WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 11/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 352,395 COMMITMENTS 94,207 121,725 83,589 140,968 110,386 318,764 315,700 33,631 36,695 CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 2,304) 4,013 9,050 -4,906 2,403 1,131 1,510 5,275 794 -2,971 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 34.5 23.7 40.0 31.3 90.5 89.6 9.5 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 87 96 106 88 99 241 250 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 11/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 147,905 COMMITMENTS 36,835 22,768 21,834 69,575 82,981 128,244 127,583 19,661 20,322 CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -7,875) -2,046 1,875 -3,526 -1,301 -5,226 -6,873 -6,877 -1,002 -998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 15.4 14.8 47.0 56.1 86.7 86.3 13.3 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 61 38 57 62 73 149 148 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 11/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,362,664 COMMITMENTS 373,722 124,957 231,949 624,358 839,854 1230029 1196760 132,635 165,904 CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -58,891) -12,765 -8,622 -3,041 -42,675 -39,041 -58,481 -50,704 -410 -8,187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 9.2 17.0 45.8 61.6 90.3 87.8 9.7 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 756) 154 112 178 330 374 591 595 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 11/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,071 COMMITMENTS 816 1,158 178 1,551 1,664 2,545 3,000 1,526 1,071 CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -342) 167 -22 -75 -249 -166 -157 -263 -185 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 28.4 4.4 38.1 40.9 62.5 73.7 37.5 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 4 3 9 5 17 11 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 11/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 623,227 COMMITMENTS 137,369 67,130 111,587 326,789 371,228 575,745 549,945 47,482 73,282 CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 7,133) -5,812 753 10,622 1,696 -2,911 6,506 8,464 627 -1,331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 10.8 17.9 52.4 59.6 92.4 88.2 7.6 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 517) 136 90 144 165 232 375 418 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 11/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 450,896 COMMITMENTS 133,557 34,036 88,397 193,857 305,084 415,811 427,517 35,085 23,379 CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -12,183) -5,281 461 3,443 -4,156 -13,697 -5,994 -9,793 -6,189 -2,390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 7.5 19.6 43.0 67.7 92.2 94.8 7.8 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 105 53 82 104 107 249 212 UST BOND - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 11/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,232,357 COMMITMENTS 60,382 150,866 24,534 949,092 903,627 1034008 1079027 198,349 153,330 CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 32,670) 3,149 -4,048 8,432 -2,839 30,441 8,742 34,825 23,928 -2,155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 12.2 2.0 77.0 73.3 83.9 87.6 16.1 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 20 31 25 102 104 135 147 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 11/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,557,182 COMMITMENTS 76,599 453,610 20,719 1276180 952,817 1373498 1427146 183,684 130,036 CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 63,167) -17,941 -18,638 9,742 58,291 61,545 50,092 52,649 13,075 10,518 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 29.1 1.3 82.0 61.2 88.2 91.6 11.8 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 14 18 10 100 89 121 110 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 11/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 395,596 COMMITMENTS 123,111 22,041 59,014 165,917 287,228 348,042 368,283 47,554 27,313 CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -4,626) -2,064 1,615 -1,928 -1,470 -4,441 -5,462 -4,754 836 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 5.6 14.9 41.9 72.6 88.0 93.1 12.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 97 32 75 109 93 236 181 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 11/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,147 COMMITMENTS 2,237 1,969 188 4,213 5,104 6,638 7,261 1,509 886 CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 463) 4 120 101 255 274 360 495 103 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 24.2 2.3 51.7 62.6 81.5 89.1 18.5 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 14 14 9 11 18 32 34 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 11/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,292,221 COMMITMENTS 168,580 735,575 86,788 1826599 1241859 2081967 2064222 210,254 227,999 CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 31,179) 22,247 2,972 18,199 -32,439 -26,373 8,007 -5,202 23,172 36,381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 32.1 3.8 79.7 54.2 90.8 90.1 9.2 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361) 46 70 41 174 185 241 275 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 11/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,066,878 COMMITMENTS 473,384 794,640 185,403 3025607 2661385 3684394 3641428 382,484 425,450 CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 51,045) 1,096 -20,669 75,842 -28,901 12,006 48,037 67,179 3,008 -16,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 19.5 4.6 74.4 65.4 90.6 89.5 9.4 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406) 70 65 57 205 202 302 300 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 11/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,428,968 COMMITMENTS 132,287 237,419 12,219 1119397 923,085 1263903 1172723 165,065 256,245 CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 33,090) -1,684 24,375 -1,594 4,675 -7,383 1,397 15,398 31,693 17,692 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 16.6 0.9 78.3 64.6 88.4 82.1 11.6 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 17 21 12 84 83 107 110 MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y FUTURES ONLY POSITIONS AS OF 11/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 x Index Points OPEN INTEREST: 3,362 COMMITMENTS 1,493 2,723 72 0 0 1,565 2,795 1,797 567 CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -5) -155 27 39 0 0 -116 66 111 -71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 81.0 2.1 0.0 0.0 46.5 83.1 53.5 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 18 6 4 0 0 20 10 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 11/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,326,518 COMMITMENTS 334,470 858,124 84,253 3543063 2942502 3961786 3884879 364,732 441,639 CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -7,394) 25,097 1,133 2,858 -89,147 -57,501 -61,192 -53,510 53,798 46,116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 19.8 1.9 81.9 68.0 91.6 89.8 8.4 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341) 40 63 39 167 181 229 262 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 11/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,585,055 COMMITMENTS 197,071 185,515 193,194 1160791 1164051 1551056 1542760 33,999 42,295 CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 97,012) 47,378 9,537 17,784 36,370 72,452 101,532 99,773 -4,520 -2,761 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 11.7 12.2 73.2 73.4 97.9 97.3 2.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 20 22 34 77 79 118 116 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 11/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 39,633 COMMITMENTS 10,335 13,530 496 22,581 15,510 33,411 29,536 6,222 10,097 CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 2,717) 2,833 723 213 -211 869 2,835 1,805 -118 912 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 34.1 1.3 57.0 39.1 84.3 74.5 15.7 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 27 23 9 30 25 61 53 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 11/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 79,266 COMMITMENTS 20,669 27,060 992 45,161 31,020 66,822 59,072 12,444 20,194 CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 5,433) 5,665 1,446 426 -422 1,737 5,669 3,609 -236 1,824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 34.1 1.3 57.0 39.1 84.3 74.5 15.7 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 27 23 9 30 25 61 53 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 11/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 51,579 COMMITMENTS 2,053 2,738 9 46,572 47,748 48,634 50,495 2,945 1,084 CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 1,169) 98 668 9 951 766 1,058 1,443 111 -274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 5.3 0.0 90.3 92.6 94.3 97.9 5.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 1 20 9 24 12 MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608 FUTURES ONLY POSITIONS AS OF 11/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($0.5 X DJIA INDEX) OPEN INTEREST: 36,133 COMMITMENTS 16,222 10,600 1,807 3,906 659 21,935 13,066 14,198 23,067 CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.9 29.3 5.0 10.8 1.8 60.7 36.2 39.3 63.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 8 5 4 2 13 13 BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 11/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 56,651 COMMITMENTS 12,031 16,910 2,162 42,119 37,531 56,312 56,603 339 48 CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 237) -206 -325 594 -127 0 261 269 -24 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 29.8 3.8 74.3 66.2 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 21 13 4 8 2 29 19
Updated November 28, 2022