WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 465,331: 90,462 186,337 161,100 170,470 82,302 422,032 429,740: 43,299 35,592
Old : 445,821: 90,529 182,848 151,981 161,546 77,106 404,056 411,935: 41,765 33,885
Other: 19,510: 7,815 11,372 1,236 8,924 5,196 17,976 17,804: 1,534 1,706
: : :
: : Changes in Commitments from: June 6, 2023 :
: -23,832: -947 -6,443 -10,917 -10,671 -4,337 -22,535 -21,697: -1,297 -2,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 40.0 34.6 36.6 17.7 90.7 92.4: 9.3 7.6
Old : 100.0: 20.3 41.0 34.1 36.2 17.3 90.6 92.4: 9.4 7.6
Other: 100.0: 40.1 58.3 6.3 45.7 26.6 92.1 91.3: 7.9 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 113 116 137 110 93 301 279:
Old : 359: 114 115 135 110 93 299 277:
Other: 103: 12 35 20 25 38 53 79:
:----------------------------------------------------------------------------------------------------
: 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 11.7 19.4 21.5 8.9 9.8 14.6 17.8
Old : 10.9 11.8 19.5 21.8 8.7 10.1 14.8 18.4
Other: 47.2 34.6 63.9 52.0 47.2 33.0 63.8 49.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 203,293: 38,824 41,969 55,002 90,210 81,524 184,037 178,496: 19,257 24,798
Old : 198,443: 38,018 41,250 53,443 88,481 79,982 179,943 174,676: 18,500 23,767
Other: 4,850: 2,150 2,062 215 1,729 1,542 4,094 3,819: 756 1,031
: : :
: : Changes in Commitments from: June 6, 2023 :
: -8,894: -2,775 181 -2,942 -2,231 -5,802 -7,948 -8,563: -945 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 20.6 27.1 44.4 40.1 90.5 87.8: 9.5 12.2
Old : 100.0: 19.2 20.8 26.9 44.6 40.3 90.7 88.0: 9.3 12.0
Other: 100.0: 44.3 42.5 4.4 35.7 31.8 84.4 78.7: 15.6 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 50 56 71 74 80 168 171:
Old : 207: 50 57 70 74 80 167 170:
Other: 61: 9 17 7 14 24 28 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 : 12.7 14.0 22.4 23.0 11.4 10.9 18.8 16.8
Old : 12.7 14.3 22.7 23.5 11.7 11.3 19.2 17.3
Other: 58.3 31.3 71.3 52.0 58.3 28.4 70.3 46.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,775,421: 256,603 224,179 572,343 775,948 750,281 1,604,893 1,546,803: 170,528 228,618
Old : 920,626: 180,660 177,205 281,421 383,189 379,723 845,270 838,348: 75,356 82,278
Other: 854,795: 178,183 149,214 188,682 392,759 370,559 759,623 708,455: 95,172 146,340
: : :
: : Changes in Commitments from: June 6, 2023 :
: -9,951: 5,376 -59,757 1,455 -18,549 38,747 -11,717 -19,555: 1,766 9,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 12.6 32.2 43.7 42.3 90.4 87.1: 9.6 12.9
Old : 100.0: 19.6 19.2 30.6 41.6 41.2 91.8 91.1: 8.2 8.9
Other: 100.0: 20.8 17.5 22.1 45.9 43.4 88.9 82.9: 11.1 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 760: 151 152 220 382 385 659 644:
Old : 670: 139 121 135 313 333 514 530:
Other: 676: 135 125 145 295 334 509 527:
:----------------------------------------------------------------------------------------------------
: 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 9.0 20.8 16.2 10.8 5.3 16.0 8.6
Old : 14.3 10.7 23.8 19.1 12.4 7.0 18.0 11.8
Other: 13.0 9.1 22.3 16.4 12.6 6.9 20.6 11.6
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,615: 808 10,127 9,604 11,001 2,483 21,413 22,215: 1,201 400
Old : 21,905: 550 9,788 9,436 10,853 2,349 20,839 21,573: 1,067 332
Other: 709: 412 494 14 149 135 575 642: 135 67
: : :
: : Changes in Commitments from: June 6, 2023 :
: -3,607: -121 -705 -1,307 -2,441 -1,817 -3,869 -3,830: 261 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 44.8 42.5 48.6 11.0 94.7 98.2: 5.3 1.8
Old : 100.0: 2.5 44.7 43.1 49.5 10.7 95.1 98.5: 4.9 1.5
Other: 100.0: 58.1 69.6 2.0 20.9 19.0 81.0 90.5: 19.0 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 6 6 9 13 15 24 25:
Old : 28: 5 6 9 12 15 22 25:
Other: 9: 4 2 1 2 1 6 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 : 55.2 70.3 75.4 88.6 34.2 41.2 40.0 47.2
Old : 56.2 70.5 76.9 89.2 35.3 42.9 41.2 47.1
Other: 74.4 90.5 81.0 90.5 72.4 88.5 79.1 88.5
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,413: 2,798 2,135 6,243 1,429 2,556 10,470 10,933: 944 481
Old : 8,728: 1,861 875 5,286 1,023 2,402 8,170 8,563: 557 165
Other: 2,686: 1,603 1,925 291 406 153 2,299 2,370: 386 316
: : :
: : Changes in Commitments from: June 6, 2023 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 18.7 54.7 12.5 22.4 91.7 95.8: 8.3 4.2
Old : 100.0: 21.3 10.0 60.6 11.7 27.5 93.6 98.1: 6.4 1.9
Other: 100.0: 59.7 71.7 10.8 15.1 5.7 85.6 88.2: 14.4 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 6 8 5 7 15 17:
Old : 18: 7 3 8 3 7 13 15:
Other: 10: 3 4 3 3 2 6 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 54.4 84.6 84.2 27.7 23.9 30.5 31.4
Old : 66.4 68.1 88.9 91.2 24.0 24.6 26.8 30.1
Other: 78.1 71.7 85.6 87.9 67.3 71.7 69.1 71.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 845,019: 134,410 80,445 256,859 402,753 428,915 794,023 766,220: 50,997 78,799
Old : 322,278: 77,642 29,668 92,279 131,972 178,545 301,893 300,492: 20,385 21,786
Other: 522,742: 99,700 93,709 121,649 270,781 250,371 492,130 465,728: 30,612 57,014
: : :
: : Changes in Commitments from: June 6, 2023 :
: -9,053: 15,531 -12,120 -17,791 -2,819 21,470 -5,078 -8,441: -3,974 -611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 9.5 30.4 47.7 50.8 94.0 90.7: 6.0 9.3
Old : 100.0: 24.1 9.2 28.6 40.9 55.4 93.7 93.2: 6.3 6.8
Other: 100.0: 19.1 17.9 23.3 51.8 47.9 94.1 89.1: 5.9 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 545: 166 137 204 191 202 463 453:
Old : 423: 132 88 100 133 161 304 310:
Other: 494: 130 143 152 158 180 374 395:
:----------------------------------------------------------------------------------------------------
: 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 12.2 19.8 20.9 9.0 8.8 13.5 14.0
Old : 16.9 14.0 27.1 23.7 13.8 10.5 20.1 17.5
Other: 13.2 15.1 21.9 24.8 11.8 12.6 18.6 19.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 607,403: 79,068 64,954 163,272 334,419 346,442 576,759 574,668: 30,644 32,736
Old : 284,535: 71,903 42,172 56,430 140,402 168,128 268,735 266,731: 15,800 17,805
Other: 322,868: 57,075 72,691 56,932 194,016 178,314 308,023 307,937: 14,844 14,931
: : :
: : Changes in Commitments from: June 6, 2023 :
: -3,209: 1,858 -26,641 6,257 -9,745 19,115 -1,630 -1,269: -1,579 -1,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 10.7 26.9 55.1 57.0 95.0 94.6: 5.0 5.4
Old : 100.0: 25.3 14.8 19.8 49.3 59.1 94.4 93.7: 5.6 6.3
Other: 100.0: 17.7 22.5 17.6 60.1 55.2 95.4 95.4: 4.6 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 78 74 114 119 118 260 256:
Old : 266: 81 50 63 96 106 201 196:
Other: 266: 57 83 65 93 88 195 193:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 17.9 21.3 28.5 8.1 12.0 13.2 17.3
Old : 13.4 21.4 23.9 29.6 11.3 16.3 19.1 21.6
Other: 17.2 23.2 28.4 33.1 12.7 17.3 20.9 26.2
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,343,170: 81,397 190,643 76,014 995,168 927,089 1,152,578 1,193,746: 190,591 149,424
Old : 1,343,170: 81,397 190,643 76,014 995,168 927,089 1,152,578 1,193,746: 190,591 149,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2023 :
: 256: -11,159 5,169 -5,640 10,763 -5,974 -6,036 -6,445: 6,293 6,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 14.2 5.7 74.1 69.0 85.8 88.9: 14.2 11.1
Old : 100.0: 6.1 14.2 5.7 74.1 69.0 85.8 88.9: 14.2 11.1
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 : 182: 24 26 35 113 108 155 151:
Old : 182: 24 26 35 113 108 155 151:
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 : 21.6 23.3 34.5 36.3 19.8 21.0 30.8 31.1
Old : 21.6 23.3 34.5 36.3 19.8 21.0 30.8 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,463,339: 84,323 480,841 4,761 1,207,016 862,291 1,296,100 1,347,892: 167,239 115,447
Old : 1,463,339: 84,323 480,841 4,761 1,207,016 862,291 1,296,100 1,347,892: 167,239 115,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2023 :
: -976: -1,495 -11,949 -1,731 1,785 13,497 -1,441 -183: 466 -793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 32.9 0.3 82.5 58.9 88.6 92.1: 11.4 7.9
Old : 100.0: 5.8 32.9 0.3 82.5 58.9 88.6 92.1: 11.4 7.9
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 : 167: 22 20 13 106 83 134 110:
Old : 167: 22 20 13 106 83 134 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 37.5 37.8 52.9 19.6 37.2 32.3 47.0
Old : 21.5 37.5 37.8 52.9 19.6 37.2 32.3 47.0
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, June 13, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 575,837: 113,937 28,832 190,585 218,938 319,080 523,461 538,497: 52,377 37,341
Old : 281,017: 95,380 24,498 64,151 91,581 171,839 251,112 260,488: 29,905 20,528
Other: 294,821: 85,159 70,935 59,833 127,357 147,241 272,349 278,008: 22,472 16,812
: : :
: : Changes in Commitments from: June 6, 2023 :
: 24,069: 1,296 2,072 14,828 8,561 5,853 24,685 22,752: -616 1,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 5.0 33.1 38.0 55.4 90.9 93.5: 9.1 6.5
Old : 100.0: 33.9 8.7 22.8 32.6 61.1 89.4 92.7: 10.6 7.3
Other: 100.0: 28.9 24.1 20.3 43.2 49.9 92.4 94.3: 7.6 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 99 53 117 114 109 265 245:
Old : 249: 95 31 66 98 96 211 177:
Other: 263: 61 85 79 90 88 200 205:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 24.7 18.3 36.1 7.5 22.1 13.5 28.1
Old : 13.0 31.1 21.3 44.8 8.4 26.0 13.7 36.7
Other: 15.4 23.1 27.4 34.7 14.5 20.9 25.4 29.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,041: 2,736 588 1,237 3,936 7,137 7,909 8,962: 2,132 1,079
Old : 2,809: 929 446 329 760 1,498 2,018 2,273: 791 535
Other: 7,232: 1,918 252 797 3,176 5,639 5,891 6,688: 1,341 544
: : :
: : Changes in Commitments from: June 6, 2023 :
: 682: 583 -242 238 -447 868 374 864: 309 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 5.9 12.3 39.2 71.1 78.8 89.3: 21.2 10.7
Old : 100.0: 33.1 15.9 11.7 27.1 53.4 71.8 80.9: 28.2 19.1
Other: 100.0: 26.5 3.5 11.0 43.9 78.0 81.5 92.5: 18.5 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 23 5 7 17 20 43 30:
Old : 35: 11 8 6 8 11 24 20:
Other: 44: 19 2 7 14 16 35 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 49.2 40.8 63.5 24.2 46.7 33.0 56.7
Old : 31.9 39.8 47.3 57.9 30.4 39.7 43.2 53.2
Other: 40.7 64.4 51.4 77.0 35.9 62.4 45.5 73.1
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,446,657: 314,706 1,359,644 73,915 2,813,599 1,855,947 3,202,220 3,289,506: 244,438 157,152
Old : 3,446,657: 314,706 1,359,644 73,915 2,813,599 1,855,947 3,202,220 3,289,506: 244,438 157,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2023 :
: 32,392: -55,490 31,203 9,022 77,526 -17,381 31,057 22,844: 1,335 9,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 39.4 2.1 81.6 53.8 92.9 95.4: 7.1 4.6
Old : 100.0: 9.1 39.4 2.1 81.6 53.8 92.9 95.4: 7.1 4.6
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 : 394: 77 48 37 213 165 302 238:
Old : 394: 77 48 37 213 165 302 238:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 36.4 36.6 51.3 26.4 36.1 33.4 51.0
Old : 29.1 36.4 36.6 51.3 26.4 36.1 33.4 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,218,619: 380,216 1,123,027 441,062 3,950,379 3,297,349 4,771,657 4,861,439: 446,961 357,180
Old : 5,218,619: 380,216 1,123,027 441,062 3,950,379 3,297,349 4,771,657 4,861,439: 446,961 357,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2023 :
: 116,603: -42 -33,345 33,238 55,677 114,233 88,872 114,126: 27,731 2,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 21.5 8.5 75.7 63.2 91.4 93.2: 8.6 6.8
Old : 100.0: 7.3 21.5 8.5 75.7 63.2 91.4 93.2: 8.6 6.8
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 : 428: 81 71 77 242 204 359 316:
Old : 428: 81 71 77 242 204 359 316:
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 : 24.4 19.9 36.6 31.1 23.3 17.1 30.9 25.7
Old : 24.4 19.9 36.6 31.1 23.3 17.1 30.9 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,675,600: 179,103 315,429 23,531 1,279,305 1,074,727 1,481,939 1,413,687: 193,661 261,913
Old : 1,675,600: 179,103 315,429 23,531 1,279,305 1,074,727 1,481,939 1,413,687: 193,661 261,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2023 :
: 14,302: 4,831 -1,420 -5,652 3,357 16,780 2,536 9,708: 11,766 4,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 18.8 1.4 76.3 64.1 88.4 84.4: 11.6 15.6
Old : 100.0: 10.7 18.8 1.4 76.3 64.1 88.4 84.4: 11.6 15.6
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 : 165: 20 21 15 90 95 115 126:
Old : 165: 20 21 15 90 95 115 126:
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 : 34.9 33.7 47.6 45.9 34.9 31.4 44.4 41.3
Old : 34.9 33.7 47.6 45.9 34.9 31.4 44.4 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,294,344: 319,504 1,407,111 278,888 4,331,674 3,255,554 4,930,065 4,941,552: 364,279 352,792
Old : 5,294,344: 319,504 1,407,111 278,888 4,331,674 3,255,554 4,930,065 4,941,552: 364,279 352,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2023 :
: 102,269: 19,149 41,575 -9,559 97,402 78,907 106,992 110,923: -4,724 -8,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 26.6 5.3 81.8 61.5 93.1 93.3: 6.9 6.7
Old : 100.0: 6.0 26.6 5.3 81.8 61.5 93.1 93.3: 6.9 6.7
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 : 390: 52 63 56 223 200 306 288:
Old : 390: 52 63 56 223 200 306 288:
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 : 27.7 21.5 37.2 32.3 25.9 21.4 32.9 31.4
Old : 27.7 21.5 37.2 32.3 25.9 21.4 32.9 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,556,681: 60,679 246,833 296,803 1,165,976 968,448 1,523,458 1,512,084: 33,223 44,597
Old : 1,556,681: 60,679 246,833 296,803 1,165,976 968,448 1,523,458 1,512,084: 33,223 44,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2023 :
: 74,312: 7,822 -52,882 68,927 -1,259 56,277 75,490 72,322: -1,178 1,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 15.9 19.1 74.9 62.2 97.9 97.1: 2.1 2.9
Old : 100.0: 3.9 15.9 19.1 74.9 62.2 97.9 97.1: 2.1 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 : 153: 23 28 43 88 90 133 141:
Old : 153: 23 28 43 88 90 133 141:
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 : 22.8 24.8 36.5 36.5 16.6 15.6 23.9 22.6
Old : 22.8 24.8 36.5 36.5 16.6 15.6 23.9 22.6
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, June 13, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 106,597: 18,584 34,294 7,137 64,854 49,735 90,575 91,166: 16,022 15,431
Old : 106,597: 18,584 34,294 7,137 64,854 49,735 90,575 91,166: 16,022 15,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2023 :
: 2,830: -624 -8,115 2,532 2,311 8,784 4,218 3,200: -1,388 -370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 32.2 6.7 60.8 46.7 85.0 85.5: 15.0 14.5
Old : 100.0: 17.4 32.2 6.7 60.8 46.7 85.0 85.5: 15.0 14.5
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: 27 29 23 35 33 75 74:
Old : 107: 27 29 23 35 33 75 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 36.7 44.2 52.7 30.8 35.0 42.4 48.8
Old : 31.4 36.7 44.2 52.7 30.8 35.0 42.4 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 103,397: 19,066 34,586 4,869 64,737 49,667 88,672 89,122: 14,726 14,275
Old : 103,397: 19,066 34,586 4,869 64,737 49,667 88,672 89,122: 14,726 14,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2023 :
: 2,728: -807 -8,036 2,493 2,221 8,716 3,907 3,174: -1,179 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 33.5 4.7 62.6 48.0 85.8 86.2: 14.2 13.8
Old : 100.0: 18.4 33.5 4.7 62.6 48.0 85.8 86.2: 14.2 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 24 24 17 30 31 64 63:
Old : 94: 24 24 17 30 31 64 63:
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 : 32.4 37.8 45.6 54.4 31.7 36.1 43.7 50.3
Old : 32.4 37.8 45.6 54.4 31.7 36.1 43.7 50.3
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, June 13, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 50,035: 0 4,517 100 44,190 43,500 44,290 48,117: 5,745 1,918
Old : 50,035: 0 4,517 100 44,190 43,500 44,290 48,117: 5,745 1,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2023 :
: 8,266: 0 248 0 4,497 7,886 4,497 8,134: 3,769 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.0 0.2 88.3 86.9 88.5 96.2: 11.5 3.8
Old : 100.0: 0.0 9.0 0.2 88.3 86.9 88.5 96.2: 11.5 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 4 1 27 11 28 15:
Old : 37: 0 4 1 27 11 28 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 74.2 56.9 86.7 32.4 74.2 55.0 86.6
Old : 32.4 74.2 56.9 86.7 32.4 74.2 55.0 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($0.5 X DJIA INDEX) :
: : :
All : 31,995: 13,982 15,877 3,883 1,164 676 19,029 20,436: 12,966 11,559
Old : 31,995: 13,982 15,877 3,883 1,164 676 19,029 20,436: 12,966 11,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2023 :
: 1,021: 11 -2,609 2,194 901 676 3,106 261: -2,085 760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 49.6 12.1 3.6 2.1 59.5 63.9: 40.5 36.1
Old : 100.0: 43.7 49.6 12.1 3.6 2.1 59.5 63.9: 40.5 36.1
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 : 23: 6 12 8 5 3 16 18:
Old : 23: 6 12 8 5 3 16 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 : 47.2 37.6 54.6 55.6 41.9 33.4 45.6 46.5
Old : 47.2 37.6 54.6 55.6 41.9 33.4 45.6 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 60,324: 18,237 19,699 1,136 39,260 38,060 58,633 58,895: 1,691 1,429
Old : 60,324: 18,237 19,699 1,136 39,260 38,060 58,633 58,895: 1,691 1,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2023 :
: 1,971: -8 -33 635 -51 0 576 602: 1,395 1,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 32.7 1.9 65.1 63.1 97.2 97.6: 2.8 2.4
Old : 100.0: 30.2 32.7 1.9 65.1 63.1 97.2 97.6: 2.8 2.4
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 : 35: 17 11 4 6 2 24 16:
Old : 35: 17 11 4 6 2 24 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 : 79.7 85.5 89.7 95.5 78.5 85.5 88.5 94.1
Old : 79.7 85.5 89.7 95.5 78.5 85.5 88.5 94.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 20,966: 18,604 9,080 2,362 0 9,492 20,966 20,934: 0 32
Old : 20,966: 18,604 9,080 2,362 0 9,492 20,966 20,934: 0 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2023 :
: 1,141: -1,213 -1,223 2,354 0 0 1,141 1,131: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 43.3 11.3 0.0 45.3 100.0 99.8: 0.0 0.2
Old : 100.0: 88.7 43.3 11.3 0.0 45.3 100.0 99.8: 0.0 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 : 21: 6 13 2 0 2 7 16:
Old : 21: 6 13 2 0 2 7 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 : 88.1 66.5 100.0 84.5 88.1 62.7 88.7 78.2
Old : 88.1 66.5 100.0 84.5 88.1 62.7 88.7 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 16, 2023