WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 454,385: 116,082 87,398 155,465 146,544 171,776 418,092 414,639: 36,294 39,746
Old : 430,440: 112,066 96,795 140,253 144,423 157,918 396,742 394,967: 33,698 35,474
Other: 23,945: 15,482 2,068 3,746 2,121 13,859 21,349 19,673: 2,596 4,272
: : :
: : Changes in Commitments from: May 24, 2022 :
: 692: -4,515 -30 2,908 2,917 -3,104 1,310 -226: -617 918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 19.2 34.2 32.3 37.8 92.0 91.3: 8.0 8.7
Old : 100.0: 26.0 22.5 32.6 33.6 36.7 92.2 91.8: 7.8 8.2
Other: 100.0: 64.7 8.6 15.6 8.9 57.9 89.2 82.2: 10.8 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 119 94 139 96 128 294 289:
Old : 357: 120 92 137 95 128 290 286:
Other: 123: 27 22 17 22 63 57 95:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 13.4 23.8 21.5 11.7 8.8 20.3 14.8
Old : 14.5 13.8 24.4 22.4 12.1 9.7 20.5 15.5
Other: 46.7 28.5 65.4 43.1 46.3 27.8 58.7 36.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 205,209: 57,711 20,594 50,799 72,877 110,262 181,386 181,654: 23,823 23,554
Old : 198,000: 56,548 22,192 47,296 71,683 107,299 175,526 176,788: 22,474 21,212
Other: 7,209: 3,013 251 1,653 1,194 2,963 5,860 4,867: 1,349 2,342
: : :
: : Changes in Commitments from: May 24, 2022 :
: 1,453: -2,888 487 2,980 1,751 -2,466 1,843 1,001: -389 452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 10.0 24.8 35.5 53.7 88.4 88.5: 11.6 11.5
Old : 100.0: 28.6 11.2 23.9 36.2 54.2 88.6 89.3: 11.4 10.7
Other: 100.0: 41.8 3.5 22.9 16.6 41.1 81.3 67.5: 18.7 32.5
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 78 39 67 82 92 190 171:
Old : 232: 77 41 66 77 91 184 170:
Other: 91: 13 14 12 21 54 41 75:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 19.2 23.5 29.1 12.2 16.5 19.5 23.8
Old : 15.4 19.5 24.1 29.8 12.7 17.0 20.2 24.2
Other: 43.2 24.2 62.2 35.2 38.8 15.4 50.3 22.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,212,940: 483,463 106,613 718,460 806,202 1,140,247 2,008,125 1,965,321: 204,815 247,619
Old : 1,121,971: 305,558 175,649 295,923 432,124 558,464 1,033,606 1,030,036: 88,365 91,935
Other: 1,090,969: 289,122 42,181 311,320 374,078 581,784 974,519 935,285: 116,450 155,684
: : :
: : Changes in Commitments from: May 24, 2022 :
: 24,795: -15,341 4,475 40,156 1,731 -15,311 26,546 29,320: -1,751 -4,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 4.8 32.5 36.4 51.5 90.7 88.8: 9.3 11.2
Old : 100.0: 27.2 15.7 26.4 38.5 49.8 92.1 91.8: 7.9 8.2
Other: 100.0: 26.5 3.9 28.5 34.3 53.3 89.3 85.7: 10.7 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 887: 247 113 227 397 464 734 726:
Old : 793: 174 135 156 322 410 573 624:
Other: 766: 202 72 145 311 421 558 599:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 13.2 21.9 20.4 9.3 7.5 14.9 11.9
Old : 12.2 11.0 23.2 19.7 11.4 8.5 19.3 14.0
Other: 15.6 15.9 24.7 23.8 9.8 8.8 15.9 13.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 963,118: 218,008 49,270 267,550 417,806 557,232 903,365 874,052: 59,753 89,066
Old : 417,963: 129,097 51,197 97,793 159,530 239,685 386,420 388,675: 31,544 29,289
Other: 545,155: 129,829 38,990 128,840 258,276 317,547 516,945 485,377: 28,210 59,778
: : :
: : Changes in Commitments from: May 24, 2022 :
: 30,125: 2,219 3,812 15,039 12,774 12,192 30,031 31,043: 94 -918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 5.1 27.8 43.4 57.9 93.8 90.8: 6.2 9.2
Old : 100.0: 30.9 12.2 23.4 38.2 57.3 92.5 93.0: 7.5 7.0
Other: 100.0: 23.8 7.2 23.6 47.4 58.2 94.8 89.0: 5.2 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 643: 213 108 195 217 285 506 527:
Old : 583: 177 110 116 159 243 383 424:
Other: 540: 150 97 120 170 255 378 422:
:----------------------------------------------------------------------------------------------------
: 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 13.3 20.6 22.1 8.4 8.8 14.0 14.0
Old : 13.5 17.4 23.3 26.3 11.5 11.8 19.1 18.2
Other: 14.7 15.7 24.4 24.5 13.1 13.7 20.4 20.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 29,002: 19,649 1,016 89 49 10,521 19,787 11,626: 9,215 17,376
Old : 5,253: 4,020 109 41 49 769 4,110 919: 1,143 4,334
Other: 23,749: 15,629 907 48 0 9,752 15,677 10,707: 8,072 13,042
: : :
: : Changes in Commitments from: May 24, 2022 :
: 1,423: 1,217 49 3 -6 606 1,214 658: 209 765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 3.5 0.3 0.2 36.3 68.2 40.1: 31.8 59.9
Old : 100.0: 76.5 2.1 0.8 0.9 14.6 78.2 17.5: 21.8 82.5
Other: 100.0: 65.8 3.8 0.2 0.0 41.1 66.0 45.1: 34.0 54.9
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 5 4 2 2 22 7 28:
Old : 31: 5 4 1 2 22 7 27:
Other: 30: 4 4 2 0 22 4 28:
:----------------------------------------------------------------------------------------------------
: 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 : 67.5 17.9 68.2 24.9 67.2 17.9 67.8 24.9
Old : 75.7 7.9 78.2 12.2 75.7 7.9 76.6 12.2
Other: 66.0 20.4 66.0 28.3 65.8 20.4 65.8 28.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 446,521: 102,969 28,995 104,075 201,512 293,092 408,555 426,161: 37,966 20,360
Old : 234,746: 69,504 50,346 43,207 97,606 128,356 210,317 221,909: 24,430 12,837
Other: 211,774: 59,726 4,910 34,606 103,906 164,736 198,238 204,252: 13,536 7,523
: : :
: : Changes in Commitments from: May 24, 2022 :
: 10,063: -2,683 2,238 8,439 4,570 -2,278 10,326 8,399: -263 1,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 6.5 23.3 45.1 65.6 91.5 95.4: 8.5 4.6
Old : 100.0: 29.6 21.4 18.4 41.6 54.7 89.6 94.5: 10.4 5.5
Other: 100.0: 28.2 2.3 16.3 49.1 77.8 93.6 96.4: 6.4 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 103 47 88 93 107 237 206:
Old : 270: 84 62 63 84 97 202 188:
Other: 200: 75 21 45 70 73 164 122:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 25.0 22.2 37.1 9.7 21.2 15.1 28.3
Old : 15.4 18.7 24.9 28.0 12.0 15.3 19.8 22.9
Other: 17.2 36.6 29.9 51.6 16.5 34.0 27.2 47.4
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,305,587: 111,931 101,461 64,767 960,697 948,919 1,137,394 1,115,147: 168,192 190,440
Old : 1,305,587: 111,931 101,461 64,767 960,697 948,919 1,137,394 1,115,147: 168,192 190,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2022 :
: -34,225: -26,083 -9,716 1,484 9,864 -11,171 -14,734 -19,403: -19,491 -14,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 7.8 5.0 73.6 72.7 87.1 85.4: 12.9 14.6
Old : 100.0: 8.6 7.8 5.0 73.6 72.7 87.1 85.4: 12.9 14.6
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 : 177: 26 19 26 108 109 145 143:
Old : 177: 26 19 26 108 109 145 143:
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 : 22.2 29.4 34.2 41.7 18.5 26.2 27.8 34.1
Old : 22.2 29.4 34.2 41.7 18.5 26.2 27.8 34.1
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, May 31, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,289,256: 41,190 350,468 24,061 1,074,858 787,258 1,140,109 1,161,787: 149,146 127,469
Old : 1,289,256: 41,190 350,468 24,061 1,074,858 787,258 1,140,109 1,161,787: 149,146 127,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2022 :
: -100,353: -8,963 -7,580 -17,649 -61,370 -58,718 -87,982 -83,947: -12,372 -16,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 27.2 1.9 83.4 61.1 88.4 90.1: 11.6 9.9
Old : 100.0: 3.2 27.2 1.9 83.4 61.1 88.4 90.1: 11.6 9.9
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 : 146: 11 16 8 98 88 114 107:
Old : 146: 11 16 8 98 88 114 107:
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 : 20.0 34.4 36.4 52.2 17.5 33.3 32.1 47.8
Old : 20.0 34.4 36.4 52.2 17.5 33.3 32.1 47.8
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, May 31, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 418,915: 94,010 25,763 87,738 182,292 282,101 364,040 395,603: 54,875 23,313
Old : 205,859: 53,653 42,278 28,586 90,496 120,166 172,735 191,031: 33,124 14,828
Other: 213,056: 65,132 8,260 34,377 91,796 161,935 191,305 204,572: 21,751 8,484
: : :
: : Changes in Commitments from: May 24, 2022 :
: 13,000: 2,590 5,093 12,345 -1,857 -2,352 13,078 15,086: -77 -2,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 6.2 20.9 43.5 67.3 86.9 94.4: 13.1 5.6
Old : 100.0: 26.1 20.5 13.9 44.0 58.4 83.9 92.8: 16.1 7.2
Other: 100.0: 30.6 3.9 16.1 43.1 76.0 89.8 96.0: 10.2 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 91 40 78 101 106 232 196:
Old : 260: 80 51 49 90 98 195 175:
Other: 199: 69 24 38 81 73 170 120:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 28.6 19.7 38.9 10.5 27.3 16.2 35.8
Old : 12.7 20.6 20.8 30.9 10.8 19.9 18.1 29.9
Other: 15.7 38.3 25.9 52.1 15.3 36.5 23.9 48.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,419: 3,095 1,559 1,071 5,216 8,845 9,382 11,475: 3,037 943
Old : 7,791: 2,652 1,544 170 3,133 5,489 5,956 7,204: 1,835 587
Other: 4,628: 722 293 622 2,083 3,357 3,427 4,272: 1,201 356
: : :
: : Changes in Commitments from: May 24, 2022 :
: 176: 567 39 -4 -100 95 463 129: -287 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 12.6 8.6 42.0 71.2 75.5 92.4: 24.5 7.6
Old : 100.0: 34.0 19.8 2.2 40.2 70.5 76.4 92.5: 23.6 7.5
Other: 100.0: 15.6 6.3 13.4 45.0 72.5 74.0 92.3: 26.0 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 27 9 9 19 15 51 29:
Old : 55: 23 11 5 12 11 37 25:
Other: 38: 12 5 4 15 10 29 17:
:----------------------------------------------------------------------------------------------------
: 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 : 29.8 53.3 39.9 68.7 28.5 52.0 36.0 63.8
Old : 41.9 53.0 52.1 71.2 41.9 53.0 52.1 69.8
Other: 27.0 68.1 43.7 81.8 20.4 63.7 35.8 72.3
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 2,220,302: 263,530 391,853 98,199 1,714,933 1,521,437 2,076,662 2,011,488: 143,640 208,814
Old : 2,220,302: 263,530 391,853 98,199 1,714,933 1,521,437 2,076,662 2,011,488: 143,640 208,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2022 :
: -306,126: -98,092 -5,054 -74,172 -130,298 -216,796 -302,561 -296,022: -3,565 -10,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 17.6 4.4 77.2 68.5 93.5 90.6: 6.5 9.4
Old : 100.0: 11.9 17.6 4.4 77.2 68.5 93.5 90.6: 6.5 9.4
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 : 346: 32 72 32 153 190 200 279:
Old : 346: 32 72 32 153 190 200 279:
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 : 25.6 20.2 38.2 28.6 24.6 16.8 33.2 23.6
Old : 25.6 20.2 38.2 28.6 24.6 16.8 33.2 23.6
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, May 31, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,034,662: 254,624 432,743 458,120 2,992,131 2,635,374 3,704,875 3,526,236: 329,787 508,426
Old : 4,034,662: 254,624 432,743 458,120 2,992,131 2,635,374 3,704,875 3,526,236: 329,787 508,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2022 :
: -132,237: -36,653 -13,835 -26,228 -28,664 -70,897 -91,545 -110,960: -40,692 -21,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 10.7 11.4 74.2 65.3 91.8 87.4: 8.2 12.6
Old : 100.0: 6.3 10.7 11.4 74.2 65.3 91.8 87.4: 8.2 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 : 416: 69 79 79 218 210 330 325:
Old : 416: 69 79 79 218 210 330 325:
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 : 21.2 21.0 28.7 26.5 15.8 15.8 21.7 20.3
Old : 21.2 21.0 28.7 26.5 15.8 15.8 21.7 20.3
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, May 31, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,235,646: 59,643 165,010 18,335 1,010,524 799,936 1,088,502 983,281: 147,144 252,365
Old : 1,235,646: 59,643 165,010 18,335 1,010,524 799,936 1,088,502 983,281: 147,144 252,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2022 :
: -54,691: -8,662 -2,220 -5,541 -33,966 -32,720 -48,169 -40,481: -6,522 -14,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 13.4 1.5 81.8 64.7 88.1 79.6: 11.9 20.4
Old : 100.0: 4.8 13.4 1.5 81.8 64.7 88.1 79.6: 11.9 20.4
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 : 146: 14 22 11 77 94 98 120:
Old : 146: 14 22 11 77 94 98 120:
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 : 29.2 16.8 43.4 27.8 28.9 12.6 39.0 20.3
Old : 29.2 16.8 43.4 27.8 28.9 12.6 39.0 20.3
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, May 31, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,030,236: 341,878 541,347 212,513 3,184,544 2,834,075 3,738,935 3,587,935: 291,301 442,301
Old : 4,030,236: 341,878 541,347 212,513 3,184,544 2,834,075 3,738,935 3,587,935: 291,301 442,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2022 :
: -187,851: -65,277 51,829 -35,406 15,225 -80,449 -85,457 -64,025: -102,394 -123,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 13.4 5.3 79.0 70.3 92.8 89.0: 7.2 11.0
Old : 100.0: 8.5 13.4 5.3 79.0 70.3 92.8 89.0: 7.2 11.0
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 : 332: 39 58 47 180 186 248 262:
Old : 332: 39 58 47 180 186 248 262:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 17.0 38.5 26.6 21.0 13.1 29.6 19.1
Old : 28.3 17.0 38.5 26.6 21.0 13.1 29.6 19.1
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, May 31, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,907,235: 117,407 92,200 304,685 1,448,066 1,465,369 1,870,158 1,862,254: 37,077 44,981
Old : 1,907,235: 117,407 92,200 304,685 1,448,066 1,465,369 1,870,158 1,862,254: 37,077 44,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2022 :
: 48,168: -1,795 15,489 7,253 44,922 23,732 50,380 46,474: -2,212 1,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 4.8 16.0 75.9 76.8 98.1 97.6: 1.9 2.4
Old : 100.0: 6.2 4.8 16.0 75.9 76.8 98.1 97.6: 1.9 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 : 119: 21 19 32 73 76 111 110:
Old : 119: 21 19 32 73 76 111 110:
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 : 33.8 30.6 51.9 44.8 16.9 13.0 23.3 17.7
Old : 33.8 30.6 51.9 44.8 16.9 13.0 23.3 17.7
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, May 31, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 42,481: 7,094 20,100 357 29,446 14,615 36,897 35,072: 5,584 7,409
Old : 42,481: 7,094 20,100 357 29,446 14,615 36,897 35,072: 5,584 7,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2022 :
: 760: -584 453 150 1,530 -236 1,096 366: -336 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 47.3 0.8 69.3 34.4 86.9 82.6: 13.1 17.4
Old : 100.0: 16.7 47.3 0.8 69.3 34.4 86.9 82.6: 13.1 17.4
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 : 98: 21 25 11 32 29 58 61:
Old : 98: 21 25 11 32 29 58 61:
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 : 40.6 38.6 54.4 50.3 40.0 38.6 53.8 50.1
Old : 40.6 38.6 54.4 50.3 40.0 38.6 53.8 50.1
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, May 31, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 84,963: 14,187 40,201 713 58,893 29,230 73,794 70,144: 11,169 14,819
Old : 84,963: 14,187 40,201 713 58,893 29,230 73,794 70,144: 11,169 14,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2022 :
: 1,520: -1,167 905 300 3,060 -472 2,192 732: -672 788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 47.3 0.8 69.3 34.4 86.9 82.6: 13.1 17.4
Old : 100.0: 16.7 47.3 0.8 69.3 34.4 86.9 82.6: 13.1 17.4
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 : 98: 21 25 11 32 29 58 61:
Old : 98: 21 25 11 32 29 58 61:
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 : 40.6 38.6 54.4 50.3 40.0 38.6 53.8 50.1
Old : 40.6 38.6 54.4 50.3 40.0 38.6 53.8 50.1
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, May 31, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 46,614: 2,888 1,162 0 40,672 44,304 43,560 45,466: 3,054 1,148
Old : 46,614: 2,888 1,162 0 40,672 44,304 43,560 45,466: 3,054 1,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2022 :
: 6,012: -502 47 0 6,421 6,175 5,919 6,222: 93 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 2.5 0.0 87.3 95.0 93.4 97.5: 6.6 2.5
Old : 100.0: 6.2 2.5 0.0 87.3 95.0 93.4 97.5: 6.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 2 0 18 10 21 12:
Old : 30: 3 2 0 18 10 21 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 82.2 74.6 93.6 58.4 80.7 73.2 91.6
Old : 58.4 82.2 74.6 93.6 58.4 80.7 73.2 91.6
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, May 31, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 35,166: 22,382 32,943 2,078 10,027 0 34,487 35,021: 679 145
Old : 35,166: 22,382 32,943 2,078 10,027 0 34,487 35,021: 679 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2022 :
: 756: -263 785 -41 1,017 0 713 744: 43 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 93.7 5.9 28.5 0.0 98.1 99.6: 1.9 0.4
Old : 100.0: 63.6 93.7 5.9 28.5 0.0 98.1 99.6: 1.9 0.4
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 : 48: 31 11 5 6 0 40 13:
Old : 48: 31 11 5 6 0 40 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 : 51.0 80.2 74.2 98.6 50.9 77.8 71.2 93.2
Old : 51.0 80.2 74.2 98.6 50.9 77.8 71.2 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-342601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 161,471: 114,314 59,653 47,157 0 54,632 161,471 161,442: 0 29
Old : 161,471: 114,314 59,653 47,157 0 54,632 161,471 161,442: 0 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2022 :
: -697: 95 110 -792 0 0 -697 -682: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 36.9 29.2 0.0 33.8 100.0 100.0: 0.0 0.0
Old : 100.0: 70.8 36.9 29.2 0.0 33.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 14 4 0 1 5 19:
Old : 20: 5 14 4 0 1 5 19:
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 : 93.4 78.4 100.0 92.1 64.2 62.4 70.8 68.8
Old : 93.4 78.4 100.0 92.1 64.2 62.4 70.8 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 03, 2022