WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 02, 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 : 527,595: 97,442 88,041 205,894 184,437 187,653 487,774 481,588: 39,822 46,007
Old : 426,352: 81,463 83,553 171,640 141,106 139,638 394,208 394,831: 32,143 31,521
Other: 101,244: 26,015 14,524 24,219 43,331 48,015 93,565 86,758: 7,678 14,486
: : :
: : Changes in Commitments from: October 26, 2021 :
: 31,735: 6,837 -8,560 25,953 -5,964 12,195 26,826 29,589: 4,909 2,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 16.7 39.0 35.0 35.6 92.5 91.3: 7.5 8.7
Old : 100.0: 19.1 19.6 40.3 33.1 32.8 92.5 92.6: 7.5 7.4
Other: 100.0: 25.7 14.3 23.9 42.8 47.4 92.4 85.7: 7.6 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 392: 141 100 151 102 123 318 312:
Old : 383: 138 103 136 96 120 300 299:
Other: 191: 50 32 33 53 84 118 139:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 11.4 21.1 18.3 9.7 5.5 15.1 9.9
Old : 12.6 12.8 20.7 20.2 8.5 7.1 13.7 12.2
Other: 21.9 17.9 37.7 28.1 20.9 12.9 32.7 21.0
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 02, 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 : 14,901: 7,616 0 769 5,991 13,619 14,376 14,388: 525 513
Old : 8,511: 1,955 53 540 5,591 7,705 8,086 8,298: 425 213
Other: 6,390: 5,714 0 176 400 5,914 6,290 6,090: 100 300
: : :
: : Changes in Commitments from: October 26, 2021 :
: 602: 1,072 0 -668 -2 1,223 402 555: 199 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 0.0 5.2 40.2 91.4 96.5 96.6: 3.5 3.4
Old : 100.0: 23.0 0.6 6.3 65.7 90.5 95.0 97.5: 5.0 2.5
Other: 100.0: 89.4 0.0 2.8 6.3 92.6 98.4 95.3: 1.6 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 7 0 1 4 16 11 17:
Old : 22: 5 1 1 4 15 10 16:
Other: 13: 3 0 1 2 10 5 11:
:----------------------------------------------------------------------------------------------------
: 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 : 81.6 49.2 92.1 71.4 68.8 46.3 76.8 63.7
Old : 75.4 57.3 91.1 76.1 70.0 55.2 80.6 71.7
Other: 96.9 68.9 98.4 90.7 89.4 64.2 89.4 86.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 02, 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 : 265,646: 92,886 41,609 65,912 82,646 134,876 241,445 242,398: 24,202 23,248
Old : 222,615: 86,530 44,684 49,206 65,660 113,461 201,396 207,350: 21,219 15,265
Other: 43,031: 13,464 4,033 9,599 16,986 21,416 40,048 35,048: 2,983 7,984
: : :
: : Changes in Commitments from: October 26, 2021 :
: 1,511: 25 -5,450 3,290 -1,776 3,042 1,539 882: -28 629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 15.7 24.8 31.1 50.8 90.9 91.2: 9.1 8.8
Old : 100.0: 38.9 20.1 22.1 29.5 51.0 90.5 93.1: 9.5 6.9
Other: 100.0: 31.3 9.4 22.3 39.5 49.8 93.1 81.4: 6.9 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 98 38 77 78 94 208 184:
Old : 251: 92 44 64 75 89 196 169:
Other: 144: 29 24 20 35 68 75 104:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 18.8 22.7 30.5 12.2 16.4 19.6 26.4
Old : 14.7 18.8 25.4 31.5 14.0 18.3 21.8 29.5
Other: 26.8 21.6 45.7 34.2 23.6 14.7 39.2 23.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 02, 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 : 1,988,278: 459,095 64,275 548,237 798,554 1,137,373 1,805,886 1,749,884: 182,392 238,393
Old : 1,799,992: 419,018 86,367 487,675 737,226 1,024,310 1,643,920 1,598,352: 156,072 201,640
Other: 188,286: 75,956 13,787 24,682 61,328 113,063 161,966 151,532: 26,320 36,753
: : :
: : Changes in Commitments from: October 26, 2021 :
: 107,459: 76,701 -225 39,029 -11,759 60,189 103,971 98,993: 3,488 8,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 3.2 27.6 40.2 57.2 90.8 88.0: 9.2 12.0
Old : 100.0: 23.3 4.8 27.1 41.0 56.9 91.3 88.8: 8.7 11.2
Other: 100.0: 40.3 7.3 13.1 32.6 60.0 86.0 80.5: 14.0 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 837: 209 116 203 388 440 688 680:
Old : 831: 205 121 201 379 433 675 672:
Other: 474: 59 56 38 135 305 209 384:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 11.8 19.2 19.5 10.2 9.7 15.5 15.6
Old : 12.4 11.9 20.4 20.0 11.2 10.0 16.7 15.3
Other: 23.9 11.6 35.4 20.8 23.6 11.5 34.1 19.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 02, 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 : 6,022: 745 95 589 1,823 2,745 3,157 3,429: 2,865 2,593
Old : 5,570: 741 113 569 1,769 2,734 3,080 3,417: 2,490 2,153
Other: 452: 22 0 1 54 11 77 12: 375 440
: : :
: : Changes in Commitments from: October 26, 2021 :
: 8: -4 -22 -35 -115 -46 -154 -102: 162 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 1.6 9.8 30.3 45.6 52.4 56.9: 47.6 43.1
Old : 100.0: 13.3 2.0 10.2 31.8 49.1 55.3 61.3: 44.7 38.7
Other: 100.0: 4.8 0.0 0.2 11.9 2.4 16.9 2.7: 83.1 97.3
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 9 1 3 11 9 21 13:
Old : 24: 8 3 3 11 9 21 13:
Other: 7: 2 0 1 3 3 5 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 : 24.9 35.9 37.4 49.5 21.8 32.6 29.6 39.7
Old : 26.8 38.8 39.8 53.4 23.5 35.3 31.2 42.9
Other: 15.9 2.7 16.9 2.7 15.0 1.3 15.6 1.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 02, 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 : 728,618: 134,530 68,152 159,529 383,238 408,472 677,297 636,153: 51,321 92,465
Old : 646,896: 117,783 70,383 134,527 349,418 368,786 601,727 573,696: 45,169 73,200
Other: 81,722: 24,769 5,791 16,981 33,820 39,685 75,570 62,457: 6,152 19,265
: : :
: : Changes in Commitments from: October 26, 2021 :
: -34,000: 10,081 -6,808 -15,078 -20,221 -9,219 -25,218 -31,105: -8,783 -2,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 9.4 21.9 52.6 56.1 93.0 87.3: 7.0 12.7
Old : 100.0: 18.2 10.9 20.8 54.0 57.0 93.0 88.7: 7.0 11.3
Other: 100.0: 30.3 7.1 20.8 41.4 48.6 92.5 76.4: 7.5 23.6
: : :
:# Traders : Number of Traders in Each Category :
All : 558: 141 119 162 199 248 425 461:
Old : 554: 139 122 153 194 242 412 450:
Other: 279: 45 38 31 59 167 118 227:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 10.5 23.2 18.9 12.5 9.2 19.7 15.4
Old : 15.3 10.7 24.8 19.1 13.8 9.5 21.3 15.8
Other: 24.7 15.8 36.9 25.4 23.2 12.0 33.5 18.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 02, 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 : 488,744: 112,829 30,686 113,119 226,653 322,156 452,601 465,961: 36,143 22,783
Old : 459,776: 113,440 33,071 100,930 211,416 304,770 425,785 438,771: 33,990 21,005
Other: 28,968: 6,465 4,690 5,114 15,237 17,386 26,815 27,190: 2,153 1,778
: : :
: : Changes in Commitments from: October 26, 2021 :
: 10,495: -122 973 4,868 3,923 4,142 8,668 9,983: 1,827 513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 6.3 23.1 46.4 65.9 92.6 95.3: 7.4 4.7
Old : 100.0: 24.7 7.2 22.0 46.0 66.3 92.6 95.4: 7.4 4.6
Other: 100.0: 22.3 16.2 17.7 52.6 60.0 92.6 93.9: 7.4 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 106 51 91 105 111 257 218:
Old : 302: 109 50 89 105 107 254 214:
Other: 68: 14 14 14 30 24 55 43:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 27.3 19.6 36.9 10.1 25.2 15.6 33.5
Old : 12.1 27.1 19.4 36.6 9.8 25.2 15.6 33.4
Other: 38.3 45.6 57.5 69.5 36.6 36.0 48.8 52.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 02, 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 : 1,331,839: 117,068 148,248 98,467 938,705 887,060 1,154,240 1,133,775: 177,599 198,064
Old : 1,331,839: 117,068 148,248 98,467 938,705 887,060 1,154,240 1,133,775: 177,599 198,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2021 :
: 28,770: 18,501 -18,882 20,633 -16,259 24,149 22,875 25,901: 5,895 2,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 11.1 7.4 70.5 66.6 86.7 85.1: 13.3 14.9
Old : 100.0: 8.8 11.1 7.4 70.5 66.6 86.7 85.1: 13.3 14.9
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 : 200: 33 33 45 104 116 160 171:
Old : 200: 33 33 45 104 116 160 171:
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 : 22.0 24.6 33.6 35.0 15.5 16.8 24.9 23.0
Old : 22.0 24.6 33.6 35.0 15.5 16.8 24.9 23.0
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, November 02, 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 : 1,213,243: 47,132 339,740 10,073 1,001,164 717,916 1,058,370 1,067,729: 154,873 145,514
Old : 1,213,243: 47,132 339,740 10,073 1,001,164 717,916 1,058,370 1,067,729: 154,873 145,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2021 :
: -4,919: 3,070 -35,535 -3,330 -6,046 36,028 -6,306 -2,837: 1,387 -2,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 28.0 0.8 82.5 59.2 87.2 88.0: 12.8 12.0
Old : 100.0: 3.9 28.0 0.8 82.5 59.2 87.2 88.0: 12.8 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 : 143: 14 18 14 89 83 111 107:
Old : 143: 14 18 14 89 83 111 107:
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 33.1 35.9 49.6 19.1 31.3 31.3 45.4
Old : 22.3 33.1 35.9 49.6 19.1 31.3 31.3 45.4
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, November 02, 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 : 492,363: 80,956 64,672 122,016 228,664 273,085 431,636 459,773: 60,727 32,590
Old : 468,347: 84,216 66,224 111,092 214,979 260,329 410,287 437,646: 58,060 30,701
Other: 24,016: 4,204 5,912 3,460 13,685 12,755 21,349 22,127: 2,667 1,889
: : :
: : Changes in Commitments from: October 26, 2021 :
: 7,822: 6,790 -1,671 4,771 -3,232 4,314 8,330 7,414: -507 408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 13.1 24.8 46.4 55.5 87.7 93.4: 12.3 6.6
Old : 100.0: 18.0 14.1 23.7 45.9 55.6 87.6 93.4: 12.4 6.6
Other: 100.0: 17.5 24.6 14.4 57.0 53.1 88.9 92.1: 11.1 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 85 71 97 122 108 265 228:
Old : 306: 89 72 92 122 108 261 227:
Other: 92: 14 19 18 47 20 76 45:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 21.6 18.3 31.8 8.8 18.7 14.6 27.5
Old : 11.0 22.3 18.4 32.7 8.9 19.9 14.7 29.3
Other: 32.2 34.2 48.0 51.7 31.2 32.0 43.9 48.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 02, 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 : 9,064: 1,266 2,949 773 5,609 4,157 7,648 7,879: 1,416 1,185
Old : 9,057: 1,267 2,949 772 5,609 4,151 7,648 7,872: 1,409 1,185
Other: 7: 0 1 0 0 6 0 7: 7 0
: : :
: : Changes in Commitments from: October 26, 2021 :
: 570: -341 1,119 331 558 -1,071 548 378: 22 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 32.5 8.5 61.9 45.9 84.4 86.9: 15.6 13.1
Old : 100.0: 14.0 32.6 8.5 61.9 45.8 84.4 86.9: 15.6 13.1
Other: 100.0: 0.0 14.3 0.0 0.0 85.7 0.0 100.0: 100.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 15 20 9 16 14 34 40:
Old : 58: 15 20 9 16 14 34 40:
Other: 4: 0 1 0 0 3 0 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 : 45.9 37.5 56.7 51.9 43.4 34.4 52.9 46.3
Old : 45.9 37.5 56.8 51.9 43.4 34.4 53.0 46.3
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, November 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 2,062,513: 324,792 390,612 81,332 1,527,746 1,408,984 1,933,870 1,880,928: 128,643 181,585
Old : 2,062,513: 324,792 390,612 81,332 1,527,746 1,408,984 1,933,870 1,880,928: 128,643 181,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2021 :
: 27,048: -1,146 -50,906 12,121 26,725 66,379 37,699 27,595: -10,652 -547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 18.9 3.9 74.1 68.3 93.8 91.2: 6.2 8.8
Old : 100.0: 15.7 18.9 3.9 74.1 68.3 93.8 91.2: 6.2 8.8
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 : 317: 38 56 27 154 164 202 237:
Old : 317: 38 56 27 154 164 202 237:
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 : 18.8 27.2 29.3 36.5 15.5 20.7 23.1 28.8
Old : 18.8 27.2 29.3 36.5 15.5 20.7 23.1 28.8
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, November 02, 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 : 4,605,946: 489,301 732,443 434,579 3,370,064 2,775,229 4,293,944 3,942,251: 312,003 663,695
Old : 4,605,946: 489,301 732,443 434,579 3,370,064 2,775,229 4,293,944 3,942,251: 312,003 663,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2021 :
: 20,686: -165,616 -23,657 47,811 136,556 -17,578 18,751 6,576: 1,935 14,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 15.9 9.4 73.2 60.3 93.2 85.6: 6.8 14.4
Old : 100.0: 10.6 15.9 9.4 73.2 60.3 93.2 85.6: 6.8 14.4
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 : 452: 49 100 89 231 247 340 376:
Old : 452: 49 100 89 231 247 340 376:
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 : 18.3 16.8 26.9 22.5 11.0 9.2 18.3 13.6
Old : 18.3 16.8 26.9 22.5 11.0 9.2 18.3 13.6
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, November 02, 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 : 1,579,463: 325,104 171,621 10,218 1,136,251 1,113,057 1,471,573 1,294,896: 107,890 284,567
Old : 1,579,463: 325,104 171,621 10,218 1,136,251 1,113,057 1,471,573 1,294,896: 107,890 284,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2021 :
: 42,602: 18,442 21,713 3,374 19,838 16,276 41,654 41,363: 948 1,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 10.9 0.6 71.9 70.5 93.2 82.0: 6.8 18.0
Old : 100.0: 20.6 10.9 0.6 71.9 70.5 93.2 82.0: 6.8 18.0
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 : 163: 15 25 15 84 102 110 131:
Old : 163: 15 25 15 84 102 110 131:
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 : 28.4 21.5 41.3 30.2 28.1 19.8 41.1 26.8
Old : 28.4 21.5 41.3 30.2 28.1 19.8 41.1 26.8
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, November 02, 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 : 3,875,918: 303,138 633,894 314,042 2,988,305 2,423,034 3,605,486 3,370,971: 270,433 504,948
Old : 3,875,918: 303,138 633,894 314,042 2,988,305 2,423,034 3,605,486 3,370,971: 270,433 504,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2021 :
: 23,329: -37,723 -23,694 -1,038 53,749 49,779 14,987 25,047: 8,342 -1,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 16.4 8.1 77.1 62.5 93.0 87.0: 7.0 13.0
Old : 100.0: 7.8 16.4 8.1 77.1 62.5 93.0 87.0: 7.0 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 : 349: 39 78 58 160 189 233 291:
Old : 349: 39 78 58 160 189 233 291:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 15.0 45.3 23.5 29.7 12.7 36.7 19.1
Old : 37.9 15.0 45.3 23.5 29.7 12.7 36.7 19.1
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, November 02, 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 : 1,160,971: 50,587 113,055 149,429 937,379 863,145 1,137,395 1,125,629: 23,576 35,342
Old : 1,160,971: 50,587 113,055 149,429 937,379 863,145 1,137,395 1,125,629: 23,576 35,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2021 :
: -132,122: -21,988 -4,111 -36,938 -78,827 -98,651 -137,753 -139,700: 5,631 7,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 9.7 12.9 80.7 74.3 98.0 97.0: 2.0 3.0
Old : 100.0: 4.4 9.7 12.9 80.7 74.3 98.0 97.0: 2.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 9 20 23 60 66 86 95:
Old : 103: 9 20 23 60 66 86 95:
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 24.5 44.6 40.2 19.5 11.8 28.5 19.0
Old : 27.8 24.5 44.6 40.2 19.5 11.8 28.5 19.0
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, November 02, 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 : 57,310: 23,002 20,389 1,012 24,106 28,577 48,121 49,978: 9,189 7,332
Old : 57,310: 23,002 20,389 1,012 24,106 28,577 48,121 49,978: 9,189 7,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2021 :
: 2,430: 2,198 449 -85 -94 1,776 2,018 2,139: 412 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 35.6 1.8 42.1 49.9 84.0 87.2: 16.0 12.8
Old : 100.0: 40.1 35.6 1.8 42.1 49.9 84.0 87.2: 16.0 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 : 112: 38 22 10 36 29 78 57:
Old : 112: 38 22 10 36 29 78 57:
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 : 32.2 44.1 43.5 63.7 32.1 43.0 43.2 62.6
Old : 32.2 44.1 43.5 63.7 32.1 43.0 43.2 62.6
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, November 02, 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 : 114,620: 46,004 40,778 2,025 48,213 57,153 96,242 99,956: 18,379 14,664
Old : 114,620: 46,004 40,778 2,025 48,213 57,153 96,242 99,956: 18,379 14,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2021 :
: 4,860: 4,395 898 -171 -188 3,551 4,036 4,278: 824 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 35.6 1.8 42.1 49.9 84.0 87.2: 16.0 12.8
Old : 100.0: 40.1 35.6 1.8 42.1 49.9 84.0 87.2: 16.0 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 : 112: 38 22 10 36 29 78 57:
Old : 112: 38 22 10 36 29 78 57:
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 : 32.2 44.1 43.5 63.7 32.1 43.0 43.2 62.6
Old : 32.2 44.1 43.5 63.7 32.1 43.0 43.2 62.6
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, November 02, 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 : 41,895: 10,300 431 0 28,796 41,203 39,096 41,634: 2,799 261
Old : 41,895: 10,300 431 0 28,796 41,203 39,096 41,634: 2,799 261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2021 :
: -981: 497 -611 0 -1,643 -274 -1,146 -885: 165 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 1.0 0.0 68.7 98.3 93.3 99.4: 6.7 0.6
Old : 100.0: 24.6 1.0 0.0 68.7 98.3 93.3 99.4: 6.7 0.6
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 : 37: 9 1 0 18 14 27 15:
Old : 37: 9 1 0 18 14 27 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 : 39.2 70.4 59.0 94.7 38.5 68.2 57.4 89.7
Old : 39.2 70.4 59.0 94.7 38.5 68.2 57.4 89.7
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, November 02, 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 : 38,727: 20,704 34,850 1,771 15,506 2,016 37,981 38,637: 746 90
Old : 38,727: 20,704 34,850 1,771 15,506 2,016 37,981 38,637: 746 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2021 :
: -833: 182 -846 -19 -1,069 0 -906 -865: 73 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 90.0 4.6 40.0 5.2 98.1 99.8: 1.9 0.2
Old : 100.0: 53.5 90.0 4.6 40.0 5.2 98.1 99.8: 1.9 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: 31 12 4 7 1 41 14:
Old : 51: 31 12 4 7 1 41 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 84.8 77.0 96.5 49.8 84.8 77.0 93.1
Old : 49.8 84.8 77.0 96.5 49.8 84.8 77.0 93.1
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, November 02, 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 : 185,505: 30,896 45,077 77,891 76,702 62,479 185,489 185,447: 16 58
Old : 185,505: 30,896 45,077 77,891 76,702 62,479 185,489 185,447: 16 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2021 :
: 8,477: 1,717 -1,255 7,328 -572 2,405 8,473 8,478: 4 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 24.3 42.0 41.3 33.7 100.0 100.0: 0.0 0.0
Old : 100.0: 16.7 24.3 42.0 41.3 33.7 100.0 100.0: 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 : 29: 5 8 1 3 13 9 21:
Old : 29: 5 8 1 3 13 9 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.4 94.1 99.9 97.3 52.4 52.1 58.0 55.4
Old : 90.4 94.1 99.9 97.3 52.4 52.1 58.0 55.4
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, November 02, 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 : 2,800: 1,585 480 170 1,015 2,085 2,770 2,735: 30 65
Old : 2,800: 1,585 480 170 1,015 2,085 2,770 2,735: 30 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2021 :
: -135: -315 30 30 245 -240 -40 -180: -95 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 17.1 6.1 36.3 74.5 98.9 97.7: 1.1 2.3
Old : 100.0: 56.6 17.1 6.1 36.3 74.5 98.9 97.7: 1.1 2.3
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 : 26: 11 5 2 8 5 19 12:
Old : 26: 11 5 2 8 5 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 73.4 74.1 91.8 50.4 70.2 64.6 82.0
Old : 53.6 73.4 74.1 91.8 50.4 70.2 64.6 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 05, 2021