -38,825 -16,157 -102,681 -58,045 -127,216 -113,027: 14,191 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 15.1 17.1 74.0 64.3 96.2 96.4: 3.8 3.6
Old : 100.0: 5.2 15.1 17.1 74.0 64.3 96.2 96.4: 3.8 3.6
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 : 92: 8 23 22 53 58 77 88:
Old : 92: 8 23 22 53 58 77 88:
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 : 30.1 29.9 47.6 43.7 18.7 15.5 26.3 21.2
Old : 30.1 29.9 47.6 43.7 18.7 15.5 26.3 21.2
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, August 03, 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 : 55,525: 24,188 20,913 1,141 21,126 27,252 46,455 49,306: 9,071 6,220
Old : 55,525: 24,188 20,913 1,141 21,126 27,252 46,455 49,306: 9,071 6,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2021 :
: 4,135: 3,926 444 244 -208 3,521 3,963 4,209: 173 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 37.7 2.1 38.0 49.1 83.7 88.8: 16.3 11.2
Old : 100.0: 43.6 37.7 2.1 38.0 49.1 83.7 88.8: 16.3 11.2
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 : 112: 42 18 8 29 31 73 55:
Old : 112: 42 18 8 29 31 73 55:
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 : 37.8 41.2 49.0 61.1 36.4 41.2 47.5 61.1
Old : 37.8 41.2 49.0 61.1 36.4 41.2 47.5 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 03, 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 : 111,051: 48,375 41,826 2,282 42,252 54,503 92,910 98,611: 18,141 12,439
Old : 111,051: 48,375 41,826 2,282 42,252 54,503 92,910 98,611: 18,141 12,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2021 :
: 8,270: 7,853 887 488 -416 7,043 7,925 8,418: 345 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 37.7 2.1 38.0 49.1 83.7 88.8: 16.3 11.2
Old : 100.0: 43.6 37.7 2.1 38.0 49.1 83.7 88.8: 16.3 11.2
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 : 112: 42 18 8 29 31 73 55:
Old : 112: 42 18 8 29 31 73 55:
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 : 37.8 41.2 49.0 61.1 36.4 41.2 47.5 61.1
Old : 37.8 41.2 49.0 61.1 36.4 41.2 47.5 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 03, 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 : 45,128: 8,290 850 0 34,153 43,444 42,443 44,294: 2,685 834
Old : 45,128: 8,290 850 0 34,153 43,444 42,443 44,294: 2,685 834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2021 :
: -265: 204 410 0 -270 -1,291 -66 -881: -199 616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 1.9 0.0 75.7 96.3 94.1 98.2: 5.9 1.8
Old : 100.0: 18.4 1.9 0.0 75.7 96.3 94.1 98.2: 5.9 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 : 36: 8 2 0 19 12 27 14:
Old : 36: 8 2 0 19 12 27 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 : 55.6 74.6 70.0 92.9 52.7 74.1 66.6 92.4
Old : 55.6 74.6 70.0 92.9 52.7 74.1 66.6 92.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 03, 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 : 37,693: 22,383 33,959 225 14,611 3,400 37,219 37,584: 474 109
Old : 37,693: 22,383 33,959 225 14,611 3,400 37,219 37,584: 474 109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2021 :
: 780: -1,016 733 45 1,695 0 724 778: 56 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 90.1 0.6 38.8 9.0 98.7 99.7: 1.3 0.3
Old : 100.0: 59.4 90.1 0.6 38.8 9.0 98.7 99.7: 1.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 39 11 1 5 1 45 12:
Old : 56: 39 11 1 5 1 45 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 : 50.7 86.5 75.1 97.6 50.7 86.5 75.1 97.0
Old : 50.7 86.5 75.1 97.6 50.7 86.5 75.1 97.0
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, August 03, 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 : 127,715: 26,984 32,716 45,670 55,043 49,257 127,697 127,643: 18 72
Old : 127,715: 26,984 32,716 45,670 55,043 49,257 127,697 127,643: 18 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2021 :
: 3,147: -760 1,021 0 3,896 2,145 3,136 3,166: 11 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 25.6 35.8 43.1 38.6 100.0 99.9: 0.0 0.1
Old : 100.0: 21.1 25.6 35.8 43.1 38.6 100.0 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 4 13 11 21:
Old : 30: 6 8 1 4 13 11 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 : 89.5 93.8 99.9 97.2 58.5 58.0 64.2 61.5
Old : 89.5 93.8 99.9 97.2 58.5 58.0 64.2 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 6, 2021