WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 498,801: 115,784 88,996 174,243 175,389 192,747 465,416 455,985: 33,386 42,816
Old : 442,774: 105,248 90,112 152,328 157,602 166,851 415,178 409,291: 27,596 33,484
Other: 56,027: 18,610 6,957 13,841 17,787 25,896 50,238 46,694: 5,790 9,333
: : :
: : Changes in Commitments from: August 17, 2021 :
: 4,392: -5,712 7,973 4,376 5,332 -7,192 3,996 5,156: 397 -764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 17.8 34.9 35.2 38.6 93.3 91.4: 6.7 8.6
Old : 100.0: 23.8 20.4 34.4 35.6 37.7 93.8 92.4: 6.2 7.6
Other: 100.0: 33.2 12.4 24.7 31.7 46.2 89.7 83.3: 10.3 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 384: 126 101 146 102 117 311 299:
Old : 375: 119 111 134 99 114 293 291:
Other: 167: 39 28 34 40 76 99 126:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 12.6 23.3 20.4 12.0 9.3 18.5 14.9
Old : 14.7 13.6 24.4 21.3 12.7 10.8 20.3 16.0
Other: 28.8 23.6 42.2 36.4 24.1 17.7 32.9 25.3
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 21,652: 6,877 1,299 1,877 12,280 17,824 21,034 21,000: 618 652
Old : 21,652: 6,877 1,299 1,877 12,280 17,824 21,034 21,000: 618 652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2021 :
: -371: -682 290 -34 430 -730 -286 -474: -85 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 6.0 8.7 56.7 82.3 97.1 97.0: 2.9 3.0
Old : 100.0: 31.8 6.0 8.7 56.7 82.3 97.1 97.0: 2.9 3.0
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 : 28: 7 3 4 7 17 16 22:
Old : 28: 7 3 4 7 17 16 22:
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 : 75.5 49.7 89.2 71.0 62.0 38.9 68.7 53.7
Old : 75.5 49.7 89.2 71.0 62.0 38.9 68.7 53.7
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, August 24, 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 : 259,263: 86,865 45,672 56,108 92,293 136,015 235,266 237,794: 23,997 21,469
Old : 244,562: 84,187 48,304 49,657 88,766 129,702 222,611 227,664: 21,952 16,898
Other: 14,701: 6,597 1,285 2,532 3,527 6,313 12,656 10,130: 2,045 4,571
: : :
: : Changes in Commitments from: August 17, 2021 :
: 2,334: 3,331 4,517 1,156 -2,587 -3,278 1,900 2,395: 434 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 17.6 21.6 35.6 52.5 90.7 91.7: 9.3 8.3
Old : 100.0: 34.4 19.8 20.3 36.3 53.0 91.0 93.1: 9.0 6.9
Other: 100.0: 44.9 8.7 17.2 24.0 42.9 86.1 68.9: 13.9 31.1
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 76 38 61 83 93 189 170:
Old : 239: 78 38 57 82 93 186 167:
Other: 102: 13 17 11 19 60 40 80:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 20.9 23.4 32.2 13.3 17.7 21.3 27.8
Old : 14.1 21.5 24.3 33.0 14.0 18.8 22.3 29.9
Other: 39.7 17.8 53.1 29.6 33.7 13.9 45.9 22.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 1,985,043: 395,974 57,060 604,202 832,390 1,089,892 1,832,565 1,751,154: 152,477 233,889
Old : 214,185: 32,903 16,580 88,349 75,761 95,352 197,013 200,281: 17,173 13,904
Other: 1,770,858: 392,994 70,403 485,930 756,629 994,540 1,635,553 1,550,873: 135,305 219,985
: : :
: : Changes in Commitments from: August 17, 2021 :
: -4,225: -10,656 3,039 20,469 -2,482 -20,624 7,331 2,884: -11,556 -7,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 2.9 30.4 41.9 54.9 92.3 88.2: 7.7 11.8
Old : 100.0: 15.4 7.7 41.2 35.4 44.5 92.0 93.5: 8.0 6.5
Other: 100.0: 22.2 4.0 27.4 42.7 56.2 92.4 87.6: 7.6 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 856: 190 117 199 430 468 719 703:
Old : 487: 78 53 65 222 247 331 334:
Other: 849: 184 126 186 394 457 673 685:
:----------------------------------------------------------------------------------------------------
: 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 12.6 21.4 20.2 10.8 9.8 16.3 15.1
Old : 16.2 21.5 26.4 33.0 9.4 14.8 14.0 21.0
Other: 13.7 12.0 22.0 19.8 11.7 10.0 17.8 15.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 5,082: 998 176 303 1,259 3,028 2,560 3,507: 2,522 1,575
Old : 5,023: 998 176 303 1,213 3,023 2,514 3,502: 2,509 1,521
Other: 59: 0 0 0 46 5 46 5: 13 54
: : :
: : Changes in Commitments from: August 17, 2021 :
: 180: -129 -45 10 119 -38 0 -72: 180 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 3.5 6.0 24.8 59.6 50.4 69.0: 49.6 31.0
Old : 100.0: 19.9 3.5 6.0 24.1 60.2 50.0 69.7: 50.0 30.3
Other: 100.0: 0.0 0.0 0.0 78.0 8.5 78.0 8.5: 22.0 91.5
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 10 3 3 9 7 20 12:
Old : 25: 10 3 3 9 7 20 12:
Other: 3: 0 0 0 2 1 2 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 : 21.4 55.9 34.6 64.2 20.9 54.8 33.1 60.0
Old : 21.6 56.6 35.0 65.0 21.3 55.5 33.6 60.8
Other: 78.0 8.5 78.0 8.5 78.0 8.5 78.0 8.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 899,684: 149,176 68,652 251,085 445,202 503,073 845,463 822,810: 54,221 76,874
Old : 870,916: 143,820 70,121 243,414 433,231 486,397 820,464 799,932: 50,452 70,985
Other: 28,768: 8,911 2,087 4,116 11,972 16,676 24,999 22,878: 3,769 5,889
: : :
: : Changes in Commitments from: August 17, 2021 :
: 21,530: -9,291 5,858 2,259 31,323 8,711 24,291 16,828: -2,761 4,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 7.6 27.9 49.5 55.9 94.0 91.5: 6.0 8.5
Old : 100.0: 16.5 8.1 27.9 49.7 55.8 94.2 91.8: 5.8 8.2
Other: 100.0: 31.0 7.3 14.3 41.6 58.0 86.9 79.5: 13.1 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 618: 187 125 182 225 261 492 499:
Old : 616: 177 137 178 223 261 485 498:
Other: 228: 36 30 22 40 145 85 188:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 12.6 24.9 21.4 12.1 9.2 17.3 14.9
Old : 16.0 12.7 25.2 21.5 12.5 9.3 17.8 15.0
Other: 33.4 19.8 50.9 32.1 32.7 17.7 46.2 28.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 25,501: 18,048 1,258 350 4 10,238 18,402 11,846: 7,099 13,655
Old : 23,470: 16,630 1,241 350 4 9,119 16,984 10,710: 6,486 12,760
Other: 2,031: 1,418 17 0 0 1,119 1,418 1,136: 613 895
: : :
: : Changes in Commitments from: August 17, 2021 :
: 380: 379 23 44 0 56 423 123: -43 257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 4.9 1.4 0.0 40.1 72.2 46.5: 27.8 53.5
Old : 100.0: 70.9 5.3 1.5 0.0 38.9 72.4 45.6: 27.6 54.4
Other: 100.0: 69.8 0.8 0.0 0.0 55.1 69.8 55.9: 30.2 44.1
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 4 3 2 22 8 29:
Old : 32: 6 4 3 2 22 8 29:
Other: 29: 4 4 0 0 21 4 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 : 69.9 20.1 72.2 28.9 68.5 20.1 70.8 28.9
Old : 69.9 17.9 72.4 27.2 68.5 17.9 70.9 27.1
Other: 69.8 47.8 69.8 51.0 69.8 47.8 69.8 51.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 495,595: 95,506 35,655 139,555 227,960 295,102 463,021 470,312: 32,574 25,283
Old : 49,599: 20,058 2,984 12,078 13,440 33,003 45,576 48,065: 4,022 1,534
Other: 445,996: 92,996 50,219 109,929 214,520 262,099 417,445 422,247: 28,551 23,749
: : :
: : Changes in Commitments from: August 17, 2021 :
: -6,509: -2,706 -1,077 3,837 -5,261 -6,460 -4,130 -3,700: -2,378 -2,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 7.2 28.2 46.0 59.5 93.4 94.9: 6.6 5.1
Old : 100.0: 40.4 6.0 24.4 27.1 66.5 91.9 96.9: 8.1 3.1
Other: 100.0: 20.9 11.3 24.6 48.1 58.8 93.6 94.7: 6.4 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 102 52 93 104 114 257 224:
Old : 134: 33 21 24 44 57 90 89:
Other: 304: 96 61 82 99 113 242 219:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 25.3 20.9 35.3 9.4 21.5 14.4 28.6
Old : 38.6 42.4 52.1 57.2 35.3 38.4 44.7 47.2
Other: 12.6 24.2 19.4 34.7 10.4 21.0 16.0 29.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 1,435,261: 126,548 220,415 101,674 998,806 924,059 1,227,028 1,246,148: 208,233 189,113
Old : 1,435,261: 126,548 220,415 101,674 998,806 924,059 1,227,028 1,246,148: 208,233 189,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2021 :
: 47,033: -13,441 3,471 5,439 42,380 41,198 34,378 50,108: 12,656 -3,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 15.4 7.1 69.6 64.4 85.5 86.8: 14.5 13.2
Old : 100.0: 8.8 15.4 7.1 69.6 64.4 85.5 86.8: 14.5 13.2
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 : 193: 32 32 40 107 107 157 161:
Old : 193: 32 32 40 107 107 157 161:
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 22.3 31.1 33.4 15.2 17.4 23.6 23.8
Old : 21.6 22.3 31.1 33.4 15.2 17.4 23.6 23.8
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 24, 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 : 1,329,152: 120,907 374,899 64,201 980,555 739,924 1,165,663 1,179,024: 163,489 150,128
Old : 1,329,152: 120,907 374,899 64,201 980,555 739,924 1,165,663 1,179,024: 163,489 150,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2021 :
: 9,348: 1,258 7,892 12,274 -16,745 -9,527 -3,213 10,639: 12,562 -1,291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 28.2 4.8 73.8 55.7 87.7 88.7: 12.3 11.3
Old : 100.0: 9.1 28.2 4.8 73.8 55.7 87.7 88.7: 12.3 11.3
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: 15 26 19 95 91 124 122:
Old : 162: 15 26 19 95 91 124 122:
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 : 19.4 27.7 31.8 40.6 16.5 25.9 28.6 36.4
Old : 19.4 27.7 31.8 40.6 16.5 25.9 28.6 36.4
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 24, 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 : 404,589: 71,748 33,642 77,808 203,939 263,865 353,494 375,315: 51,095 29,274
Old : 43,539: 6,574 1,510 8,827 20,807 27,638 36,208 37,974: 7,331 5,564
Other: 361,050: 70,829 37,787 63,326 183,132 236,227 317,286 337,340: 43,764 23,710
: : :
: : Changes in Commitments from: August 17, 2021 :
: -3,050: -2,792 4,968 2,277 -693 -13,600 -1,208 -6,355: -1,842 3,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 8.3 19.2 50.4 65.2 87.4 92.8: 12.6 7.2
Old : 100.0: 15.1 3.5 20.3 47.8 63.5 83.2 87.2: 16.8 12.8
Other: 100.0: 19.6 10.5 17.5 50.7 65.4 87.9 93.4: 12.1 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 69 54 78 113 103 225 198:
Old : 137: 23 17 21 59 63 93 90:
Other: 259: 67 57 72 110 99 217 190:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.6 27.1 18.3 38.0 10.2 23.1 16.0 33.2
Old : 24.8 27.8 37.1 39.3 23.5 26.1 31.8 34.0
Other: 11.6 28.4 19.8 40.0 11.3 25.2 17.8 36.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 8,256: 1,117 1,430 471 5,211 5,359 6,799 7,261: 1,457 996
Old : 8,255: 1,117 1,430 471 5,211 5,358 6,799 7,260: 1,456 996
Other: 1: 0 0 0 0 1 0 1: 1 0
: : :
: : Changes in Commitments from: August 17, 2021 :
: 14: -10 16 -2 333 18 321 32: -307 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 17.3 5.7 63.1 64.9 82.4 87.9: 17.6 12.1
Old : 100.0: 13.5 17.3 5.7 63.1 64.9 82.4 87.9: 17.6 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 100.0 0.0 100.0: 100.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 10 10 5 15 15 28 28:
Old : 44: 10 10 5 15 15 28 28:
Other: 1: 0 0 0 0 1 0 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 : 46.9 54.4 58.9 66.1 45.1 52.1 56.1 62.2
Old : 46.9 54.4 58.9 66.1 45.1 52.1 56.1 62.2
Other: 0.0 100.0 0.0 100.0 0.0 100.0 0.0 100.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 2,058,384: 380,770 388,319 137,912 1,382,655 1,385,290 1,901,337 1,911,521: 157,047 146,862
Old : 2,058,384: 380,770 388,319 137,912 1,382,655 1,385,290 1,901,337 1,911,521: 157,047 146,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2021 :
: 83,181: -38,650 -83 97,177 21,303 -20,559 79,830 76,535: 3,351 6,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 18.9 6.7 67.2 67.3 92.4 92.9: 7.6 7.1
Old : 100.0: 18.5 18.9 6.7 67.2 67.3 92.4 92.9: 7.6 7.1
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 : 309: 56 40 39 157 155 226 222:
Old : 309: 56 40 39 157 155 226 222:
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 : 18.0 28.7 27.0 39.3 14.6 23.3 21.2 32.3
Old : 18.0 28.7 27.0 39.3 14.6 23.3 21.2 32.3
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 24, 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 : 4,975,839: 915,374 722,633 508,432 3,145,595 3,115,127 4,569,401 4,346,192: 406,437 629,646
Old : 4,975,839: 915,374 722,633 508,432 3,145,595 3,115,127 4,569,401 4,346,192: 406,437 629,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2021 :
: 72,510: -19,434 -3,755 26,705 41,667 26,509 48,938 49,458: 23,572 23,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 14.5 10.2 63.2 62.6 91.8 87.3: 8.2 12.7
Old : 100.0: 18.4 14.5 10.2 63.2 62.6 91.8 87.3: 8.2 12.7
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 : 471: 70 101 90 239 250 361 389:
Old : 471: 70 101 90 239 250 361 389:
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 17.2 25.9 23.0 11.3 10.0 18.1 13.8
Old : 17.5 17.2 25.9 23.0 11.3 10.0 18.1 13.8
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 24, 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 : 1,674,889: 219,188 137,276 180,248 1,137,478 1,066,460 1,536,914 1,383,984: 137,975 290,905
Old : 1,674,889: 219,188 137,276 180,248 1,137,478 1,066,460 1,536,914 1,383,984: 137,975 290,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2021 :
: 174,025: 1,498 9,369 137,678 28,922 21,081 168,098 168,128: 5,927 5,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 8.2 10.8 67.9 63.7 91.8 82.6: 8.2 17.4
Old : 100.0: 13.1 8.2 10.8 67.9 63.7 91.8 82.6: 8.2 17.4
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 : 162: 16 27 21 86 98 114 134:
Old : 162: 16 27 21 86 98 114 134:
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 : 25.0 23.9 38.9 32.9 21.7 19.1 33.2 25.6
Old : 25.0 23.9 38.9 32.9 21.7 19.1 33.2 25.6
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 24, 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 : 3,857,483: 472,460 369,921 322,874 2,730,802 2,695,743 3,526,135 3,388,537: 331,348 468,946
Old : 3,857,483: 472,460 369,921 322,874 2,730,802 2,695,743 3,526,135 3,388,537: 331,348 468,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2021 :
: 86,310: 34,383 -61,691 56,591 -19,165 69,386 71,810 64,287: 14,500 22,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 9.6 8.4 70.8 69.9 91.4 87.8: 8.6 12.2
Old : 100.0: 12.2 9.6 8.4 70.8 69.9 91.4 87.8: 8.6 12.2
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 : 330: 47 56 60 163 186 243 270:
Old : 330: 47 56 60 163 186 243 270:
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 : 31.7 18.3 40.5 28.8 23.5 16.5 30.9 23.4
Old : 31.7 18.3 40.5 28.8 23.5 16.5 30.9 23.4
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 24, 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 : 1,044,520: 62,457 132,896 170,848 788,837 704,354 1,022,142 1,008,098: 22,378 36,422
Old : 1,044,520: 62,457 132,896 170,848 788,837 704,354 1,022,142 1,008,098: 22,378 36,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2021 :
: 34,827: 6,212 -6,438 -4,829 33,615 44,701 34,998 33,434: -171 1,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 12.7 16.4 75.5 67.4 97.9 96.5: 2.1 3.5
Old : 100.0: 6.0 12.7 16.4 75.5 67.4 97.9 96.5: 2.1 3.5
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 : 94: 10 21 24 54 62 80 92:
Old : 94: 10 21 24 54 62 80 92:
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 : 30.9 28.6 49.2 43.5 19.1 12.5 26.4 18.6
Old : 30.9 28.6 49.2 43.5 19.1 12.5 26.4 18.6
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, August 24, 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 : 53,981: 21,834 22,546 506 22,627 25,369 44,968 48,421: 9,013 5,559
Old : 53,981: 21,834 22,546 506 22,627 25,369 44,968 48,421: 9,013 5,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2021 :
: -117: 720 -552 -615 -499 1,715 -394 547: 277 -664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 41.8 0.9 41.9 47.0 83.3 89.7: 16.7 10.3
Old : 100.0: 40.4 41.8 0.9 41.9 47.0 83.3 89.7: 16.7 10.3
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 : 111: 39 19 12 32 31 73 60:
Old : 111: 39 19 12 32 31 73 60:
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 : 37.1 44.7 49.5 62.3 36.7 44.7 48.9 62.3
Old : 37.1 44.7 49.5 62.3 36.7 44.7 48.9 62.3
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 24, 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 : 107,961: 43,669 45,092 1,012 45,254 50,738 89,935 96,843: 18,026 11,119
Old : 107,961: 43,669 45,092 1,012 45,254 50,738 89,935 96,843: 18,026 11,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2021 :
: -233: 1,440 -1,104 -1,230 -997 3,429 -788 1,095: 555 -1,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 41.8 0.9 41.9 47.0 83.3 89.7: 16.7 10.3
Old : 100.0: 40.4 41.8 0.9 41.9 47.0 83.3 89.7: 16.7 10.3
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 : 111: 39 19 12 32 31 73 60:
Old : 111: 39 19 12 32 31 73 60:
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 : 37.1 44.7 49.5 62.3 36.7 44.7 48.9 62.3
Old : 37.1 44.7 49.5 62.3 36.7 44.7 48.9 62.3
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 24, 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 : 40,551: 8,341 1,104 0 29,563 38,921 37,904 40,025: 2,647 526
Old : 40,551: 8,341 1,104 0 29,563 38,921 37,904 40,025: 2,647 526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2021 :
: -12: 115 219 0 -177 -125 -62 94: 50 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 2.7 0.0 72.9 96.0 93.5 98.7: 6.5 1.3
Old : 100.0: 20.6 2.7 0.0 72.9 96.0 93.5 98.7: 6.5 1.3
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 : 35: 7 2 0 19 12 26 14:
Old : 35: 7 2 0 19 12 26 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 : 49.8 79.1 66.8 93.4 47.8 79.1 64.5 92.9
Old : 49.8 79.1 66.8 93.4 47.8 79.1 64.5 92.9
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 24, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 40,491: 20,839 36,726 268 18,950 3,400 40,057 40,394: 434 97
Old : 40,491: 20,839 36,726 268 18,950 3,400 40,057 40,394: 434 97
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2021 :
: 2,446: -3,311 2,443 14 5,784 0 2,487 2,457: -41 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 90.7 0.7 46.8 8.4 98.9 99.8: 1.1 0.2
Old : 100.0: 51.5 90.7 0.7 46.8 8.4 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 : 51: 33 12 2 5 1 39 14:
Old : 51: 33 12 2 5 1 39 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 : 56.2 78.6 79.6 96.3 56.2 78.6 79.6 95.7
Old : 56.2 78.6 79.6 96.3 56.2 78.6 79.6 95.7
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 24, 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 : 134,056: 26,464 39,250 45,849 61,741 48,885 134,054 133,984: 2 72
Old : 134,056: 26,464 39,250 45,849 61,741 48,885 134,054 133,984: 2 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2021 :
: 3,535: -145 2,396 0 3,680 1,134 3,535 3,530: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 29.3 34.2 46.1 36.5 100.0 99.9: 0.0 0.1
Old : 100.0: 19.7 29.3 34.2 46.1 36.5 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 6 8 1 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 : 90.4 93.4 99.9 97.1 60.4 59.2 65.8 62.9
Old : 90.4 93.4 99.9 97.1 60.4 59.2 65.8 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 27, 2021