WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 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 : 459,518: 86,828 83,653 157,142 182,591 175,281 426,560 416,075: 32,958 43,443
Old : 385,472: 74,505 85,650 126,601 157,477 142,042 358,584 354,293: 26,889 31,179
Other: 74,046: 24,382 10,062 18,481 25,114 33,239 67,977 61,782: 6,069 12,264
: : :
: : Changes in Commitments from: September 28, 2021 :
: 29,427: 9,404 -251 18,279 1,606 7,899 29,289 25,926: 139 3,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 18.2 34.2 39.7 38.1 92.8 90.5: 7.2 9.5
Old : 100.0: 19.3 22.2 32.8 40.9 36.8 93.0 91.9: 7.0 8.1
Other: 100.0: 32.9 13.6 25.0 33.9 44.9 91.8 83.4: 8.2 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 120 97 135 94 116 291 284:
Old : 356: 117 102 124 88 115 273 277:
Other: 172: 46 24 29 49 78 106 125:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 9.8 24.0 16.5 13.3 5.6 19.9 10.6
Old : 16.1 10.5 25.6 17.6 14.9 7.7 21.9 13.6
Other: 23.0 20.9 37.4 32.7 17.9 14.9 28.2 22.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 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 : 12,033: 1,910 2,447 1,208 8,536 7,906 11,654 11,561: 379 472
Old : 11,133: 1,612 2,949 706 8,436 7,106 10,754 10,761: 379 372
Other: 900: 800 0 0 100 800 900 800: 0 100
: : :
: : Changes in Commitments from: September 28, 2021 :
: -3,290: -1,316 -523 500 -2,071 -3,043 -2,887 -3,066: -403 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 20.3 10.0 70.9 65.7 96.8 96.1: 3.2 3.9
Old : 100.0: 14.5 26.5 6.3 75.8 63.8 96.6 96.7: 3.4 3.3
Other: 100.0: 88.9 0.0 0.0 11.1 88.9 100.0 88.9: 0.0 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 1 3 6 12 13 15:
Old : 21: 5 2 2 6 11 12 14:
Other: 6: 2 0 0 1 4 3 4:
:----------------------------------------------------------------------------------------------------
: 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 : 67.8 67.5 84.6 81.7 57.3 61.8 67.9 72.0
Old : 70.8 70.2 86.3 83.8 64.6 69.9 76.0 80.5
Other: 100.0 88.9 100.0 88.9 88.9 77.8 88.9 77.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 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 : 256,057: 90,097 45,958 59,615 83,974 129,132 233,686 234,705: 22,371 21,352
Old : 228,718: 86,630 51,672 45,454 76,264 116,544 208,348 213,671: 20,370 15,048
Other: 27,339: 12,989 3,808 4,639 7,710 12,588 25,338 21,034: 2,001 6,305
: : :
: : Changes in Commitments from: September 28, 2021 :
: 11,531: 3,175 -1,498 8,807 -2,617 4,392 9,365 11,701: 2,166 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 17.9 23.3 32.8 50.4 91.3 91.7: 8.7 8.3
Old : 100.0: 37.9 22.6 19.9 33.3 51.0 91.1 93.4: 8.9 6.6
Other: 100.0: 47.5 13.9 17.0 28.2 46.0 92.7 76.9: 7.3 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 95 42 74 83 92 202 187:
Old : 255: 89 49 66 82 86 195 177:
Other: 130: 27 22 14 25 68 57 99:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 18.9 22.0 31.0 11.8 15.3 18.5 25.7
Old : 14.2 19.6 23.8 32.3 12.8 17.6 20.0 29.6
Other: 35.5 18.6 51.0 30.2 29.1 12.9 41.7 23.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 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 : 1,826,338: 387,483 76,457 485,081 784,573 1,036,739 1,657,138 1,598,278: 169,201 228,060
Old : 1,683,952: 349,514 94,784 445,610 737,638 943,905 1,532,762 1,484,299: 151,190 199,652
Other: 142,387: 63,152 6,855 14,289 46,935 92,834 124,376 113,979: 18,011 28,408
: : :
: : Changes in Commitments from: September 28, 2021 :
: 1,566: 19,537 5,903 -4,634 -21,557 -1,302 -6,654 -32: 8,219 1,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 4.2 26.6 43.0 56.8 90.7 87.5: 9.3 12.5
Old : 100.0: 20.8 5.6 26.5 43.8 56.1 91.0 88.1: 9.0 11.9
Other: 100.0: 44.4 4.8 10.0 33.0 65.2 87.4 80.0: 12.6 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 841: 203 106 199 402 441 689 681:
Old : 834: 196 113 197 395 435 677 674:
Other: 438: 54 44 31 115 291 180 355:
:----------------------------------------------------------------------------------------------------
: 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 13.3 20.0 20.2 10.8 11.2 16.6 16.7
Old : 12.8 13.1 20.6 20.0 11.5 10.9 17.5 15.9
Other: 29.0 20.2 41.3 30.9 28.5 19.9 40.1 30.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 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 : 5,305: 940 112 261 1,586 2,761 2,787 3,134: 2,519 2,172
Old : 5,118: 938 112 261 1,528 2,756 2,727 3,129: 2,391 1,989
Other: 188: 2 0 0 58 5 60 5: 128 183
: : :
: : Changes in Commitments from: September 28, 2021 :
: 253: -72 -89 -5 185 137 108 43: 146 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 2.1 4.9 29.9 52.0 52.5 59.1: 47.5 40.9
Old : 100.0: 18.3 2.2 5.1 29.9 53.9 53.3 61.1: 46.7 38.9
Other: 100.0: 0.9 0.0 0.0 30.9 2.7 31.8 2.7: 68.2 97.3
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 9 3 3 10 8 21 12:
Old : 25: 9 3 3 10 8 21 12:
Other: 5: 1 0 0 3 1 4 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 : 22.8 45.3 35.0 55.0 22.3 41.4 32.3 47.5
Old : 23.6 47.0 36.3 57.0 23.1 43.0 32.9 49.6
Other: 31.8 2.7 31.8 2.7 31.8 2.7 31.8 2.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 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 : 908,200: 121,962 71,807 265,692 464,431 480,597 852,086 818,097: 56,114 90,103
Old : 856,667: 113,168 75,841 247,993 444,150 453,823 805,310 777,658: 51,356 79,009
Other: 51,533: 18,805 5,976 7,689 20,282 26,774 46,776 40,439: 4,757 11,094
: : :
: : Changes in Commitments from: September 28, 2021 :
: 36,858: -1,534 5,122 28,804 10,353 -4,626 37,623 29,300: -765 7,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 7.9 29.3 51.1 52.9 93.8 90.1: 6.2 9.9
Old : 100.0: 13.2 8.9 28.9 51.8 53.0 94.0 90.8: 6.0 9.2
Other: 100.0: 36.5 11.6 14.9 39.4 52.0 90.8 78.5: 9.2 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 600: 144 146 197 237 257 492 503:
Old : 597: 142 150 189 234 252 483 494:
Other: 267: 38 44 24 54 157 105 213:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 10.8 24.5 19.3 12.5 8.7 18.2 14.4
Old : 16.3 10.9 25.0 19.2 12.9 8.6 18.8 14.3
Other: 25.9 18.3 41.1 29.5 25.5 16.4 39.6 26.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 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 : 448,531: 102,502 25,177 109,553 206,206 293,262 418,261 427,992: 30,271 20,540
Old : 425,525: 101,579 28,128 100,247 194,826 277,989 396,653 406,364: 28,872 19,161
Other: 23,006: 4,420 546 5,809 11,380 15,273 21,608 21,627: 1,398 1,379
: : :
: : Changes in Commitments from: September 28, 2021 :
: 10,339: 18,750 -9,121 1,470 -11,875 19,972 8,345 12,321: 1,994 -1,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 5.6 24.4 46.0 65.4 93.3 95.4: 6.7 4.6
Old : 100.0: 23.9 6.6 23.6 45.8 65.3 93.2 95.5: 6.8 4.5
Other: 100.0: 19.2 2.4 25.2 49.5 66.4 93.9 94.0: 6.1 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 102 49 94 107 116 256 224:
Old : 303: 101 51 93 106 114 253 222:
Other: 58: 13 9 14 25 24 47 39:
:----------------------------------------------------------------------------------------------------
: 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 28.4 19.9 37.8 10.6 26.0 16.3 33.8
Old : 12.9 28.0 19.6 37.8 10.2 26.2 16.2 34.1
Other: 43.7 39.6 64.2 58.7 39.8 29.7 46.7 41.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 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 : 1,393,633: 98,689 210,675 104,606 1,004,945 880,576 1,208,240 1,195,857: 185,393 197,777
Old : 1,393,633: 98,689 210,675 104,606 1,004,945 880,576 1,208,240 1,195,857: 185,393 197,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: 4,646: -11,844 -17,807 9,257 27,783 12,166 25,196 3,616: -20,550 1,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 15.1 7.5 72.1 63.2 86.7 85.8: 13.3 14.2
Old : 100.0: 7.1 15.1 7.5 72.1 63.2 86.7 85.8: 13.3 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 26 37 41 101 112 147 170:
Old : 194: 26 37 41 101 112 147 170:
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 : 22.5 22.0 33.9 32.8 17.3 18.1 26.9 25.3
Old : 22.5 22.0 33.9 32.8 17.3 18.1 26.9 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, October 05, 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 : 1,222,858: 55,695 369,329 11,545 1,008,698 684,530 1,075,939 1,065,404: 146,919 157,454
Old : 1,222,858: 55,695 369,329 11,545 1,008,698 684,530 1,075,939 1,065,404: 146,919 157,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: -22,012: -12,868 973 637 -470 -29,952 -12,701 -28,342: -9,312 6,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 30.2 0.9 82.5 56.0 88.0 87.1: 12.0 12.9
Old : 100.0: 4.6 30.2 0.9 82.5 56.0 88.0 87.1: 12.0 12.9
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 : 157: 13 26 15 94 88 115 121:
Old : 157: 13 26 15 94 88 115 121:
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 : 22.1 31.9 35.0 45.9 19.1 30.3 31.0 41.9
Old : 22.1 31.9 35.0 45.9 19.1 30.3 31.0 41.9
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, October 05, 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 : 444,953: 64,897 77,794 107,283 220,314 230,187 392,495 415,264: 52,458 29,689
Old : 428,805: 64,269 80,272 101,169 212,467 218,746 377,906 400,187: 50,900 28,618
Other: 16,148: 3,514 408 3,228 7,847 11,441 14,589 15,077: 1,559 1,071
: : :
: : Changes in Commitments from: September 28, 2021 :
: 47,757: -4,166 13,827 22,594 25,249 10,602 43,677 47,023: 4,081 734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 17.5 24.1 49.5 51.7 88.2 93.3: 11.8 6.7
Old : 100.0: 15.0 18.7 23.6 49.5 51.0 88.1 93.3: 11.9 6.7
Other: 100.0: 21.8 2.5 20.0 48.6 70.9 90.3 93.4: 9.7 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 82 69 86 126 103 259 220:
Old : 305: 78 77 83 126 101 255 218:
Other: 77: 18 9 15 35 20 62 38:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 21.1 17.2 31.0 8.4 18.6 14.0 27.5
Old : 9.9 20.9 17.4 31.0 8.6 18.9 14.2 27.9
Other: 30.3 36.6 49.3 58.6 28.2 36.3 39.2 57.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 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 : 9,419: 2,063 1,347 378 5,478 6,517 7,919 8,242: 1,500 1,177
Old : 9,418: 2,063 1,347 378 5,478 6,516 7,919 8,241: 1,499 1,177
Other: 1: 0 0 0 0 1 0 1: 1 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: -32: -181 -66 -43 332 -70 108 -180: -140 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 14.3 4.0 58.2 69.2 84.1 87.5: 15.9 12.5
Old : 100.0: 21.9 14.3 4.0 58.2 69.2 84.1 87.5: 15.9 12.5
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 : 46: 11 9 5 14 20 30 31:
Old : 46: 11 9 5 14 20 30 31:
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 : 49.1 52.8 61.4 64.2 47.4 47.2 56.6 58.3
Old : 49.1 52.8 61.4 64.2 47.4 47.2 56.6 58.3
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, October 05, 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 : 1,776,513: 311,587 353,371 50,165 1,277,782 1,225,649 1,639,534 1,629,185: 136,979 147,329
Old : 1,776,513: 311,587 353,371 50,165 1,277,782 1,225,649 1,639,534 1,629,185: 136,979 147,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: -73,565: -20,457 -40,732 -9,031 -38,226 -28,967 -67,714 -78,730: -5,851 5,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 19.9 2.8 71.9 69.0 92.3 91.7: 7.7 8.3
Old : 100.0: 17.5 19.9 2.8 71.9 69.0 92.3 91.7: 7.7 8.3
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 : 301: 43 40 25 151 157 202 214:
Old : 301: 43 40 25 151 157 202 214:
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 32.4 27.3 42.1 15.3 25.5 22.0 33.8
Old : 18.4 32.4 27.3 42.1 15.3 25.5 22.0 33.8
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, October 05, 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 : 4,737,593: 855,203 686,975 430,995 3,138,565 2,965,363 4,424,763 4,083,332: 312,830 654,261
Old : 4,737,593: 855,203 686,975 430,995 3,138,565 2,965,363 4,424,763 4,083,332: 312,830 654,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: -17,902: -15,869 19,493 -28,889 62,264 -21,977 17,506 -31,373: -35,408 13,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 14.5 9.1 66.2 62.6 93.4 86.2: 6.6 13.8
Old : 100.0: 18.1 14.5 9.1 66.2 62.6 93.4 86.2: 6.6 13.8
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 : 449: 59 94 89 226 246 339 375:
Old : 449: 59 94 89 226 246 339 375:
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 17.5 27.6 24.7 12.4 11.1 20.7 16.2
Old : 18.4 17.5 27.6 24.7 12.4 11.1 20.7 16.2
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, October 05, 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 : 1,450,958: 248,258 167,379 5,591 1,087,022 992,322 1,340,871 1,165,292: 110,087 285,666
Old : 1,450,958: 248,258 167,379 5,591 1,087,022 992,322 1,340,871 1,165,292: 110,087 285,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: 1,771: 15,600 10,568 389 6,967 -9,680 22,956 1,277: -21,185 494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 11.5 0.4 74.9 68.4 92.4 80.3: 7.6 19.7
Old : 100.0: 17.1 11.5 0.4 74.9 68.4 92.4 80.3: 7.6 19.7
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 : 159: 15 25 12 78 100 102 128:
Old : 159: 15 25 12 78 100 102 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 22.4 43.1 30.3 28.8 20.6 42.5 27.7
Old : 29.0 22.4 43.1 30.3 28.8 20.6 42.5 27.7
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, October 05, 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 : 3,825,555: 359,472 668,506 263,046 2,947,602 2,399,135 3,570,120 3,330,687: 255,435 494,868
Old : 3,825,555: 359,472 668,506 263,046 2,947,602 2,399,135 3,570,120 3,330,687: 255,435 494,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: -113,419: -70,338 -65,158 -14,190 8,946 -66,942 -75,582 -146,290: -37,837 32,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 17.5 6.9 77.1 62.7 93.3 87.1: 6.7 12.9
Old : 100.0: 9.4 17.5 6.9 77.1 62.7 93.3 87.1: 6.7 12.9
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 : 341: 45 66 52 158 186 226 281:
Old : 341: 45 66 52 158 186 226 281:
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 : 34.6 18.1 43.2 26.7 26.8 16.4 34.2 23.3
Old : 34.6 18.1 43.2 26.7 26.8 16.4 34.2 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 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 : 1,112,644: 59,841 138,189 171,730 856,937 766,959 1,088,508 1,076,878: 24,136 35,766
Old : 1,112,644: 59,841 138,189 171,730 856,937 766,959 1,088,508 1,076,878: 24,136 35,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: -62,237: 2,615 -6,018 -9,786 -60,429 -51,345 -67,600 -67,149: 5,363 4,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 12.4 15.4 77.0 68.9 97.8 96.8: 2.2 3.2
Old : 100.0: 5.4 12.4 15.4 77.0 68.9 97.8 96.8: 2.2 3.2
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 : 96: 5 23 23 55 64 79 93:
Old : 96: 5 23 23 55 64 79 93:
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 : 27.8 24.4 46.2 39.9 20.8 13.1 31.6 20.7
Old : 27.8 24.4 46.2 39.9 20.8 13.1 31.6 20.7
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, October 05, 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 : 48,308: 14,635 17,733 981 23,888 23,395 39,504 42,109: 8,804 6,199
Old : 48,308: 14,635 17,733 981 23,888 23,395 39,504 42,109: 8,804 6,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: -1,112: -196 -950 73 -1,074 -578 -1,197 -1,455: 85 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 36.7 2.0 49.4 48.4 81.8 87.2: 18.2 12.8
Old : 100.0: 30.3 36.7 2.0 49.4 48.4 81.8 87.2: 18.2 12.8
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 : 100: 37 13 6 38 23 75 42:
Old : 100: 37 13 6 38 23 75 42:
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 : 33.0 49.9 42.7 66.9 31.7 48.8 40.7 65.7
Old : 33.0 49.9 42.7 66.9 31.7 48.8 40.7 65.7
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, October 05, 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 : 96,616: 29,269 35,465 1,963 47,776 46,790 79,008 84,217: 17,608 12,399
Old : 96,616: 29,269 35,465 1,963 47,776 46,790 79,008 84,217: 17,608 12,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: -2,224: -391 -1,899 146 -2,148 -1,156 -2,393 -2,909: 170 685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 36.7 2.0 49.4 48.4 81.8 87.2: 18.2 12.8
Old : 100.0: 30.3 36.7 2.0 49.4 48.4 81.8 87.2: 18.2 12.8
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 : 100: 37 13 6 38 23 75 42:
Old : 100: 37 13 6 38 23 75 42:
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 : 33.0 49.9 42.7 66.9 31.7 48.8 40.7 65.7
Old : 33.0 49.9 42.7 66.9 31.7 48.8 40.7 65.7
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, October 05, 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 : 43,550: 9,348 842 0 31,284 42,369 40,632 43,211: 2,918 339
Old : 43,550: 9,348 842 0 31,284 42,369 40,632 43,211: 2,918 339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: 2,105: 93 411 0 2,050 1,855 2,143 2,266: -38 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 1.9 0.0 71.8 97.3 93.3 99.2: 6.7 0.8
Old : 100.0: 21.5 1.9 0.0 71.8 97.3 93.3 99.2: 6.7 0.8
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 : 38: 9 2 0 19 13 28 15:
Old : 38: 9 2 0 19 13 28 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 : 39.5 67.2 59.3 94.2 38.6 64.9 56.5 89.9
Old : 39.5 67.2 59.3 94.2 38.6 64.9 56.5 89.9
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, October 05, 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 : 37,737: 20,938 33,612 2,014 14,249 2,016 37,201 37,642: 536 95
Old : 37,737: 20,938 33,612 2,014 14,249 2,016 37,201 37,642: 536 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: 4,938: 2,188 5,244 -342 3,056 0 4,902 4,902: 36 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 89.1 5.3 37.8 5.3 98.6 99.7: 1.4 0.3
Old : 100.0: 55.5 89.1 5.3 37.8 5.3 98.6 99.7: 1.4 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 : 47: 28 13 3 5 1 36 14:
Old : 47: 28 13 3 5 1 36 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 : 51.9 83.5 73.4 96.6 51.9 82.3 73.4 91.8
Old : 51.9 83.5 73.4 96.6 51.9 82.3 73.4 91.8
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, October 05, 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 : 163,370: 28,696 48,064 58,639 76,035 56,615 163,370 163,318: 0 52
Old : 163,370: 28,696 48,064 58,639 76,035 56,615 163,370 163,318: 0 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: 2,609: -1,332 -667 3,360 581 -68 2,609 2,625: 0 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 29.4 35.9 46.5 34.7 100.0 100.0: 0.0 0.0
Old : 100.0: 17.6 29.4 35.9 46.5 34.7 100.0 100.0: 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: 5 8 1 4 14 10 22:
Old : 30: 5 8 1 4 14 10 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 : 90.7 93.7 99.4 97.3 58.4 57.9 64.1 61.4
Old : 90.7 93.7 99.4 97.3 58.4 57.9 64.1 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 08, 2021