WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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 : 422,808: 83,190 93,731 150,359 157,609 138,042 391,158 382,132: 31,650 40,676
Old : 375,082: 75,872 95,568 126,256 144,344 118,746 346,473 340,570: 28,609 34,511
Other: 47,726: 19,529 10,374 11,891 13,265 19,296 44,685 41,562: 3,041 6,164
: : :
: : Changes in Commitments from: July 26, 2022 :
: 18,367: 6,518 8,701 5,711 6,996 2,895 19,224 17,307: -857 1,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 22.2 35.6 37.3 32.6 92.5 90.4: 7.5 9.6
Old : 100.0: 20.2 25.5 33.7 38.5 31.7 92.4 90.8: 7.6 9.2
Other: 100.0: 40.9 21.7 24.9 27.8 40.4 93.6 87.1: 6.4 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 96 97 125 96 111 262 270:
Old : 321: 107 86 119 94 107 256 261:
Other: 142: 27 36 31 39 62 84 112:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 13.9 25.1 22.4 11.1 7.2 17.6 12.4
Old : 16.6 14.9 26.6 24.1 11.5 9.0 17.3 14.8
Other: 36.1 22.1 49.9 35.0 33.7 13.5 45.6 22.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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 : 186,023: 38,229 33,795 42,636 84,784 87,528 165,649 163,960: 20,373 22,063
Old : 174,449: 34,442 33,769 39,589 81,243 82,479 155,274 155,837: 19,176 18,612
Other: 11,573: 5,632 1,871 1,202 3,542 5,049 10,376 8,122: 1,198 3,451
: : :
: : Changes in Commitments from: July 26, 2022 :
: 4,670: 559 624 3,974 -182 -175 4,351 4,423: 319 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 18.2 22.9 45.6 47.1 89.0 88.1: 11.0 11.9
Old : 100.0: 19.7 19.4 22.7 46.6 47.3 89.0 89.3: 11.0 10.7
Other: 100.0: 48.7 16.2 10.4 30.6 43.6 89.7 70.2: 10.3 29.8
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 54 46 70 85 81 181 165:
Old : 213: 55 44 66 81 75 172 158:
Other: 97: 15 16 11 29 52 52 72:
:----------------------------------------------------------------------------------------------------
: 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 17.5 21.5 28.2 10.6 16.3 17.8 25.3
Old : 13.2 18.4 22.4 29.4 11.3 17.2 18.6 26.7
Other: 44.8 23.6 60.4 35.0 44.7 20.8 59.8 30.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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 : 1,835,694: 276,783 112,709 621,428 766,371 877,864 1,664,582 1,612,001: 171,111 223,693
Old : 432,459: 112,769 146,310 95,946 188,102 154,781 396,817 397,038: 35,642 35,421
Other: 1,403,235: 289,530 91,914 399,966 578,269 723,083 1,267,765 1,214,963: 135,469 188,272
: : :
: : Changes in Commitments from: July 26, 2022 :
: 22,869: 13,177 -1,060 21,039 -4,924 2,180 29,292 22,159: -6,423 710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 6.1 33.9 41.7 47.8 90.7 87.8: 9.3 12.2
Old : 100.0: 26.1 33.8 22.2 43.5 35.8 91.8 91.8: 8.2 8.2
Other: 100.0: 20.6 6.6 28.5 41.2 51.5 90.3 86.6: 9.7 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 809: 193 119 222 400 430 695 683:
Old : 612: 105 101 80 254 291 399 432:
Other: 784: 199 103 182 352 410 622 630:
:----------------------------------------------------------------------------------------------------
: 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 12.7 20.6 19.6 8.3 6.2 13.2 10.4
Old : 14.1 15.4 25.0 26.2 12.0 14.8 20.3 22.8
Other: 12.5 14.0 20.7 21.3 8.0 7.5 12.8 11.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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 : 733,897: 139,598 49,537 206,356 342,545 401,662 688,499 657,555: 45,399 76,342
Old : 713,323: 137,502 51,747 198,956 333,144 389,988 669,602 640,691: 43,721 72,631
Other: 20,575: 7,515 3,209 1,981 9,401 11,674 18,897 16,864: 1,678 3,711
: : :
: : Changes in Commitments from: July 26, 2022 :
: 9,698: 6,159 -4,212 12,225 -8,007 1,608 10,377 9,621: -678 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 6.7 28.1 46.7 54.7 93.8 89.6: 6.2 10.4
Old : 100.0: 19.3 7.3 27.9 46.7 54.7 93.9 89.8: 6.1 10.2
Other: 100.0: 36.5 15.6 9.6 45.7 56.7 91.8 82.0: 8.2 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 589: 176 114 174 193 261 442 486:
Old : 589: 176 116 174 192 261 441 486:
Other: 227: 22 34 21 34 147 65 195:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 14.2 22.1 23.1 10.3 11.8 16.9 18.0
Old : 12.1 14.4 22.5 23.5 10.6 12.0 17.4 18.4
Other: 43.5 21.6 59.0 33.4 43.5 20.4 56.6 30.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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 : 26,371: 19,879 923 106 6 10,862 19,991 11,891: 6,380 14,480
Old : 24,009: 18,640 916 105 6 9,313 18,751 10,334: 5,258 13,675
Other: 2,362: 1,239 7 1 0 1,549 1,240 1,557: 1,122 805
: : :
: : Changes in Commitments from: July 26, 2022 :
: 365: 763 71 -3 -3 37 757 105: -392 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 3.5 0.4 0.0 41.2 75.8 45.1: 24.2 54.9
Old : 100.0: 77.6 3.8 0.4 0.0 38.8 78.1 43.0: 21.9 57.0
Other: 100.0: 52.5 0.3 0.0 0.0 65.6 52.5 65.9: 47.5 34.1
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 3 4 2 21 7 28:
Old : 29: 5 3 4 2 21 7 28:
Other: 22: 3 2 1 0 17 3 20:
:----------------------------------------------------------------------------------------------------
: 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 : 74.1 21.4 75.8 29.2 73.7 21.4 75.4 29.2
Old : 77.7 17.8 78.1 26.0 77.3 17.8 77.6 26.0
Other: 52.5 61.5 52.5 64.0 52.5 61.5 52.5 64.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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 : 427,708: 59,231 34,971 107,823 234,022 260,381 401,076 403,175: 26,633 24,533
Old : 77,049: 14,008 8,203 11,338 47,199 52,779 72,545 72,321: 4,504 4,728
Other: 350,660: 54,238 35,783 87,469 186,823 207,602 328,531 330,855: 22,129 19,805
: : :
: : Changes in Commitments from: July 26, 2022 :
: 12,866: 725 -6,904 12,890 217 6,275 13,832 12,261: -965 605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 8.2 25.2 54.7 60.9 93.8 94.3: 6.2 5.7
Old : 100.0: 18.2 10.6 14.7 61.3 68.5 94.2 93.9: 5.8 6.1
Other: 100.0: 15.5 10.2 24.9 53.3 59.2 93.7 94.4: 6.3 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 72 58 83 105 111 223 217:
Old : 166: 41 23 24 63 65 111 105:
Other: 267: 66 71 80 92 102 207 207:
:----------------------------------------------------------------------------------------------------
: 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 19.6 23.1 30.2 8.7 14.2 14.1 19.9
Old : 31.7 18.8 41.5 33.4 31.5 17.5 40.9 31.6
Other: 13.5 21.9 22.9 33.1 10.8 17.0 18.1 24.2
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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 : 1,287,933: 74,084 135,619 73,291 965,520 915,822 1,112,895 1,124,732: 175,038 163,201
Old : 1,287,933: 74,084 135,619 73,291 965,520 915,822 1,112,895 1,124,732: 175,038 163,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2022 :
: 4,730: -212 10,704 10,967 -2,365 -18,176 8,390 3,495: -3,660 1,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 10.5 5.7 75.0 71.1 86.4 87.3: 13.6 12.7
Old : 100.0: 5.8 10.5 5.7 75.0 71.1 86.4 87.3: 13.6 12.7
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 : 178: 22 22 26 112 109 148 143:
Old : 178: 22 22 26 112 109 148 143:
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 : 20.8 28.6 32.9 38.9 17.3 25.3 26.1 32.8
Old : 20.8 28.6 32.9 38.9 17.3 25.3 26.1 32.8
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, August 02, 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 : 1,317,958: 48,880 400,982 3,367 1,114,457 806,562 1,166,704 1,210,911: 151,254 107,047
Old : 1,317,958: 48,880 400,982 3,367 1,114,457 806,562 1,166,704 1,210,911: 151,254 107,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2022 :
: -10,533: -311 1,538 49 -6,533 -12,842 -6,795 -11,255: -3,738 722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 30.4 0.3 84.6 61.2 88.5 91.9: 11.5 8.1
Old : 100.0: 3.7 30.4 0.3 84.6 61.2 88.5 91.9: 11.5 8.1
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 : 159: 16 15 10 101 96 121 117:
Old : 159: 16 15 10 101 96 121 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 35.7 37.5 52.6 19.3 35.7 32.6 49.9
Old : 22.8 35.7 37.5 52.6 19.3 35.7 32.6 49.9
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, August 02, 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 : 443,344: 109,465 10,375 108,206 174,266 297,310 391,937 415,891: 51,407 27,453
Old : 80,957: 30,484 1,946 11,690 28,577 60,721 70,751 74,358: 10,206 6,599
Other: 362,387: 106,517 35,964 68,980 145,689 236,589 321,186 341,533: 41,201 20,854
: : :
: : Changes in Commitments from: July 26, 2022 :
: 5,299: 530 -1,602 7,179 -3,066 763 4,643 6,340: 656 -1,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 2.3 24.4 39.3 67.1 88.4 93.8: 11.6 6.2
Old : 100.0: 37.7 2.4 14.4 35.3 75.0 87.4 91.8: 12.6 8.2
Other: 100.0: 29.4 9.9 19.0 40.2 65.3 88.6 94.2: 11.4 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 96 34 80 96 109 233 198:
Old : 177: 41 23 22 60 80 114 112:
Other: 259: 92 43 68 87 100 213 182:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 29.1 19.5 39.8 9.2 26.5 16.1 34.8
Old : 32.8 27.7 44.1 37.8 32.7 27.4 41.1 35.3
Other: 11.7 30.9 20.4 43.1 11.2 29.0 19.3 40.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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 : 9,220: 1,922 1,635 681 4,437 6,189 7,039 8,504: 2,180 715
Old : 9,220: 1,922 1,635 681 4,437 6,189 7,039 8,504: 2,180 715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2022 :
: -78: 2 159 -23 73 -261 52 -125: -130 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 17.7 7.4 48.1 67.1 76.4 92.2: 23.6 7.8
Old : 100.0: 20.8 17.7 7.4 48.1 67.1 76.4 92.2: 23.6 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 16 12 5 17 18 34 34:
Old : 54: 16 12 5 17 18 34 34:
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 : 35.1 51.6 48.5 64.4 32.6 51.3 44.2 62.6
Old : 35.1 51.6 48.5 64.4 32.6 51.3 44.2 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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 : 2,075,824: 234,348 334,587 48,243 1,648,193 1,464,351 1,930,784 1,847,181: 145,040 228,643
Old : 2,075,824: 234,348 334,587 48,243 1,648,193 1,464,351 1,930,784 1,847,181: 145,040 228,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2022 :
: 40,728: -4,541 4,324 7,541 30,530 8,790 33,529 20,655: 7,199 20,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 16.1 2.3 79.4 70.5 93.0 89.0: 7.0 11.0
Old : 100.0: 11.3 16.1 2.3 79.4 70.5 93.0 89.0: 7.0 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 : 363: 40 72 29 171 195 230 277:
Old : 363: 40 72 29 171 195 230 277:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 18.0 31.9 27.4 18.9 11.4 28.8 19.6
Old : 19.3 18.0 31.9 27.4 18.9 11.4 28.8 19.6
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, August 02, 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 : 4,336,139: 245,932 466,956 516,138 3,191,409 2,883,522 3,953,479 3,866,615: 382,660 469,523
Old : 4,336,139: 245,932 466,956 516,138 3,191,409 2,883,522 3,953,479 3,866,615: 382,660 469,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2022 :
: 169,729: -27,433 45,289 111,125 81,054 -11,346 164,747 145,069: 4,982 24,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 10.8 11.9 73.6 66.5 91.2 89.2: 8.8 10.8
Old : 100.0: 5.7 10.8 11.9 73.6 66.5 91.2 89.2: 8.8 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 400: 61 75 79 219 209 323 320:
Old : 400: 61 75 79 219 209 323 320:
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 : 20.5 19.4 27.4 26.3 14.5 13.6 19.9 18.9
Old : 20.5 19.4 27.4 26.3 14.5 13.6 19.9 18.9
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, August 02, 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 : 1,168,636: 54,793 91,084 10,767 966,321 813,894 1,031,881 915,745: 136,755 252,891
Old : 1,168,636: 54,793 91,084 10,767 966,321 813,894 1,031,881 915,745: 136,755 252,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2022 :
: 3,360: -4,675 690 3,975 -921 -2,172 -1,621 2,493: 4,981 867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 7.8 0.9 82.7 69.6 88.3 78.4: 11.7 21.6
Old : 100.0: 4.7 7.8 0.9 82.7 69.6 88.3 78.4: 11.7 21.6
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 : 136: 13 17 11 79 88 97 111:
Old : 136: 13 17 11 79 88 97 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 20.5 46.9 30.4 31.8 14.1 40.8 22.7
Old : 32.3 20.5 46.9 30.4 31.8 14.1 40.8 22.7
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, August 02, 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 : 2,864: 1,395 2,032 404 0 0 1,799 2,436: 1,065 428
Old : 2,864: 1,395 2,032 404 0 0 1,799 2,436: 1,065 428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2022 :
: -1,969: -2,007 -1,951 404 0 -484 -1,603 -2,031: -366 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 70.9 14.1 0.0 0.0 62.8 85.1: 37.2 14.9
Old : 100.0: 48.7 70.9 14.1 0.0 0.0 62.8 85.1: 37.2 14.9
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 : 26: 18 7 2 0 0 20 8:
Old : 26: 18 7 2 0 0 20 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 79.4 44.7 85.1 25.2 66.7 34.1 70.9
Old : 34.9 79.4 44.7 85.1 25.2 66.7 34.1 70.9
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, August 02, 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 : 4,264,793: 322,643 629,754 239,257 3,374,199 2,969,546 3,936,099 3,838,557: 328,694 426,237
Old : 4,264,793: 322,643 629,754 239,257 3,374,199 2,969,546 3,936,099 3,838,557: 328,694 426,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2022 :
: 5,336: 11,358 26,797 44,059 -86,286 -61,850 -30,868 9,007: 36,205 -3,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 14.8 5.6 79.1 69.6 92.3 90.0: 7.7 10.0
Old : 100.0: 7.6 14.8 5.6 79.1 69.6 92.3 90.0: 7.7 10.0
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: 35 60 43 173 191 229 273:
Old : 332: 35 60 43 173 191 229 273:
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 : 28.8 15.6 39.8 24.7 22.3 14.1 31.1 21.0
Old : 28.8 15.6 39.8 24.7 22.3 14.1 31.1 21.0
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, August 02, 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 : 1,540,437: 153,948 156,673 193,376 1,159,508 1,145,311 1,506,832 1,495,360: 33,605 45,077
Old : 1,540,437: 153,948 156,673 193,376 1,159,508 1,145,311 1,506,832 1,495,360: 33,605 45,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2022 :
: -345,362: -137,019 12,874 -22,710 -186,529 -340,275 -346,258 -350,111: 896 4,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 10.2 12.6 75.3 74.3 97.8 97.1: 2.2 2.9
Old : 100.0: 10.0 10.2 12.6 75.3 74.3 97.8 97.1: 2.2 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 21 24 34 77 81 117 121:
Old : 131: 21 24 34 77 81 117 121:
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 : 31.1 32.5 53.8 45.0 22.9 24.6 35.2 30.9
Old : 31.1 32.5 53.8 45.0 22.9 24.6 35.2 30.9
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, August 02, 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 : 36,365: 8,087 17,296 419 22,703 11,237 31,209 28,952: 5,155 7,412
Old : 36,365: 8,087 17,296 419 22,703 11,237 31,209 28,952: 5,155 7,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2022 :
: -365: 112 -1,274 182 -760 1,316 -466 224: 102 -589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 47.6 1.2 62.4 30.9 85.8 79.6: 14.2 20.4
Old : 100.0: 22.2 47.6 1.2 62.4 30.9 85.8 79.6: 14.2 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 : 90: 18 21 9 36 25 59 50:
Old : 90: 18 21 9 36 25 59 50:
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 : 36.9 39.9 53.9 49.6 36.8 39.8 53.8 48.9
Old : 36.9 39.9 53.9 49.6 36.8 39.8 53.8 48.9
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, August 02, 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 : 72,729: 16,175 34,592 838 45,406 22,474 62,419 57,904: 10,311 14,825
Old : 72,729: 16,175 34,592 838 45,406 22,474 62,419 57,904: 10,311 14,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2022 :
: -730: 223 -2,548 363 -1,519 2,633 -933 448: 203 -1,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 47.6 1.2 62.4 30.9 85.8 79.6: 14.2 20.4
Old : 100.0: 22.2 47.6 1.2 62.4 30.9 85.8 79.6: 14.2 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 : 90: 18 21 9 36 25 59 50:
Old : 90: 18 21 9 36 25 59 50:
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 : 36.9 39.9 53.9 49.6 36.8 39.8 53.8 48.9
Old : 36.9 39.9 53.9 49.6 36.8 39.8 53.8 48.9
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, August 02, 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 : 44,504: 3,282 428 0 38,574 42,961 41,856 43,389: 2,648 1,115
Old : 44,504: 3,282 428 0 38,574 42,961 41,856 43,389: 2,648 1,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2022 :
: 1,173: 1,048 0 -67 28 994 1,009 927: 164 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 1.0 0.0 86.7 96.5 94.0 97.5: 6.0 2.5
Old : 100.0: 7.4 1.0 0.0 86.7 96.5 94.0 97.5: 6.0 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 : 35: 4 1 0 22 11 26 12:
Old : 35: 4 1 0 22 11 26 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 : 47.6 70.5 64.1 91.9 47.6 68.2 64.1 89.5
Old : 47.6 70.5 64.1 91.9 47.6 68.2 64.1 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, August 02, 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 : 67,084: 15,791 28,414 1,029 49,891 37,503 66,711 66,946: 373 138
Old : 67,084: 15,791 28,414 1,029 49,891 37,503 66,711 66,946: 373 138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2022 :
: -2,654: 1,356 -1,684 -512 -3,497 -485 -2,653 -2,681: -1 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 42.4 1.5 74.4 55.9 99.4 99.8: 0.6 0.2
Old : 100.0: 23.5 42.4 1.5 74.4 55.9 99.4 99.8: 0.6 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: 20 19 4 7 1 28 23:
Old : 47: 20 19 4 7 1 28 23:
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 : 78.4 81.4 90.3 94.6 78.4 81.4 90.3 94.6
Old : 78.4 81.4 90.3 94.6 78.4 81.4 90.3 94.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 05, 2022