WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 487,060: 83,615 101,671 174,033 195,153 168,082 452,801 443,785: 34,259 43,275
Old : 405,672: 70,924 100,347 145,912 161,030 129,219 377,867 375,479: 27,805 30,193
Other: 81,388: 24,174 12,805 16,638 34,123 38,863 74,934 68,306: 6,454 13,082
: : :
: : Changes in Commitments from: October 12, 2021 :
: 16,330: -108 6,598 10,488 5,917 -2,113 16,297 14,973: 33 1,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 20.9 35.7 40.1 34.5 93.0 91.1: 7.0 8.9
Old : 100.0: 17.5 24.7 36.0 39.7 31.9 93.1 92.6: 6.9 7.4
Other: 100.0: 29.7 15.7 20.4 41.9 47.7 92.1 83.9: 7.9 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 369: 120 105 139 100 114 303 289:
Old : 362: 121 104 129 95 109 289 277:
Other: 184: 42 36 29 51 83 111 136:
:----------------------------------------------------------------------------------------------------
: 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 10.2 22.4 16.3 12.0 5.7 17.9 10.2
Old : 13.5 11.5 22.9 18.4 11.6 7.7 17.9 12.9
Other: 23.7 18.4 39.9 29.5 21.5 14.6 33.6 22.7
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 13,766: 5,285 438 1,254 6,848 11,244 13,387 12,936: 379 830
Old : 8,996: 1,582 780 587 6,448 7,099 8,617 8,466: 379 530
Other: 4,770: 4,270 225 100 400 4,145 4,770 4,470: 0 300
: : :
: : Changes in Commitments from: October 12, 2021 :
: 1,547: 3,578 186 -1,004 -875 1,744 1,699 926: -152 621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 3.2 9.1 49.7 81.7 97.2 94.0: 2.8 6.0
Old : 100.0: 17.6 8.7 6.5 71.7 78.9 95.8 94.1: 4.2 5.9
Other: 100.0: 89.5 4.7 2.1 8.4 86.9 100.0 93.7: 0.0 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 7 1 2 5 15 13 17:
Old : 22: 5 2 1 5 13 11 15:
Other: 11: 3 1 1 1 7 5 8:
:----------------------------------------------------------------------------------------------------
: 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 : 77.0 48.2 88.7 74.0 62.1 42.1 70.7 58.2
Old : 77.7 59.8 90.6 78.1 71.2 57.2 81.8 70.9
Other: 97.9 76.0 100.0 93.7 89.5 67.6 89.5 83.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 262,312: 87,712 47,069 61,853 89,106 130,933 238,671 239,855: 23,641 22,458
Old : 229,060: 84,933 51,422 47,303 75,337 115,100 207,573 213,824: 21,488 15,237
Other: 33,252: 12,008 4,877 5,321 13,769 15,833 31,098 26,031: 2,154 7,221
: : :
: : Changes in Commitments from: October 12, 2021 :
: 1,818: -1,259 426 433 1,898 485 1,072 1,344: 747 475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 17.9 23.6 34.0 49.9 91.0 91.4: 9.0 8.6
Old : 100.0: 37.1 22.4 20.7 32.9 50.2 90.6 93.3: 9.4 6.7
Other: 100.0: 36.1 14.7 16.0 41.4 47.6 93.5 78.3: 6.5 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 90 49 81 82 89 208 188:
Old : 254: 89 52 72 79 84 198 179:
Other: 140: 27 29 15 30 67 63 105:
:----------------------------------------------------------------------------------------------------
: 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 18.7 22.4 30.6 11.8 15.0 18.7 25.4
Old : 15.0 19.5 24.6 32.3 13.3 17.4 20.2 28.9
Other: 30.3 21.3 50.3 31.9 26.7 15.2 43.9 24.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 1,830,900: 364,662 78,676 485,987 808,589 1,036,819 1,659,239 1,601,483: 171,661 229,417
Old : 1,672,462: 327,585 97,432 441,773 753,432 935,892 1,522,790 1,475,097: 149,671 197,365
Other: 158,438: 64,965 9,132 16,326 55,158 100,928 136,448 126,386: 21,990 32,052
: : :
: : Changes in Commitments from: October 12, 2021 :
: 462: -14,403 -10,128 11,470 4,014 1,922 1,081 3,265: -620 -2,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 4.3 26.5 44.2 56.6 90.6 87.5: 9.4 12.5
Old : 100.0: 19.6 5.8 26.4 45.0 56.0 91.1 88.2: 8.9 11.8
Other: 100.0: 41.0 5.8 10.3 34.8 63.7 86.1 79.8: 13.9 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 826: 193 113 202 401 435 685 670:
Old : 819: 188 119 198 393 428 671 661:
Other: 452: 56 47 30 124 303 193 368:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 13.6 19.7 20.5 11.1 11.6 17.0 17.0
Old : 12.9 13.4 20.7 20.3 11.9 11.4 18.0 16.3
Other: 26.1 18.0 37.8 27.9 26.1 17.6 36.8 26.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 5,692: 763 121 499 1,885 2,651 3,148 3,271: 2,545 2,421
Old : 5,349: 761 155 465 1,791 2,628 3,017 3,248: 2,332 2,101
Other: 343: 36 0 0 94 23 130 23: 213 320
: : :
: : Changes in Commitments from: October 12, 2021 :
: -4: -35 2 20 152 -86 137 -65: -141 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 2.1 8.8 33.1 46.6 55.3 57.5: 44.7 42.5
Old : 100.0: 14.2 2.9 8.7 33.5 49.1 56.4 60.7: 43.6 39.3
Other: 100.0: 10.6 0.0 0.0 27.4 6.7 38.0 6.7: 62.0 93.3
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 8 4 4 12 9 23 14:
Old : 26: 8 4 4 12 9 23 14:
Other: 7: 2 0 0 3 3 5 3:
:----------------------------------------------------------------------------------------------------
: 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 : 24.0 36.8 37.2 49.2 24.0 32.1 33.5 40.5
Old : 24.0 38.9 37.9 52.0 24.0 34.0 34.1 42.9
Other: 37.3 6.7 38.0 6.7 35.8 5.2 36.5 5.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 963,784: 121,024 84,550 268,014 516,100 514,503 905,138 867,067: 58,645 96,717
Old : 898,258: 106,888 86,166 249,059 488,652 482,307 844,599 817,532: 53,659 80,726
Other: 65,526: 21,069 5,316 12,022 27,449 32,197 60,539 49,535: 4,986 15,991
: : :
: : Changes in Commitments from: October 12, 2021 :
: -14,363: 2,140 4,816 -20,430 3,051 2,944 -15,238 -12,669: 875 -1,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 8.8 27.8 53.5 53.4 93.9 90.0: 6.1 10.0
Old : 100.0: 11.9 9.6 27.7 54.4 53.7 94.0 91.0: 6.0 9.0
Other: 100.0: 32.2 8.1 18.3 41.9 49.1 92.4 75.6: 7.6 24.4
: : :
:# Traders : Number of Traders in Each Category :
All : 589: 139 142 186 246 257 492 493:
Old : 584: 138 143 176 243 253 481 483:
Other: 279: 37 47 28 62 163 114 226:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 10.5 25.5 18.5 13.3 8.3 18.8 12.9
Old : 17.9 10.2 26.3 18.3 13.8 8.4 19.3 13.1
Other: 27.8 17.8 40.3 26.8 26.1 13.8 37.9 20.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 481,777: 109,519 26,644 115,722 223,944 317,775 449,185 460,141: 32,592 21,636
Old : 457,860: 109,619 30,148 105,194 212,188 302,343 427,001 437,685: 30,859 20,175
Other: 23,917: 5,187 1,783 5,241 11,756 15,431 22,184 22,456: 1,733 1,461
: : :
: : Changes in Commitments from: October 12, 2021 :
: 20,820: 8,223 -2,738 5,064 5,939 17,658 19,226 19,983: 1,594 837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 5.5 24.0 46.5 66.0 93.2 95.5: 6.8 4.5
Old : 100.0: 23.9 6.6 23.0 46.3 66.0 93.3 95.6: 6.7 4.4
Other: 100.0: 21.7 7.5 21.9 49.2 64.5 92.8 93.9: 7.2 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 111 47 95 107 117 265 228:
Old : 312: 112 48 94 107 114 263 225:
Other: 63: 13 12 16 26 23 52 41:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 26.9 18.8 37.0 9.9 25.1 15.2 33.2
Old : 11.9 26.6 18.3 36.8 9.4 25.2 15.1 33.5
Other: 40.8 44.6 60.6 64.0 37.5 33.3 47.6 43.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 1,368,501: 106,772 177,026 107,398 979,361 881,544 1,193,530 1,165,968: 174,971 202,533
Old : 1,368,501: 106,772 177,026 107,398 979,361 881,544 1,193,530 1,165,968: 174,971 202,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: -30,432: 2,339 -11,201 -8,111 -17,674 -11,564 -23,446 -30,876: -6,986 444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 12.9 7.8 71.6 64.4 87.2 85.2: 12.8 14.8
Old : 100.0: 7.8 12.9 7.8 71.6 64.4 87.2 85.2: 12.8 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 : 206: 27 42 46 111 119 166 179:
Old : 206: 27 42 46 111 119 166 179:
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 20.9 34.0 30.7 16.2 15.6 25.8 21.1
Old : 22.1 20.9 34.0 30.7 16.2 15.6 25.8 21.1
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 19, 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 : 1,216,825: 60,842 372,625 13,181 989,726 675,939 1,063,749 1,061,745: 153,076 155,079
Old : 1,216,825: 60,842 372,625 13,181 989,726 675,939 1,063,749 1,061,745: 153,076 155,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: -375: 5,942 4,304 1,483 -9,092 -5,468 -1,667 318: 1,292 -693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 30.6 1.1 81.3 55.5 87.4 87.3: 12.6 12.7
Old : 100.0: 5.0 30.6 1.1 81.3 55.5 87.4 87.3: 12.6 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 : 143: 13 23 15 88 78 109 108:
Old : 143: 13 23 15 88 78 109 108:
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 : 22.3 32.7 35.4 47.0 19.3 31.1 31.2 43.4
Old : 22.3 32.7 35.4 47.0 19.3 31.1 31.2 43.4
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, October 19, 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 : 490,823: 68,661 77,789 122,054 240,851 258,278 431,566 458,122: 59,256 32,701
Old : 467,758: 71,474 80,542 110,564 228,817 245,783 410,855 436,889: 56,903 30,869
Other: 23,065: 4,395 4,456 4,282 12,035 12,495 20,711 21,233: 2,354 1,832
: : :
: : Changes in Commitments from: October 12, 2021 :
: 19,917: 3,404 -8,061 5,871 7,702 21,953 16,977 19,763: 2,940 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 15.8 24.9 49.1 52.6 87.9 93.3: 12.1 6.7
Old : 100.0: 15.3 17.2 23.6 48.9 52.5 87.8 93.4: 12.2 6.6
Other: 100.0: 19.1 19.3 18.6 52.2 54.2 89.8 92.1: 10.2 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 80 74 91 125 106 261 226:
Old : 307: 82 76 87 125 106 257 225:
Other: 90: 15 18 17 45 21 72 46:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 20.4 17.3 29.8 8.5 17.6 13.9 25.9
Old : 10.2 20.8 17.4 30.2 8.6 18.5 14.3 26.9
Other: 32.1 31.7 50.6 50.6 28.6 30.2 38.5 47.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 9,046: 2,155 1,455 344 4,903 6,348 7,402 8,146: 1,644 899
Old : 9,043: 2,155 1,455 344 4,903 6,346 7,402 8,144: 1,641 898
Other: 3: 0 0 0 0 2 0 2: 3 1
: : :
: : Changes in Commitments from: October 12, 2021 :
: -156: 64 35 -65 -240 34 -241 4: 84 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 16.1 3.8 54.2 70.2 81.8 90.1: 18.2 9.9
Old : 100.0: 23.8 16.1 3.8 54.2 70.2 81.9 90.1: 18.1 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 66.7 0.0 66.7: 100.0 33.3
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 12 10 6 14 20 32 33:
Old : 50: 12 10 6 14 20 32 33:
Other: 2: 0 0 0 0 2 0 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 49.4 59.3 62.8 47.8 48.2 57.6 61.7
Old : 47.9 49.4 59.3 62.8 47.9 48.2 57.6 61.7
Other: 0.0 66.7 0.0 66.7 0.0 66.7 0.0 66.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 1,999,747: 351,821 484,421 48,706 1,467,951 1,297,350 1,868,478 1,830,477: 131,269 169,269
Old : 1,999,747: 351,821 484,421 48,706 1,467,951 1,297,350 1,868,478 1,830,477: 131,269 169,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 149,747: 21,333 114,141 -17,363 144,703 32,480 148,673 129,258: 1,074 20,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 24.2 2.4 73.4 64.9 93.4 91.5: 6.6 8.5
Old : 100.0: 17.6 24.2 2.4 73.4 64.9 93.4 91.5: 6.6 8.5
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 : 305: 45 43 31 153 160 208 224:
Old : 305: 45 43 31 153 160 208 224:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 28.0 27.6 38.2 16.7 22.9 22.9 31.5
Old : 19.7 28.0 27.6 38.2 16.7 22.9 22.9 31.5
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 19, 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 : 4,939,461: 730,057 720,814 532,623 3,357,427 3,035,429 4,620,107 4,288,866: 319,354 650,595
Old : 4,939,461: 730,057 720,814 532,623 3,357,427 3,035,429 4,620,107 4,288,866: 319,354 650,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 104,288: -152,871 24,060 57,883 202,029 21,783 107,041 103,726: -2,753 563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 14.6 10.8 68.0 61.5 93.5 86.8: 6.5 13.2
Old : 100.0: 14.8 14.6 10.8 68.0 61.5 93.5 86.8: 6.5 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 : 463: 59 97 91 232 248 349 378:
Old : 463: 59 97 91 232 248 349 378:
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 : 18.6 16.9 27.3 23.4 12.5 10.3 20.0 14.7
Old : 18.6 16.9 27.3 23.4 12.5 10.3 20.0 14.7
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 19, 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 : 1,526,764: 301,286 161,727 6,128 1,110,821 1,078,672 1,418,235 1,246,527: 108,529 280,237
Old : 1,526,764: 301,286 161,727 6,128 1,110,821 1,078,672 1,418,235 1,246,527: 108,529 280,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 48,525: 39,130 -6,324 -3,504 11,336 65,502 46,962 55,674: 1,563 -7,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 10.6 0.4 72.8 70.7 92.9 81.6: 7.1 18.4
Old : 100.0: 19.7 10.6 0.4 72.8 70.7 92.9 81.6: 7.1 18.4
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 : 164: 17 22 11 84 104 109 129:
Old : 164: 17 22 11 84 104 109 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 22.7 41.1 30.5 27.5 21.3 40.8 28.0
Old : 27.7 22.7 41.1 30.5 27.5 21.3 40.8 28.0
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 19, 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 : 4,022,379: 347,542 620,583 416,631 2,997,062 2,464,170 3,761,235 3,501,384: 261,144 520,995
Old : 4,022,379: 347,542 620,583 416,631 2,997,062 2,464,170 3,761,235 3,501,384: 261,144 520,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 93,828: -11,858 -66,681 109,184 1,740 32,445 99,066 74,948: -5,237 18,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 15.4 10.4 74.5 61.3 93.5 87.0: 6.5 13.0
Old : 100.0: 8.6 15.4 10.4 74.5 61.3 93.5 87.0: 6.5 13.0
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 : 352: 48 68 57 165 187 242 283:
Old : 352: 48 68 57 165 187 242 283:
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 : 34.0 15.7 41.7 24.4 26.5 13.6 33.4 20.5
Old : 34.0 15.7 41.7 24.4 26.5 13.6 33.4 20.5
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 19, 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 : 1,217,775: 73,882 128,366 179,658 945,177 879,674 1,198,717 1,187,698: 19,058 30,077
Old : 1,217,775: 73,882 128,366 179,658 945,177 879,674 1,198,717 1,187,698: 19,058 30,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 27,563: 5,821 -8,780 -2,899 26,537 41,033 29,459 29,354: -1,896 -1,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 10.5 14.8 77.6 72.2 98.4 97.5: 1.6 2.5
Old : 100.0: 6.1 10.5 14.8 77.6 72.2 98.4 97.5: 1.6 2.5
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 : 107: 10 19 25 61 70 88 101:
Old : 107: 10 19 25 61 70 88 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 24.6 47.4 40.1 20.5 12.8 30.1 21.2
Old : 28.9 24.6 47.4 40.1 20.5 12.8 30.1 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 53,250: 20,068 18,237 1,293 23,083 27,177 44,444 46,707: 8,806 6,543
Old : 53,250: 20,068 18,237 1,293 23,083 27,177 44,444 46,707: 8,806 6,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 2,016: 3,988 4 231 -1,694 819 2,525 1,055: -509 961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 34.2 2.4 43.3 51.0 83.5 87.7: 16.5 12.3
Old : 100.0: 37.7 34.2 2.4 43.3 51.0 83.5 87.7: 16.5 12.3
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 : 105: 38 15 10 37 27 79 48:
Old : 105: 38 15 10 37 27 79 48:
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 : 33.1 46.8 43.8 66.5 32.9 45.5 43.6 65.2
Old : 33.1 46.8 43.8 66.5 32.9 45.5 43.6 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 106,500: 40,137 36,474 2,585 46,167 54,355 88,888 93,414: 17,611 13,086
Old : 106,500: 40,137 36,474 2,585 46,167 54,355 88,888 93,414: 17,611 13,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 4,032: 7,975 8 463 -3,389 1,638 5,049 2,109: -1,018 1,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 34.2 2.4 43.3 51.0 83.5 87.7: 16.5 12.3
Old : 100.0: 37.7 34.2 2.4 43.3 51.0 83.5 87.7: 16.5 12.3
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 : 105: 38 15 10 37 27 79 48:
Old : 105: 38 15 10 37 27 79 48:
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 : 33.1 46.8 43.8 66.5 32.9 45.5 43.6 65.2
Old : 33.1 46.8 43.8 66.5 32.9 45.5 43.6 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 42,864: 8,760 649 0 31,144 41,739 39,904 42,388: 2,960 476
Old : 42,864: 8,760 649 0 31,144 41,739 39,904 42,388: 2,960 476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: -310: -265 218 0 -316 -660 -581 -442: 271 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 1.5 0.0 72.7 97.4 93.1 98.9: 6.9 1.1
Old : 100.0: 20.4 1.5 0.0 72.7 97.4 93.1 98.9: 6.9 1.1
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 : 36: 8 2 0 18 13 26 15:
Old : 36: 8 2 0 18 13 26 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 : 39.1 67.6 58.8 94.3 38.2 65.4 57.7 89.4
Old : 39.1 67.6 58.8 94.3 38.2 65.4 57.7 89.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 41,799: 21,506 38,033 1,692 18,008 2,016 41,206 41,741: 593 58
Old : 41,799: 21,506 38,033 1,692 18,008 2,016 41,206 41,741: 593 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 438: 328 738 -261 399 0 466 477: -28 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 91.0 4.0 43.1 4.8 98.6 99.9: 1.4 0.1
Old : 100.0: 51.5 91.0 4.0 43.1 4.8 98.6 99.9: 1.4 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 : 54: 34 14 2 5 1 40 16:
Old : 54: 34 14 2 5 1 40 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 82.8 75.2 95.1 55.0 82.8 75.2 93.0
Old : 55.0 82.8 75.2 95.1 55.0 82.8 75.2 93.0
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, October 19, 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 : 173,254: 29,773 46,807 66,076 77,405 60,307 173,254 173,190: 0 64
Old : 173,254: 29,773 46,807 66,076 77,405 60,307 173,254 173,190: 0 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 2,552: -2 -536 2,396 170 668 2,564 2,528: -12 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 27.0 38.1 44.7 34.8 100.0 100.0: 0.0 0.0
Old : 100.0: 17.2 27.0 38.1 44.7 34.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 6 9 1 4 13 11 22:
Old : 31: 6 9 1 4 13 11 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 : 90.4 94.2 99.3 97.4 55.9 56.0 61.8 59.3
Old : 90.4 94.2 99.3 97.4 55.9 56.0 61.8 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 2,570: 1,570 420 140 735 1,990 2,445 2,550: 125 20
Old : 2,570: 1,570 420 140 735 1,990 2,445 2,550: 125 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 16.3 5.4 28.6 77.4 95.1 99.2: 4.9 0.8
Old : 100.0: 61.1 16.3 5.4 28.6 77.4 95.1 99.2: 4.9 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 : 20: 5 5 4 7 5 14 13:
Old : 20: 5 5 4 7 5 14 13:
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 : 66.0 79.8 84.6 92.0 63.4 78.6 81.5 90.3
Old : 66.0 79.8 84.6 92.0 63.4 78.6 81.5 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 22, 2021