WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 444,789: 92,527 91,739 156,822 162,323 156,534 411,671 405,094: 33,118 39,694
Old : 286,751: 74,866 83,309 89,584 98,651 91,990 263,101 264,883: 23,650 21,868
Other: 158,038: 40,399 31,168 44,500 63,672 64,544 148,570 140,212: 9,468 17,827
: : :
: : Changes in Commitments from: December 14, 2021 :
: 564: -4,605 -2,949 2,516 5,329 2,870 3,240 2,437: -2,676 -1,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 20.6 35.3 36.5 35.2 92.6 91.1: 7.4 8.9
Old : 100.0: 26.1 29.1 31.2 34.4 32.1 91.8 92.4: 8.2 7.6
Other: 100.0: 25.6 19.7 28.2 40.3 40.8 94.0 88.7: 6.0 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 120 100 146 94 115 292 293:
Old : 344: 112 101 117 84 105 253 267:
Other: 229: 69 45 54 57 92 152 173:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 12.5 22.8 20.3 11.8 7.2 18.3 12.3
Old : 16.6 16.8 26.6 26.6 12.1 11.0 19.1 17.1
Other: 18.1 17.4 32.2 28.5 16.0 13.8 27.0 21.9
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 18,552: 7,961 3,071 1,680 8,516 13,397 18,157 18,148: 395 404
Old : 7,686: 1,051 525 1,225 5,260 5,832 7,536 7,582: 150 104
Other: 10,866: 7,064 2,700 301 3,256 7,565 10,621 10,566: 245 300
: : :
: : Changes in Commitments from: December 14, 2021 :
: 693: 317 300 -125 352 414 544 589: 149 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 16.6 9.1 45.9 72.2 97.9 97.8: 2.1 2.2
Old : 100.0: 13.7 6.8 15.9 68.4 75.9 98.0 98.6: 2.0 1.4
Other: 100.0: 65.0 24.8 2.8 30.0 69.6 97.7 97.2: 2.3 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 2 4 7 15 15 19:
Old : 21: 6 1 2 6 10 12 13:
Other: 18: 3 2 2 4 13 8 16:
:----------------------------------------------------------------------------------------------------
: 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 : 86.5 47.0 94.0 69.3 65.9 43.3 72.9 61.1
Old : 80.1 68.1 93.4 90.0 68.3 61.0 78.8 78.5
Other: 93.1 64.0 97.7 82.4 76.4 54.3 76.4 68.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 247,544: 82,084 33,510 60,140 79,970 131,657 222,194 225,307: 25,349 22,237
Old : 174,422: 68,691 31,034 33,575 52,294 97,343 154,560 161,952: 19,862 12,470
Other: 73,122: 25,733 14,816 14,225 27,676 34,314 67,634 63,354: 5,488 9,768
: : :
: : Changes in Commitments from: December 14, 2021 :
: 8,159: -2,822 -6,221 6,218 3,565 6,924 6,961 6,921: 1,197 1,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 13.5 24.3 32.3 53.2 89.8 91.0: 10.2 9.0
Old : 100.0: 39.4 17.8 19.2 30.0 55.8 88.6 92.9: 11.4 7.1
Other: 100.0: 35.2 20.3 19.5 37.8 46.9 92.5 86.6: 7.5 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 88 46 73 80 93 205 181:
Old : 245: 86 43 57 73 87 181 166:
Other: 170: 39 33 24 48 76 101 119:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 19.7 24.5 31.4 13.5 16.3 20.7 26.7
Old : 16.6 21.1 27.0 33.1 15.7 20.1 23.2 30.4
Other: 23.6 32.4 38.6 42.3 19.4 23.2 33.4 31.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 1,801,189: 497,737 64,818 387,198 738,039 1,138,073 1,622,974 1,590,089: 178,215 211,100
Old : 1,532,703: 465,465 112,219 280,793 646,867 978,263 1,393,125 1,371,275: 139,578 161,427
Other: 268,486: 104,837 25,164 33,840 91,172 159,810 229,849 218,814: 38,637 49,672
: : :
: : Changes in Commitments from: December 14, 2021 :
: 44,157: 18,604 470 19,883 1,133 20,951 39,620 41,304: 4,538 2,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 3.6 21.5 41.0 63.2 90.1 88.3: 9.9 11.7
Old : 100.0: 30.4 7.3 18.3 42.2 63.8 90.9 89.5: 9.1 10.5
Other: 100.0: 39.0 9.4 12.6 34.0 59.5 85.6 81.5: 14.4 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 838: 215 106 172 357 447 651 657:
Old : 818: 205 110 157 336 427 617 626:
Other: 543: 72 65 44 153 349 246 438:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 12.4 18.8 20.0 10.6 11.6 17.9 18.4
Old : 12.8 13.1 21.4 21.0 12.3 12.0 20.6 19.1
Other: 25.1 11.7 35.0 19.7 24.9 11.2 34.1 18.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 4,634: 852 167 37 1,604 1,506 2,493 1,710: 2,141 2,924
Old : 3,902: 849 173 30 1,408 1,466 2,287 1,669: 1,615 2,232
Other: 733: 9 0 1 196 40 206 41: 526 692
: : :
: : Changes in Commitments from: December 14, 2021 :
: -321: -3 0 -92 82 -207 -13 -299: -308 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 3.6 0.8 34.6 32.5 53.8 36.9: 46.2 63.1
Old : 100.0: 21.8 4.4 0.8 36.1 37.6 58.6 42.8: 41.4 57.2
Other: 100.0: 1.3 0.0 0.1 26.8 5.5 28.2 5.6: 71.8 94.4
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 2 1 11 5 19 8:
Old : 22: 7 3 1 10 4 18 7:
Other: 7: 1 0 1 5 4 6 5:
:----------------------------------------------------------------------------------------------------
: 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 : 26.4 32.9 38.1 36.9 26.4 30.3 38.0 33.4
Old : 31.4 38.2 44.9 42.8 31.4 37.8 44.9 41.6
Other: 26.9 5.5 28.2 5.6 25.8 4.1 26.7 4.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 789,405: 146,271 45,093 198,408 385,107 454,666 729,785 698,167: 59,619 91,238
Old : 649,454: 122,480 53,592 148,424 328,251 384,158 599,154 586,173: 50,300 63,281
Other: 139,951: 39,422 7,133 34,352 56,856 70,508 130,631 111,994: 9,320 27,957
: : :
: : Changes in Commitments from: December 14, 2021 :
: 22,220: 28,002 -12,742 10,615 -19,821 27,539 18,796 25,412: 3,423 -3,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 5.7 25.1 48.8 57.6 92.4 88.4: 7.6 11.6
Old : 100.0: 18.9 8.3 22.9 50.5 59.2 92.3 90.3: 7.7 9.7
Other: 100.0: 28.2 5.1 24.5 40.6 50.4 93.3 80.0: 6.7 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 548: 171 98 181 206 235 462 442:
Old : 543: 161 108 167 196 227 440 427:
Other: 296: 60 40 39 73 166 149 231:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 11.3 21.2 20.9 10.2 10.3 16.9 18.1
Old : 13.5 12.3 23.2 22.0 12.2 11.2 20.5 19.0
Other: 20.4 17.0 34.9 29.1 16.6 13.5 27.1 20.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 456,215: 81,374 54,844 102,146 242,220 269,153 425,740 426,142: 30,474 30,072
Old : 399,176: 77,896 57,616 85,039 208,509 229,717 371,443 372,371: 27,733 26,805
Other: 57,038: 12,613 6,362 7,973 33,711 39,436 54,297 53,771: 2,741 3,267
: : :
: : Changes in Commitments from: December 14, 2021 :
: 4,780: -2,275 1,802 6,384 825 -5,352 4,933 2,833: -153 1,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 12.0 22.4 53.1 59.0 93.3 93.4: 6.7 6.6
Old : 100.0: 19.5 14.4 21.3 52.2 57.5 93.1 93.3: 6.9 6.7
Other: 100.0: 22.1 11.2 14.0 59.1 69.1 95.2 94.3: 4.8 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 91 66 97 109 111 253 232:
Old : 301: 97 66 94 108 109 250 229:
Other: 105: 17 28 19 44 31 76 65:
:----------------------------------------------------------------------------------------------------
: 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 22.4 19.2 31.3 10.1 18.7 15.9 26.1
Old : 11.8 20.9 19.4 29.4 9.9 17.2 16.2 24.4
Other: 33.1 39.4 51.1 58.9 32.1 37.5 48.7 51.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 1,392,350: 156,076 174,749 96,395 943,743 946,018 1,196,213 1,217,162: 196,137 175,188
Old : 1,392,350: 156,076 174,749 96,395 943,743 946,018 1,196,213 1,217,162: 196,137 175,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2021 :
: -8,485: 7,546 3,149 -13,353 4,148 -6,657 -1,659 -16,860: -6,827 8,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 12.6 6.9 67.8 67.9 85.9 87.4: 14.1 12.6
Old : 100.0: 11.2 12.6 6.9 67.8 67.9 85.9 87.4: 14.1 12.6
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 : 192: 35 24 34 108 108 158 151:
Old : 192: 35 24 34 108 108 158 151:
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 : 19.3 29.4 30.2 40.4 12.9 23.1 21.3 30.3
Old : 19.3 29.4 30.2 40.4 12.9 23.1 21.3 30.3
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, December 21, 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 : 1,254,534: 83,043 380,604 5,924 1,004,509 739,471 1,093,476 1,125,999: 161,058 128,535
Old : 1,254,534: 83,043 380,604 5,924 1,004,509 739,471 1,093,476 1,125,999: 161,058 128,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2021 :
: 312: -4,735 373 -7,572 7,321 2,009 -4,987 -5,190: 5,299 5,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 30.3 0.5 80.1 58.9 87.2 89.8: 12.8 10.2
Old : 100.0: 6.6 30.3 0.5 80.1 58.9 87.2 89.8: 12.8 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 17 16 14 89 83 112 107:
Old : 147: 17 16 14 89 83 112 107:
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 : 20.8 34.9 34.6 50.9 18.7 32.8 30.3 47.3
Old : 20.8 34.9 34.6 50.9 18.7 32.8 30.3 47.3
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, December 21, 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 : 452,464: 97,935 18,278 102,265 198,416 303,231 398,616 423,774: 53,847 28,690
Old : 418,915: 99,539 17,687 93,755 175,555 282,112 368,850 393,554: 50,066 25,362
Other: 33,548: 1,611 3,806 5,296 22,860 21,119 29,767 30,220: 3,782 3,328
: : :
: : Changes in Commitments from: December 14, 2021 :
: 17,771: 5,295 -6,185 6,446 7,583 18,282 19,324 18,543: -1,554 -772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 4.0 22.6 43.9 67.0 88.1 93.7: 11.9 6.3
Old : 100.0: 23.8 4.2 22.4 41.9 67.3 88.0 93.9: 12.0 6.1
Other: 100.0: 4.8 11.3 15.8 68.1 63.0 88.7 90.1: 11.3 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 97 47 79 111 104 246 199:
Old : 279: 102 46 78 111 103 246 196:
Other: 104: 14 19 16 56 28 80 54:
:----------------------------------------------------------------------------------------------------
: 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 28.1 19.1 39.7 9.4 24.8 16.0 34.8
Old : 11.3 29.1 19.8 41.1 10.1 27.2 16.2 37.0
Other: 30.1 33.8 42.9 48.3 29.4 32.4 40.4 45.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,823: 1,190 1,777 850 5,316 5,030 7,356 7,657: 1,467 1,166
Old : 8,719: 1,195 1,772 824 5,270 4,967 7,289 7,563: 1,430 1,156
Other: 104: 0 10 21 46 63 67 94: 37 10
: : :
: : Changes in Commitments from: December 14, 2021 :
: 86: -442 532 53 332 -526 -57 60: 143 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 20.1 9.6 60.3 57.0 83.4 86.8: 16.6 13.2
Old : 100.0: 13.7 20.3 9.4 60.4 57.0 83.6 86.7: 16.4 13.3
Other: 100.0: 0.0 9.9 20.1 44.5 60.4 64.7 90.4: 35.3 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 10 12 7 16 15 30 31:
Old : 49: 10 12 7 15 15 29 31:
Other: 8: 0 3 2 3 2 5 5:
:----------------------------------------------------------------------------------------------------
: 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 : 44.4 41.1 55.6 56.2 44.4 38.8 54.2 52.3
Old : 44.7 40.8 55.8 56.1 44.7 39.0 54.3 52.2
Other: 63.7 85.7 64.7 90.4 44.5 67.7 44.5 70.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 1,984,733: 408,230 328,303 122,114 1,331,335 1,341,102 1,861,679 1,791,519: 123,054 193,214
Old : 1,984,733: 408,230 328,303 122,114 1,331,335 1,341,102 1,861,679 1,791,519: 123,054 193,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2021 :
: 5,924: 10,867 -24,517 5,084 -11,976 25,154 3,975 5,720: 1,948 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 16.5 6.2 67.1 67.6 93.8 90.3: 6.2 9.7
Old : 100.0: 20.6 16.5 6.2 67.1 67.6 93.8 90.3: 6.2 9.7
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 : 334: 36 61 28 154 184 199 264:
Old : 334: 36 61 28 154 184 199 264:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 23.4 28.5 30.6 15.2 16.2 23.3 22.7
Old : 17.1 23.4 28.5 30.6 15.2 16.2 23.3 22.7
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, December 21, 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 : 4,434,140: 445,099 704,311 403,012 3,268,815 2,766,190 4,116,927 3,873,513: 317,214 560,627
Old : 4,434,140: 445,099 704,311 403,012 3,268,815 2,766,190 4,116,927 3,873,513: 317,214 560,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2021 :
: 37,385: 1,220 68,292 -4,160 35,696 -5,850 32,756 58,281: 4,630 -20,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 15.9 9.1 73.7 62.4 92.8 87.4: 7.2 12.6
Old : 100.0: 10.0 15.9 9.1 73.7 62.4 92.8 87.4: 7.2 12.6
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 : 439: 57 83 76 228 237 331 352:
Old : 439: 57 83 76 228 237 331 352:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 18.9 27.8 24.9 12.9 12.4 20.2 16.6
Old : 20.0 18.9 27.8 24.9 12.9 12.4 20.2 16.6
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, December 21, 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 : 1,353,497: 259,469 148,557 14,534 964,154 922,467 1,238,157 1,085,558: 115,340 267,939
Old : 1,353,497: 259,469 148,557 14,534 964,154 922,467 1,238,157 1,085,558: 115,340 267,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2021 :
: -14,613: 2,155 -736 -4,937 -23,344 6,200 -26,126 527: 11,513 -15,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 11.0 1.1 71.2 68.2 91.5 80.2: 8.5 19.8
Old : 100.0: 19.2 11.0 1.1 71.2 68.2 91.5 80.2: 8.5 19.8
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 : 153: 18 26 12 80 89 107 118:
Old : 153: 18 26 12 80 89 107 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 21.1 39.2 30.7 25.0 17.5 38.0 25.3
Old : 25.2 21.1 39.2 30.7 25.0 17.5 38.0 25.3
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, December 21, 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 : 3,935,659: 265,663 575,512 306,853 3,105,932 2,539,948 3,678,449 3,422,314: 257,209 513,345
Old : 3,935,659: 265,663 575,512 306,853 3,105,932 2,539,948 3,678,449 3,422,314: 257,209 513,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2021 :
: 11,143: -28,387 -23,857 1,415 47,963 21,792 20,990 -650: -9,847 11,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 14.6 7.8 78.9 64.5 93.5 87.0: 6.5 13.0
Old : 100.0: 6.8 14.6 7.8 78.9 64.5 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 : 350: 36 74 56 167 197 242 288:
Old : 350: 36 74 56 167 197 242 288:
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 : 38.8 17.4 46.9 25.5 30.6 14.7 37.2 20.6
Old : 38.8 17.4 46.9 25.5 30.6 14.7 37.2 20.6
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, December 21, 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 : 1,368,542: 44,107 133,536 170,561 1,131,988 1,025,390 1,346,656 1,329,487: 21,886 39,055
Old : 1,368,542: 44,107 133,536 170,561 1,131,988 1,025,390 1,346,656 1,329,487: 21,886 39,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2021 :
: 37,446: -4,852 -4,735 -13,092 55,607 51,130 37,663 33,303: -217 4,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 9.8 12.5 82.7 74.9 98.4 97.1: 1.6 2.9
Old : 100.0: 3.2 9.8 12.5 82.7 74.9 98.4 97.1: 1.6 2.9
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 : 103: 8 23 25 60 68 88 97:
Old : 103: 8 23 25 60 68 88 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 32.3 53.0 47.8 17.5 13.8 23.9 20.6
Old : 30.7 32.3 53.0 47.8 17.5 13.8 23.9 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 45,796: 13,701 18,314 321 23,679 21,284 37,701 39,919: 8,095 5,877
Old : 45,796: 13,701 18,314 321 23,679 21,284 37,701 39,919: 8,095 5,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2021 :
: -14,875: -1,836 -586 -2,152 -9,320 -9,807 -13,308 -12,545: -1,567 -2,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 40.0 0.7 51.7 46.5 82.3 87.2: 17.7 12.8
Old : 100.0: 29.9 40.0 0.7 51.7 46.5 82.3 87.2: 17.7 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 : 95: 28 15 7 39 22 69 42:
Old : 95: 28 15 7 39 22 69 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 : 33.9 59.8 43.3 70.3 33.8 59.8 43.2 69.3
Old : 33.9 59.8 43.3 70.3 33.8 59.8 43.2 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 91,593: 27,402 36,627 643 47,358 42,569 75,403 79,839: 16,190 11,754
Old : 91,593: 27,402 36,627 643 47,358 42,569 75,403 79,839: 16,190 11,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2021 :
: -29,751: -3,672 -1,172 -4,305 -18,640 -19,614 -26,617 -25,090: -3,134 -4,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 40.0 0.7 51.7 46.5 82.3 87.2: 17.7 12.8
Old : 100.0: 29.9 40.0 0.7 51.7 46.5 82.3 87.2: 17.7 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 : 95: 28 15 7 39 22 69 42:
Old : 95: 28 15 7 39 22 69 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 : 33.9 59.8 43.3 70.3 33.8 59.8 43.2 69.3
Old : 33.9 59.8 43.3 70.3 33.8 59.8 43.2 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 39,138: 7,695 784 0 29,070 38,046 36,765 38,830: 2,373 308
Old : 39,138: 7,695 784 0 29,070 38,046 36,765 38,830: 2,373 308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2021 :
: -32,963: 386 -838 -32 -32,745 -32,149 -32,391 -33,019: -572 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 2.0 0.0 74.3 97.2 93.9 99.2: 6.1 0.8
Old : 100.0: 19.7 2.0 0.0 74.3 97.2 93.9 99.2: 6.1 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: 10 2 0 19 11 29 13:
Old : 38: 10 2 0 19 11 29 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 : 48.5 87.0 65.8 96.7 48.0 84.6 65.3 94.3
Old : 48.5 87.0 65.8 96.7 48.0 84.6 65.3 94.3
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, December 21, 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 : 39,947: 28,352 38,336 967 10,137 600 39,456 39,903: 491 44
Old : 39,947: 28,352 38,336 967 10,137 600 39,456 39,903: 491 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2021 :
: -13,555: -1,153 248 -12,047 -307 -1,773 -13,507 -13,572: -48 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 96.0 2.4 25.4 1.5 98.8 99.9: 1.2 0.1
Old : 100.0: 71.0 96.0 2.4 25.4 1.5 98.8 99.9: 1.2 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 : 42: 24 13 3 4 1 30 15:
Old : 42: 24 13 3 4 1 30 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 : 60.4 84.8 81.5 95.2 60.4 84.8 81.5 94.0
Old : 60.4 84.8 81.5 95.2 60.4 84.8 81.5 94.0
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, December 21, 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 : 104,953: 24,580 49,728 28,610 51,763 26,554 104,953 104,892: 0 61
Old : 104,953: 24,580 49,728 28,610 51,763 26,554 104,953 104,892: 0 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2021 :
: 1,496: -566 -2,580 3,462 -1,400 611 1,496 1,493: 0 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 47.4 27.3 49.3 25.3 100.0 99.9: 0.0 0.1
Old : 100.0: 23.4 47.4 27.3 49.3 25.3 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 6 1 2 12 7 18:
Old : 24: 4 6 1 2 12 7 18:
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 : 88.8 92.0 100.0 96.7 68.2 64.7 72.7 69.4
Old : 88.8 92.0 100.0 96.7 68.2 64.7 72.7 69.4
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, December 21, 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 : 3,005: 1,755 530 170 1,000 2,205 2,925 2,905: 80 100
Old : 3,005: 1,755 530 170 1,000 2,205 2,925 2,905: 80 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2021 :
: -10: 10 -20 20 -40 -10 -10 -10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 17.6 5.7 33.3 73.4 97.3 96.7: 2.7 3.3
Old : 100.0: 58.4 17.6 5.7 33.3 73.4 97.3 96.7: 2.7 3.3
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 : 25: 10 6 3 8 8 18 17:
Old : 25: 10 6 3 8 8 18 17:
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 : 58.4 67.4 76.2 84.0 51.9 61.4 65.7 73.4
Old : 58.4 67.4 76.2 84.0 51.9 61.4 65.7 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 27, 2021