WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 453,012: 99,702 81,850 154,362 162,445 176,791 416,509 413,003: 36,503 40,009
Old : 412,179: 88,228 81,832 138,796 151,128 157,505 378,152 378,133: 34,027 34,046
Other: 40,833: 19,751 8,295 7,289 11,316 19,286 38,356 34,870: 2,476 5,963
: : :
: : Changes in Commitments from: June 14, 2022 :
: -12,739: -4,693 -2,047 -6,016 820 -3,444 -9,889 -11,507: -2,851 -1,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 18.1 34.1 35.9 39.0 91.9 91.2: 8.1 8.8
Old : 100.0: 21.4 19.9 33.7 36.7 38.2 91.7 91.7: 8.3 8.3
Other: 100.0: 48.4 20.3 17.9 27.7 47.2 93.9 85.4: 6.1 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 104 100 137 110 129 297 290:
Old : 351: 110 93 133 110 129 293 285:
Other: 138: 20 36 22 28 70 64 112:
:----------------------------------------------------------------------------------------------------
: 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 14.4 25.8 22.9 11.5 8.1 19.3 14.3
Old : 15.5 14.9 26.3 23.5 12.1 9.1 18.4 15.2
Other: 50.5 25.0 65.3 39.1 47.7 18.6 60.8 28.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 199,865: 51,478 22,926 49,276 77,297 101,563 178,052 173,765: 21,813 26,100
Old : 189,581: 46,574 22,491 46,846 75,724 97,429 169,144 166,767: 20,437 22,814
Other: 10,284: 5,901 1,431 1,433 1,573 4,134 8,907 6,998: 1,377 3,286
: : :
: : Changes in Commitments from: June 14, 2022 :
: -2,858: -1,809 2,599 551 354 -5,958 -903 -2,808: -1,955 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 11.5 24.7 38.7 50.8 89.1 86.9: 10.9 13.1
Old : 100.0: 24.6 11.9 24.7 39.9 51.4 89.2 88.0: 10.8 12.0
Other: 100.0: 57.4 13.9 13.9 15.3 40.2 86.6 68.1: 13.4 31.9
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 70 44 63 87 88 189 165:
Old : 225: 66 47 62 84 86 184 163:
Other: 93: 16 16 12 22 52 44 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 : 14.4 18.8 22.7 29.0 11.5 16.5 18.4 23.7
Old : 14.8 19.3 23.4 30.1 12.2 17.2 19.4 24.6
Other: 59.3 26.5 73.0 37.5 56.8 19.9 63.0 26.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 2,199,804: 425,787 78,121 740,520 829,610 1,128,100 1,995,917 1,946,741: 203,887 253,063
Old : 979,383: 221,295 134,595 277,438 403,571 488,841 902,303 900,874: 77,080 78,510
Other: 1,220,421: 310,174 49,208 357,401 426,039 639,259 1,093,613 1,045,867: 126,808 174,554
: : :
: : Changes in Commitments from: June 14, 2022 :
: -14,969: -23,270 -5,379 17,161 -7,697 -28,931 -13,807 -17,149: -1,162 2,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 3.6 33.7 37.7 51.3 90.7 88.5: 9.3 11.5
Old : 100.0: 22.6 13.7 28.3 41.2 49.9 92.1 92.0: 7.9 8.0
Other: 100.0: 25.4 4.0 29.3 34.9 52.4 89.6 85.7: 10.4 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 849: 241 97 229 411 445 733 701:
Old : 735: 158 114 152 327 383 555 584:
Other: 767: 200 82 160 327 405 588 593:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 14.2 23.2 21.9 8.6 6.4 13.8 10.5
Old : 14.0 12.5 25.7 21.7 11.2 7.6 18.0 12.3
Other: 15.1 16.0 24.1 24.6 8.7 8.5 14.9 12.9
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 14,202: 5,351 8,519 4,437 3,600 933 13,389 13,890: 813 312
Old : 13,207: 5,171 7,838 4,172 3,264 933 12,606 12,944: 600 263
Other: 995: 188 689 257 337 0 782 946: 213 49
: : :
: : Changes in Commitments from: June 14, 2022 :
: 3,257: 1,529 2,291 842 842 187 3,213 3,321: 45 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 60.0 31.2 25.4 6.6 94.3 97.8: 5.7 2.2
Old : 100.0: 39.2 59.3 31.6 24.7 7.1 95.5 98.0: 4.5 2.0
Other: 100.0: 18.9 69.2 25.9 33.9 0.0 78.6 95.1: 21.4 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 6 8 8 5 18 15:
Old : 19: 5 7 8 6 5 16 15:
Other: 6: 2 2 3 2 0 5 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 71.3 81.1 90.8 47.3 56.2 53.1 60.9
Old : 63.0 71.4 83.9 90.6 50.9 55.3 56.3 60.3
Other: 77.3 95.1 78.6 95.1 52.8 69.2 52.8 69.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 959,863: 201,281 47,834 261,110 438,964 564,772 901,354 873,716: 58,509 86,147
Old : 296,052: 50,450 26,390 98,576 123,656 149,967 272,682 274,933: 23,370 21,119
Other: 663,811: 166,543 37,156 146,821 315,308 414,805 628,671 598,782: 35,139 65,028
: : :
: : Changes in Commitments from: June 14, 2022 :
: -11,563: -8,471 3,760 -9,237 7,670 -3,657 -10,038 -9,134: -1,525 -2,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 5.0 27.2 45.7 58.8 93.9 91.0: 6.1 9.0
Old : 100.0: 17.0 8.9 33.3 41.8 50.7 92.1 92.9: 7.9 7.1
Other: 100.0: 25.1 5.6 22.1 47.5 62.5 94.7 90.2: 5.3 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 601: 179 110 172 224 281 483 492:
Old : 468: 117 75 97 166 228 321 363:
Other: 550: 163 95 131 169 258 386 434:
:----------------------------------------------------------------------------------------------------
: 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 15.7 21.4 25.0 8.7 8.4 14.0 13.8
Old : 23.5 19.1 35.1 31.9 13.7 11.7 19.2 16.1
Other: 13.2 18.2 24.4 27.4 11.9 16.7 21.5 23.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 31,146: 21,556 860 421 49 11,237 22,026 12,518: 9,120 18,628
Old : 5,879: 4,838 128 204 44 613 5,086 945: 793 4,934
Other: 25,267: 16,808 822 127 5 10,624 16,940 11,573: 8,327 13,694
: : :
: : Changes in Commitments from: June 14, 2022 :
: 261: 438 4 87 -1 -2 524 89: -263 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 2.8 1.4 0.2 36.1 70.7 40.2: 29.3 59.8
Old : 100.0: 82.3 2.2 3.5 0.7 10.4 86.5 16.1: 13.5 83.9
Other: 100.0: 66.5 3.3 0.5 0.0 42.0 67.0 45.8: 33.0 54.2
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 6 3 3 4 24 11 29:
Old : 29: 5 3 1 3 20 9 23:
Other: 32: 5 3 2 2 24 7 29:
:----------------------------------------------------------------------------------------------------
: 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 : 68.3 17.0 70.7 23.5 66.9 17.0 69.2 23.5
Old : 82.3 10.0 86.5 13.4 82.3 6.6 83.0 10.0
Other: 65.9 20.0 67.0 27.9 65.4 20.0 66.5 27.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 451,454: 92,543 28,862 99,627 224,693 298,978 416,863 427,467: 34,591 23,987
Old : 181,334: 34,279 15,178 40,102 89,757 115,949 164,138 171,229: 17,196 10,105
Other: 270,120: 71,253 26,673 46,536 134,936 183,029 252,725 256,238: 17,395 13,882
: : :
: : Changes in Commitments from: June 14, 2022 :
: -2,017: -6,745 890 1,949 5,620 -5,478 824 -2,639: -2,841 622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 6.4 22.1 49.8 66.2 92.3 94.7: 7.7 5.3
Old : 100.0: 18.9 8.4 22.1 49.5 63.9 90.5 94.4: 9.5 5.6
Other: 100.0: 26.4 9.9 17.2 50.0 67.8 93.6 94.9: 6.4 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 99 54 93 97 104 242 214:
Old : 222: 65 41 52 80 88 168 160:
Other: 247: 78 61 59 70 79 182 167:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 23.0 22.5 33.7 8.8 16.7 13.9 24.2
Old : 23.4 18.6 34.0 29.8 18.1 10.0 23.4 17.7
Other: 16.0 29.6 26.1 40.7 15.7 27.0 24.1 36.8
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 1,330,752: 89,728 118,762 97,564 977,295 932,574 1,164,588 1,148,900: 166,164 181,852
Old : 1,330,752: 89,728 118,762 97,564 977,295 932,574 1,164,588 1,148,900: 166,164 181,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2022 :
: -15,649: -3,081 -20,152 -5,707 -4,863 9,064 -13,651 -16,795: -1,998 1,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 8.9 7.3 73.4 70.1 87.5 86.3: 12.5 13.7
Old : 100.0: 6.7 8.9 7.3 73.4 70.1 87.5 86.3: 12.5 13.7
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 : 186: 27 25 31 110 110 151 152:
Old : 186: 27 25 31 110 110 151 152:
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 : 22.5 28.1 35.0 36.3 18.4 24.1 27.9 30.4
Old : 22.5 28.1 35.0 36.3 18.4 24.1 27.9 30.4
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 21, 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 : 1,281,498: 42,428 387,484 3,231 1,089,426 772,579 1,135,085 1,163,294: 146,413 118,203
Old : 1,281,498: 42,428 387,484 3,231 1,089,426 772,579 1,135,085 1,163,294: 146,413 118,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2022 :
: -16,573: 1,281 4,736 -13,875 -2,182 -7,634 -14,776 -16,773: -1,797 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 30.2 0.3 85.0 60.3 88.6 90.8: 11.4 9.2
Old : 100.0: 3.3 30.2 0.3 85.0 60.3 88.6 90.8: 11.4 9.2
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 : 151: 13 17 6 99 87 115 107:
Old : 151: 13 17 6 99 87 115 107:
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 : 21.5 36.2 37.3 52.4 18.3 36.2 32.1 49.7
Old : 21.5 36.2 37.3 52.4 18.3 36.2 32.1 49.7
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 21, 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 : 456,803: 97,982 16,268 113,721 191,516 300,602 403,219 430,591: 53,584 26,211
Old : 172,235: 48,586 12,685 30,427 67,643 117,031 146,656 160,143: 25,579 12,092
Other: 284,568: 83,406 37,594 49,284 123,873 183,571 256,563 270,449: 28,005 14,119
: : :
: : Changes in Commitments from: June 14, 2022 :
: 21,243: 6,562 -1,652 12,352 3,658 10,122 22,572 20,821: -1,329 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 3.6 24.9 41.9 65.8 88.3 94.3: 11.7 5.7
Old : 100.0: 28.2 7.4 17.7 39.3 67.9 85.1 93.0: 14.9 7.0
Other: 100.0: 29.3 13.2 17.3 43.5 64.5 90.2 95.0: 9.8 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 103 33 96 108 113 255 216:
Old : 236: 78 30 51 94 102 189 167:
Other: 242: 73 53 61 84 81 194 164:
:----------------------------------------------------------------------------------------------------
: 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 27.9 19.8 39.3 9.0 25.2 14.3 33.1
Old : 20.1 21.5 27.7 34.2 15.9 19.3 20.6 30.1
Other: 14.1 32.2 23.1 47.1 13.9 31.8 22.4 44.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 10,396: 2,016 1,522 954 4,630 6,897 7,600 9,372: 2,796 1,023
Old : 2,407: 842 428 190 433 1,399 1,465 2,018: 942 389
Other: 7,989: 1,186 1,105 752 4,198 5,498 6,136 7,355: 1,854 634
: : :
: : Changes in Commitments from: June 14, 2022 :
: -601: -109 -279 17 -298 -434 -390 -696: -211 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 14.6 9.2 44.5 66.3 73.1 90.2: 26.9 9.8
Old : 100.0: 35.0 17.8 7.9 18.0 58.1 60.9 83.8: 39.1 16.2
Other: 100.0: 14.8 13.8 9.4 52.5 68.8 76.8 92.1: 23.2 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 17 10 6 18 16 38 29:
Old : 29: 10 7 4 7 7 19 16:
Other: 52: 17 8 5 17 15 36 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 49.0 40.2 65.5 26.7 46.7 35.3 60.8
Old : 29.7 51.5 46.1 72.1 28.0 51.2 39.4 65.1
Other: 36.1 56.0 47.6 71.4 33.6 54.7 44.2 68.3
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 2,095,438: 255,120 378,190 97,849 1,608,301 1,398,709 1,961,271 1,874,749: 134,168 220,689
Old : 2,095,438: 255,120 378,190 97,849 1,608,301 1,398,709 1,961,271 1,874,749: 134,168 220,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2022 :
: 74,573: 21,117 -19,295 14,416 48,856 70,614 84,388 65,735: -9,815 8,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 18.0 4.7 76.8 66.8 93.6 89.5: 6.4 10.5
Old : 100.0: 12.2 18.0 4.7 76.8 66.8 93.6 89.5: 6.4 10.5
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 : 351: 38 69 28 162 187 212 272:
Old : 351: 38 69 28 162 187 212 272:
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 : 24.7 15.3 35.0 24.3 21.6 10.8 29.4 18.5
Old : 24.7 15.3 35.0 24.3 21.6 10.8 29.4 18.5
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 21, 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 : 4,326,230: 208,597 451,647 621,050 3,177,825 2,755,323 4,007,472 3,828,020: 318,757 498,210
Old : 4,326,230: 208,597 451,647 621,050 3,177,825 2,755,323 4,007,472 3,828,020: 318,757 498,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2022 :
: -144,666: -5,739 45,997 -55,782 -60,344 -117,132 -121,864 -126,917: -22,802 -17,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 10.4 14.4 73.5 63.7 92.6 88.5: 7.4 11.5
Old : 100.0: 4.8 10.4 14.4 73.5 63.7 92.6 88.5: 7.4 11.5
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 : 416: 51 90 77 230 214 334 328:
Old : 416: 51 90 77 230 214 334 328:
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 : 21.1 19.9 29.1 26.6 15.8 14.4 21.2 18.4
Old : 21.1 19.9 29.1 26.6 15.8 14.4 21.2 18.4
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 21, 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 : 1,208,742: 55,061 118,767 11,179 1,035,003 822,004 1,101,243 951,950: 107,499 256,792
Old : 1,208,742: 55,061 118,767 11,179 1,035,003 822,004 1,101,243 951,950: 107,499 256,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2022 :
: -19,258: 14 -17,487 565 7,489 8,461 8,068 -8,461: -27,326 -10,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 9.8 0.9 85.6 68.0 91.1 78.8: 8.9 21.2
Old : 100.0: 4.6 9.8 0.9 85.6 68.0 91.1 78.8: 8.9 21.2
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 : 139: 11 17 7 78 94 93 114:
Old : 139: 11 17 7 78 94 93 114:
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 : 31.3 18.8 46.9 29.5 31.2 14.0 42.1 21.2
Old : 31.3 18.8 46.9 29.5 31.2 14.0 42.1 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 x Index Points :
: : :
All : 3,337: 1,306 1,462 1,195 0 44 2,501 2,701: 836 636
Old : 3,337: 1,306 1,462 1,195 0 44 2,501 2,701: 836 636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2022 :
: 510: 460 819 -21 0 -33 439 765: 71 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 43.8 35.8 0.0 1.3 74.9 80.9: 25.1 19.1
Old : 100.0: 39.1 43.8 35.8 0.0 1.3 74.9 80.9: 25.1 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 18 5 2 0 1 19 7:
Old : 24: 18 5 2 0 1 19 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 76.8 62.3 80.9 20.7 43.1 29.7 45.1
Old : 48.9 76.8 62.3 80.9 20.7 43.1 29.7 45.1
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 21, 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 : 4,274,454: 337,148 473,644 317,429 3,310,606 2,991,803 3,965,183 3,782,876: 309,271 491,578
Old : 4,274,454: 337,148 473,644 317,429 3,310,606 2,991,803 3,965,183 3,782,876: 309,271 491,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2022 :
: -108,862: -15,303 -79,408 -47,379 -33,746 26,893 -96,428 -99,895: -12,434 -8,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 11.1 7.4 77.5 70.0 92.8 88.5: 7.2 11.5
Old : 100.0: 7.9 11.1 7.4 77.5 70.0 92.8 88.5: 7.2 11.5
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 : 337: 34 74 50 168 183 235 274:
Old : 337: 34 74 50 168 183 235 274:
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 : 29.7 17.1 40.6 25.1 22.4 14.2 30.8 19.9
Old : 29.7 17.1 40.6 25.1 22.4 14.2 30.8 19.9
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 21, 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 : 1,646,304: 231,344 106,923 219,413 1,151,997 1,277,474 1,602,754 1,603,810: 43,550 42,494
Old : 1,646,304: 231,344 106,923 219,413 1,151,997 1,277,474 1,602,754 1,603,810: 43,550 42,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2022 :
: -34,208: 9,748 -3,742 -3,665 -37,104 -27,138 -31,021 -34,545: -3,187 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 6.5 13.3 70.0 77.6 97.4 97.4: 2.6 2.6
Old : 100.0: 14.1 6.5 13.3 70.0 77.6 97.4 97.4: 2.6 2.6
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 : 119: 25 14 29 74 75 109 108:
Old : 119: 25 14 29 74 75 109 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 31.7 49.5 46.4 16.3 18.2 23.6 26.3
Old : 30.6 31.7 49.5 46.4 16.3 18.2 23.6 26.3
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 21, 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 : 34,570: 5,162 17,902 76 24,092 9,640 29,330 27,619: 5,240 6,951
Old : 34,570: 5,162 17,902 76 24,092 9,640 29,330 27,619: 5,240 6,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2022 :
: -12,662: -2,046 -291 -2,243 -6,906 -9,352 -11,194 -11,885: -1,467 -776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 51.8 0.2 69.7 27.9 84.8 79.9: 15.2 20.1
Old : 100.0: 14.9 51.8 0.2 69.7 27.9 84.8 79.9: 15.2 20.1
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 : 93: 17 23 9 33 27 57 52:
Old : 93: 17 23 9 33 27 57 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 39.7 52.8 51.8 37.8 39.6 52.5 51.8
Old : 38.1 39.7 52.8 51.8 37.8 39.6 52.5 51.8
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 21, 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 : 69,139: 10,323 35,804 152 48,185 19,281 58,660 55,237: 10,479 13,902
Old : 69,139: 10,323 35,804 152 48,185 19,281 58,660 55,237: 10,479 13,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2022 :
: -25,324: -4,091 -582 -4,486 -13,812 -18,703 -22,389 -23,771: -2,935 -1,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 51.8 0.2 69.7 27.9 84.8 79.9: 15.2 20.1
Old : 100.0: 14.9 51.8 0.2 69.7 27.9 84.8 79.9: 15.2 20.1
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 : 93: 17 23 9 33 27 57 52:
Old : 93: 17 23 9 33 27 57 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 39.7 52.8 51.8 37.8 39.6 52.5 51.8
Old : 38.1 39.7 52.8 51.8 37.8 39.6 52.5 51.8
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 21, 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 : 41,075: 3,670 1,187 5 34,965 38,413 38,640 39,605: 2,435 1,470
Old : 41,075: 3,670 1,187 5 34,965 38,413 38,640 39,605: 2,435 1,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2022 :
: -41,626: 615 -1,334 5 -25,666 -24,219 -25,046 -25,548: -16,580 -16,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 2.9 0.0 85.1 93.5 94.1 96.4: 5.9 3.6
Old : 100.0: 8.9 2.9 0.0 85.1 93.5 94.1 96.4: 5.9 3.6
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 : 33: 3 2 1 21 10 25 12:
Old : 33: 3 2 1 21 10 25 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 : 50.2 71.2 68.6 91.4 50.2 69.3 67.4 89.5
Old : 50.2 71.2 68.6 91.4 50.2 69.3 67.4 89.5
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 21, 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 : 65,170: 17,434 25,486 2,022 45,267 37,503 64,723 65,011: 447 159
Old : 65,170: 17,434 25,486 2,022 45,267 37,503 64,723 65,011: 447 159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2022 :
: -22,440: -7,994 -8,253 -14,274 0 0 -22,268 -22,527: -172 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 39.1 3.1 69.5 57.5 99.3 99.8: 0.7 0.2
Old : 100.0: 26.8 39.1 3.1 69.5 57.5 99.3 99.8: 0.7 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 : 47: 23 16 3 7 1 32 18:
Old : 47: 23 16 3 7 1 32 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 : 76.9 83.2 90.4 96.3 76.9 81.6 88.9 94.5
Old : 76.9 83.2 90.4 96.3 76.9 81.6 88.9 94.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2022