WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 446,666: 106,940 83,701 142,094 167,338 181,249 416,372 407,044: 30,294 39,622
Old : 389,179: 96,850 84,992 118,925 149,086 155,138 364,862 359,055: 24,318 30,124
Other: 57,487: 19,353 7,972 13,906 18,251 26,111 51,511 47,989: 5,976 9,498
: : :
: : Changes in Commitments from: August 24, 2021 :
: -52,135: -8,844 -5,294 -32,149 -8,051 -11,498 -49,044 -48,941: -3,092 -3,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 18.7 31.8 37.5 40.6 93.2 91.1: 6.8 8.9
Old : 100.0: 24.9 21.8 30.6 38.3 39.9 93.8 92.3: 6.2 7.7
Other: 100.0: 33.7 13.9 24.2 31.7 45.4 89.6 83.5: 10.4 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 122 103 139 95 120 297 296:
Old : 373: 121 105 126 89 117 276 288:
Other: 166: 33 29 31 40 80 94 127:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 12.7 25.4 21.0 13.7 10.2 21.3 15.5
Old : 16.9 13.8 27.1 22.2 14.9 12.1 23.6 18.0
Other: 28.6 23.7 42.8 36.8 23.7 17.5 33.5 25.3
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 19,563: 7,730 1,369 1,897 9,352 15,546 18,979 18,812: 584 751
Old : 19,563: 7,730 1,369 1,897 9,352 15,546 18,979 18,812: 584 751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2021 :
: -2,089: 853 70 20 -2,928 -2,278 -2,055 -2,188: -34 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 7.0 9.7 47.8 79.5 97.0 96.2: 3.0 3.8
Old : 100.0: 39.5 7.0 9.7 47.8 79.5 97.0 96.2: 3.0 3.8
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 : 27: 7 3 4 6 16 15 21:
Old : 27: 7 3 4 6 16 15 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 : 74.5 47.5 88.6 68.5 65.6 41.4 73.8 56.8
Old : 74.5 47.5 88.6 68.5 65.6 41.4 73.8 56.8
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 31, 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 : 250,744: 89,907 49,011 52,653 87,117 129,262 229,677 230,925: 21,067 19,818
Old : 234,578: 86,802 52,240 45,181 83,605 121,874 215,588 219,296: 18,990 15,282
Other: 16,166: 8,011 1,677 2,566 3,513 7,387 14,089 11,630: 2,077 4,536
: : :
: : Changes in Commitments from: August 24, 2021 :
: -8,519: 3,042 3,340 -3,455 -5,176 -6,753 -5,589 -6,869: -2,930 -1,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 19.5 21.0 34.7 51.6 91.6 92.1: 8.4 7.9
Old : 100.0: 37.0 22.3 19.3 35.6 52.0 91.9 93.5: 8.1 6.5
Other: 100.0: 49.6 10.4 15.9 21.7 45.7 87.2 71.9: 12.8 28.1
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 79 45 61 79 89 188 171:
Old : 245: 79 47 58 78 85 185 164:
Other: 111: 20 18 11 19 62 44 86:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 20.6 24.1 32.3 13.1 17.1 21.6 28.1
Old : 14.5 21.3 25.3 33.7 13.9 19.0 23.0 30.7
Other: 41.1 16.6 53.4 28.7 35.5 14.0 45.9 22.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 1,806,045: 382,963 65,285 482,303 796,315 1,032,939 1,661,581 1,580,527: 144,464 225,518
Old : 4,875: 1,290 231 0 1,661 3,417 2,951 3,648: 1,924 1,227
Other: 1,801,170: 382,452 65,834 481,523 794,654 1,029,522 1,658,630 1,576,879: 142,540 224,291
: : :
: : Changes in Commitments from: August 24, 2021 :
: -178,997: -13,011 8,225 -121,899 -36,074 -56,953 -170,984 -170,627: -8,013 -8,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 3.6 26.7 44.1 57.2 92.0 87.5: 8.0 12.5
Old : 100.0: 26.5 4.7 0.0 34.1 70.1 60.5 74.8: 39.5 25.2
Other: 100.0: 21.2 3.7 26.7 44.1 57.2 92.1 87.5: 7.9 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 852: 189 121 186 399 455 674 691:
Old : 70: 10 6 0 17 40 27 46:
Other: 852: 187 126 186 396 455 671 691:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 12.7 21.5 20.3 11.6 10.8 17.7 16.3
Old : 22.2 41.5 39.0 56.7 22.2 41.5 38.5 56.7
Other: 13.7 12.7 21.6 20.3 11.7 10.7 17.8 16.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 5,048: 1,008 167 279 1,319 3,062 2,606 3,508: 2,442 1,540
Old : 4,981: 1,008 167 279 1,268 3,057 2,555 3,503: 2,426 1,478
Other: 67: 0 0 0 51 5 51 5: 16 62
: : :
: : Changes in Commitments from: August 24, 2021 :
: -34: 10 -9 -24 60 34 46 1: -80 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 3.3 5.5 26.1 60.7 51.6 69.5: 48.4 30.5
Old : 100.0: 20.2 3.4 5.6 25.5 61.4 51.3 70.3: 48.7 29.7
Other: 100.0: 0.0 0.0 0.0 76.1 7.5 76.1 7.5: 23.9 92.5
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 9 4 3 10 8 21 13:
Old : 26: 9 4 3 10 8 21 13:
Other: 4: 0 0 0 3 1 3 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 : 22.0 54.5 35.2 63.6 21.5 52.8 33.8 59.9
Old : 22.3 55.3 35.7 64.4 21.9 53.6 34.3 60.9
Other: 76.1 7.5 76.1 7.5 76.1 7.5 76.1 7.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 853,399: 137,663 70,715 224,669 438,381 479,494 800,713 774,878: 52,686 78,521
Old : 821,994: 130,585 72,462 216,383 425,917 460,816 772,886 749,661: 49,108 72,332
Other: 31,405: 11,051 2,225 4,313 12,464 18,678 27,828 25,217: 3,578 6,188
: : :
: : Changes in Commitments from: August 24, 2021 :
: -46,285: -11,513 2,063 -26,416 -6,821 -23,579 -44,750 -47,932: -1,535 1,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 8.3 26.3 51.4 56.2 93.8 90.8: 6.2 9.2
Old : 100.0: 15.9 8.8 26.3 51.8 56.1 94.0 91.2: 6.0 8.8
Other: 100.0: 35.2 7.1 13.7 39.7 59.5 88.6 80.3: 11.4 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 586: 169 118 173 220 253 468 475:
Old : 584: 161 127 168 217 253 459 474:
Other: 225: 32 32 22 43 142 85 186:
:----------------------------------------------------------------------------------------------------
: 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 12.4 24.9 21.5 12.4 9.6 18.1 15.4
Old : 16.1 12.6 25.2 21.7 12.8 9.7 18.7 15.6
Other: 33.1 20.7 51.5 33.2 32.6 18.9 48.2 30.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 24,529: 18,264 1,210 92 5 9,949 18,361 11,251: 6,168 13,278
Old : 22,375: 16,746 1,192 92 5 8,749 16,843 10,033: 5,532 12,342
Other: 2,154: 1,518 18 0 0 1,200 1,518 1,218: 636 936
: : :
: : Changes in Commitments from: August 24, 2021 :
: -972: 216 -48 -258 1 -289 -41 -595: -931 -377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 4.9 0.4 0.0 40.6 74.9 45.9: 25.1 54.1
Old : 100.0: 74.8 5.3 0.4 0.0 39.1 75.3 44.8: 24.7 55.2
Other: 100.0: 70.5 0.8 0.0 0.0 55.7 70.5 56.5: 29.5 43.5
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 6 4 3 2 21 8 28:
Old : 31: 6 4 3 2 21 8 28:
Other: 27: 4 4 0 0 19 4 23:
:----------------------------------------------------------------------------------------------------
: 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 : 72.8 20.9 74.9 29.9 72.5 20.9 74.5 29.9
Old : 73.1 18.5 75.3 28.0 72.7 18.5 74.8 28.0
Other: 70.5 48.0 70.5 51.8 70.5 48.0 70.5 51.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 470,377: 90,058 37,797 126,737 224,974 282,017 441,769 446,551: 28,607 23,825
Old : 668: 159 7 0 333 603 492 610: 176 58
Other: 469,709: 90,059 37,950 126,577 224,641 281,414 441,277 445,941: 28,431 23,767
: : :
: : Changes in Commitments from: August 24, 2021 :
: -25,218: -5,448 2,142 -12,818 -2,986 -13,085 -21,252 -23,760: -3,967 -1,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 8.0 26.9 47.8 60.0 93.9 94.9: 6.1 5.1
Old : 100.0: 23.8 1.0 0.0 49.9 90.3 73.7 91.3: 26.3 8.7
Other: 100.0: 19.2 8.1 26.9 47.8 59.9 93.9 94.9: 6.1 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 90 60 92 115 115 259 227:
Old : 16: 2 2 0 1 11 3 13:
Other: 309: 91 59 91 115 114 258 226:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 24.5 20.6 34.0 9.7 21.1 15.1 28.4
Old : 73.7 75.6 73.7 88.2 73.7 75.6 73.7 88.2
Other: 12.9 24.4 20.6 34.0 9.7 21.2 15.1 28.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 1,334,335: 114,792 216,428 75,871 952,045 844,300 1,142,708 1,136,599: 191,627 197,736
Old : 1,334,335: 114,792 216,428 75,871 952,045 844,300 1,142,708 1,136,599: 191,627 197,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2021 :
: -100,926: -11,756 -3,986 -25,803 -46,761 -79,759 -84,320 -109,549: -16,606 8,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 16.2 5.7 71.3 63.3 85.6 85.2: 14.4 14.8
Old : 100.0: 8.6 16.2 5.7 71.3 63.3 85.6 85.2: 14.4 14.8
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 : 175: 23 31 31 100 98 138 145:
Old : 175: 23 31 31 100 98 138 145:
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 : 22.6 21.7 33.7 33.4 17.5 18.7 26.6 25.3
Old : 22.6 21.7 33.7 33.4 17.5 18.7 26.6 25.3
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 31, 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 : 1,263,623: 88,813 371,188 44,590 978,444 696,739 1,111,847 1,112,517: 151,776 151,106
Old : 1,263,623: 88,813 371,188 44,590 978,444 696,739 1,111,847 1,112,517: 151,776 151,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2021 :
: -65,529: -32,094 -3,711 -19,611 -2,111 -43,185 -53,815 -66,507: -11,713 978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 29.4 3.5 77.4 55.1 88.0 88.0: 12.0 12.0
Old : 100.0: 7.0 29.4 3.5 77.4 55.1 88.0 88.0: 12.0 12.0
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 : 156: 15 24 17 91 86 116 118:
Old : 156: 15 24 17 91 86 116 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 32.5 32.9 45.7 17.2 28.2 29.4 39.9
Old : 20.6 32.5 32.9 45.7 17.2 28.2 29.4 39.9
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 31, 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 : 384,278: 72,309 43,966 64,341 200,101 247,752 336,750 356,059: 47,528 28,219
Old : 1,573: 0 0 0 1,258 1,064 1,258 1,064: 315 509
Other: 382,705: 72,309 43,966 64,341 198,843 246,688 335,492 354,995: 47,213 27,710
: : :
: : Changes in Commitments from: August 24, 2021 :
: -20,311: 561 10,324 -13,467 -3,838 -16,113 -16,744 -19,256: -3,567 -1,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 11.4 16.7 52.1 64.5 87.6 92.7: 12.4 7.3
Old : 100.0: 0.0 0.0 0.0 80.0 67.6 80.0 67.6: 20.0 32.4
Other: 100.0: 18.9 11.5 16.8 52.0 64.5 87.7 92.8: 12.3 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 69 58 70 121 95 229 190:
Old : 19: 0 0 0 6 13 6 13:
Other: 268: 69 58 70 121 93 229 188:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 26.5 18.9 37.9 9.9 23.3 16.1 34.2
Old : 79.5 47.6 80.0 66.4 79.5 47.6 80.0 66.4
Other: 11.3 26.7 19.0 38.0 9.9 23.7 16.1 34.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 8,114: 1,056 1,811 209 5,550 4,973 6,816 6,993: 1,299 1,121
Old : 8,113: 1,056 1,811 209 5,550 4,972 6,816 6,992: 1,298 1,121
Other: 1: 0 0 0 0 1 0 1: 1 0
: : :
: : Changes in Commitments from: August 24, 2021 :
: -142: -61 380 -262 339 -386 16 -268: -158 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 22.3 2.6 68.4 61.3 84.0 86.2: 16.0 13.8
Old : 100.0: 13.0 22.3 2.6 68.4 61.3 84.0 86.2: 16.0 13.8
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: 9 12 4 14 16 26 30:
Old : 44: 9 12 4 14 16 26 30:
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 : 52.6 53.6 63.6 63.4 51.7 49.8 61.8 59.7
Old : 52.6 53.6 63.6 63.4 51.7 49.8 61.8 59.7
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 31, 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 : 1,955,096: 376,428 395,280 63,554 1,372,338 1,361,457 1,812,320 1,820,291: 142,776 134,805
Old : 1,955,096: 376,428 395,280 63,554 1,372,338 1,361,457 1,812,320 1,820,291: 142,776 134,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2021 :
: -103,288: -4,342 6,961 -74,358 -10,317 -23,833 -89,016 -91,230: -14,272 -12,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 20.2 3.3 70.2 69.6 92.7 93.1: 7.3 6.9
Old : 100.0: 19.3 20.2 3.3 70.2 69.6 92.7 93.1: 7.3 6.9
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 : 305: 50 40 31 152 157 213 217:
Old : 305: 50 40 31 152 157 213 217:
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 : 21.0 29.3 28.9 39.0 17.3 23.6 23.7 32.1
Old : 21.0 29.3 28.9 39.0 17.3 23.6 23.7 32.1
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, August 31, 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 : 4,450,750: 716,890 712,016 405,944 2,969,650 2,748,544 4,092,484 3,866,504: 358,266 584,246
Old : 4,450,750: 716,890 712,016 405,944 2,969,650 2,748,544 4,092,484 3,866,504: 358,266 584,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2021 :
: -525,088: -198,484 -10,617 -102,488 -175,945 -366,583 -476,917 -479,688: -48,171 -45,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 16.0 9.1 66.7 61.8 92.0 86.9: 8.0 13.1
Old : 100.0: 16.1 16.0 9.1 66.7 61.8 92.0 86.9: 8.0 13.1
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 : 462: 68 103 84 221 238 340 374:
Old : 462: 68 103 84 221 238 340 374:
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 18.0 26.0 23.6 10.5 10.9 17.7 14.4
Old : 17.9 18.0 26.0 23.6 10.5 10.9 17.7 14.4
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 31, 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 : 1,453,090: 225,405 123,526 3,066 1,101,694 1,032,282 1,330,165 1,158,874: 122,925 294,216
Old : 1,453,090: 225,405 123,526 3,066 1,101,694 1,032,282 1,330,165 1,158,874: 122,925 294,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2021 :
: -221,799: 6,217 -13,750 -177,182 -35,784 -34,178 -206,749 -225,110: -15,050 3,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 8.5 0.2 75.8 71.0 91.5 79.8: 8.5 20.2
Old : 100.0: 15.5 8.5 0.2 75.8 71.0 91.5 79.8: 8.5 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 14 22 12 79 99 103 123:
Old : 154: 14 22 12 79 99 103 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 23.4 41.3 32.4 26.8 21.6 40.1 28.9
Old : 27.6 23.4 41.3 32.4 26.8 21.6 40.1 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, August 31, 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 : 3,598,054: 377,315 396,450 203,828 2,723,241 2,566,033 3,304,383 3,166,311: 293,670 431,743
Old : 3,598,054: 377,315 396,450 203,828 2,723,241 2,566,033 3,304,383 3,166,311: 293,670 431,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2021 :
: -259,429: -95,145 26,530 -119,046 -7,561 -129,710 -221,752 -222,226: -37,677 -37,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 11.0 5.7 75.7 71.3 91.8 88.0: 8.2 12.0
Old : 100.0: 10.5 11.0 5.7 75.7 71.3 91.8 88.0: 8.2 12.0
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 : 329: 45 56 50 158 182 229 262:
Old : 329: 45 56 50 158 182 229 262:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 20.8 43.6 31.9 25.7 19.0 33.5 26.0
Old : 34.2 20.8 43.6 31.9 25.7 19.0 33.5 26.0
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 31, 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 : 1,065,041: 51,535 151,820 175,986 812,652 699,176 1,040,173 1,026,982: 24,868 38,059
Old : 1,065,041: 51,535 151,820 175,986 812,652 699,176 1,040,173 1,026,982: 24,868 38,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2021 :
: 20,521: -10,922 18,924 5,138 23,815 -5,178 18,031 18,884: 2,490 1,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 14.3 16.5 76.3 65.6 97.7 96.4: 2.3 3.6
Old : 100.0: 4.8 14.3 16.5 76.3 65.6 97.7 96.4: 2.3 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 : 93: 9 22 24 51 61 77 91:
Old : 93: 9 22 24 51 61 77 91:
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 26.3 49.2 41.4 19.0 12.8 26.7 19.3
Old : 31.8 26.3 49.2 41.4 19.0 12.8 26.7 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 54,775: 21,908 23,197 441 23,208 25,557 45,557 49,194: 9,218 5,581
Old : 54,775: 21,908 23,197 441 23,208 25,557 45,557 49,194: 9,218 5,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2021 :
: 794: 74 651 -65 581 187 589 773: 205 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 42.3 0.8 42.4 46.7 83.2 89.8: 16.8 10.2
Old : 100.0: 40.0 42.3 0.8 42.4 46.7 83.2 89.8: 16.8 10.2
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 : 113: 43 19 9 30 30 73 58:
Old : 113: 43 19 9 30 30 73 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 44.4 47.4 61.4 34.1 44.4 47.0 61.4
Old : 34.5 44.4 47.4 61.4 34.1 44.4 47.0 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 109,550: 43,816 46,393 882 46,415 51,113 91,114 98,388: 18,436 11,162
Old : 109,550: 43,816 46,393 882 46,415 51,113 91,114 98,388: 18,436 11,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2021 :
: 1,588: 147 1,301 -130 1,161 375 1,178 1,545: 410 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 42.3 0.8 42.4 46.7 83.2 89.8: 16.8 10.2
Old : 100.0: 40.0 42.3 0.8 42.4 46.7 83.2 89.8: 16.8 10.2
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 : 113: 43 19 9 30 30 73 58:
Old : 113: 43 19 9 30 30 73 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 44.4 47.4 61.4 34.1 44.4 47.0 61.4
Old : 34.5 44.4 47.4 61.4 34.1 44.4 47.0 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 42,197: 9,760 1,274 0 29,848 40,437 39,608 41,711: 2,589 486
Old : 42,197: 9,760 1,274 0 29,848 40,437 39,608 41,711: 2,589 486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2021 :
: 1,646: 1,419 170 0 285 1,516 1,704 1,686: -58 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 3.0 0.0 70.7 95.8 93.9 98.8: 6.1 1.2
Old : 100.0: 23.1 3.0 0.0 70.7 95.8 93.9 98.8: 6.1 1.2
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 : 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 : 43.1 74.2 63.7 93.7 41.5 73.7 62.1 93.2
Old : 43.1 74.2 63.7 93.7 41.5 73.7 62.1 93.2
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 31, 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 : 41,554: 21,702 37,614 452 18,950 3,400 41,104 41,466: 450 88
Old : 41,554: 21,702 37,614 452 18,950 3,400 41,104 41,466: 450 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2021 :
: 1,063: 863 888 184 0 0 1,047 1,072: 16 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 90.5 1.1 45.6 8.2 98.9 99.8: 1.1 0.2
Old : 100.0: 52.2 90.5 1.1 45.6 8.2 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: 32 13 3 5 1 39 15:
Old : 51: 32 13 3 5 1 39 15:
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 : 59.9 76.5 82.7 95.0 58.9 76.5 81.8 95.0
Old : 59.9 76.5 82.7 95.0 58.9 76.5 81.8 95.0
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 31, 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 : 141,839: 26,597 43,554 45,805 69,436 52,411 141,838 141,770: 1 69
Old : 141,839: 26,597 43,554 45,805 69,436 52,411 141,838 141,770: 1 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2021 :
: 7,783: 133 4,304 -44 7,695 3,526 7,784 7,786: -1 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 30.7 32.3 49.0 37.0 100.0 100.0: 0.0 0.0
Old : 100.0: 18.8 30.7 32.3 49.0 37.0 100.0 100.0: 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: 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 : 90.8 93.0 100.0 97.1 62.6 60.8 67.7 64.8
Old : 90.8 93.0 100.0 97.1 62.6 60.8 67.7 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 03, 2021