WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 432,194: 82,018 99,471 153,728 160,670 140,403 396,416 393,602: 35,778 38,592
Old : 377,162: 71,200 96,773 128,806 144,584 119,946 344,590 345,525: 32,572 31,637
Other: 55,031: 22,159 14,038 13,581 16,086 20,458 51,826 48,077: 3,205 6,954
: : :
: : Changes in Commitments from: August 16, 2022 :
: 11,867: 358 4,278 6,746 3,569 1,213 10,672 12,237: 1,194 -370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 23.0 35.6 37.2 32.5 91.7 91.1: 8.3 8.9
Old : 100.0: 18.9 25.7 34.2 38.3 31.8 91.4 91.6: 8.6 8.4
Other: 100.0: 40.3 25.5 24.7 29.2 37.2 94.2 87.4: 5.8 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 111 90 128 107 111 284 273:
Old : 335: 115 88 123 104 108 276 266:
Other: 159: 32 43 34 41 65 94 123:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 13.3 24.7 21.9 10.7 7.7 17.1 13.3
Old : 15.4 14.0 26.2 23.5 10.9 9.0 16.6 15.2
Other: 30.6 22.1 43.8 33.6 28.9 11.9 40.2 20.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 176,942: 43,495 38,033 35,391 77,781 83,356 156,668 156,780: 20,275 20,163
Old : 164,424: 39,011 37,246 33,143 73,398 77,603 145,552 147,992: 18,872 16,432
Other: 12,518: 5,497 1,799 1,236 4,383 5,752 11,115 8,787: 1,403 3,730
: : :
: : Changes in Commitments from: August 16, 2022 :
: 2,405: 4,309 1,347 847 -32 2,555 5,124 4,750: -2,718 -2,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 21.5 20.0 44.0 47.1 88.5 88.6: 11.5 11.4
Old : 100.0: 23.7 22.7 20.2 44.6 47.2 88.5 90.0: 11.5 10.0
Other: 100.0: 43.9 14.4 9.9 35.0 46.0 88.8 70.2: 11.2 29.8
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 54 45 60 84 83 171 159:
Old : 208: 52 46 57 80 80 163 156:
Other: 98: 17 14 12 31 52 53 73:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 20.2 25.0 32.1 11.9 18.4 20.4 27.5
Old : 14.9 21.4 25.8 33.7 12.3 19.8 21.3 29.2
Other: 35.5 21.2 52.1 33.9 35.5 20.8 50.8 30.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 1,848,801: 339,356 92,333 596,371 742,904 934,361 1,678,631 1,623,065: 170,170 225,737
Old : 218,997: 34,644 13,577 85,037 78,832 99,703 198,513 198,317: 20,484 20,680
Other: 1,629,804: 326,460 100,504 489,586 664,073 834,658 1,480,118 1,424,748: 149,686 205,056
: : :
: : Changes in Commitments from: August 16, 2022 :
: 45,554: 25,640 -23,674 28,921 -12,592 37,058 41,969 42,306: 3,585 3,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 5.0 32.3 40.2 50.5 90.8 87.8: 9.2 12.2
Old : 100.0: 15.8 6.2 38.8 36.0 45.5 90.6 90.6: 9.4 9.4
Other: 100.0: 20.0 6.2 30.0 40.7 51.2 90.8 87.4: 9.2 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 806: 202 102 216 393 437 686 678:
Old : 513: 86 53 72 208 279 324 375:
Other: 798: 191 113 200 365 427 648 657:
:----------------------------------------------------------------------------------------------------
: 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 13.0 20.8 19.8 8.0 6.8 12.5 10.8
Old : 19.2 17.8 29.8 27.4 9.3 7.3 12.9 11.7
Other: 12.2 13.0 21.0 20.0 9.0 7.1 13.7 11.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 789,452: 152,624 57,419 233,618 357,570 420,128 743,812 711,165: 45,640 78,287
Old : 760,877: 147,223 58,355 222,542 347,402 406,117 717,167 687,014: 43,710 73,863
Other: 28,575: 14,162 7,825 2,315 10,168 14,011 26,645 24,151: 1,930 4,424
: : :
: : Changes in Commitments from: August 16, 2022 :
: 33,180: 10,551 2,742 18,212 1,520 14,019 30,282 34,974: 2,898 -1,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 7.3 29.6 45.3 53.2 94.2 90.1: 5.8 9.9
Old : 100.0: 19.3 7.7 29.2 45.7 53.4 94.3 90.3: 5.7 9.7
Other: 100.0: 49.6 27.4 8.1 35.6 49.0 93.2 84.5: 6.8 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 600: 173 124 178 193 271 448 502:
Old : 599: 175 123 178 191 271 445 502:
Other: 240: 17 43 19 42 153 74 202:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 12.9 21.6 21.2 10.5 10.9 16.8 16.4
Old : 12.8 13.0 22.2 21.6 11.0 11.1 17.6 16.8
Other: 51.3 21.8 65.4 37.1 51.3 19.9 64.5 34.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 26,105: 21,195 704 208 3 10,906 21,406 11,818: 4,699 14,287
Old : 23,452: 19,710 697 207 3 9,155 19,920 10,059: 3,532 13,393
Other: 2,653: 1,485 7 1 0 1,751 1,486 1,759: 1,167 894
: : :
: : Changes in Commitments from: August 16, 2022 :
: 296: 613 15 13 -2 154 624 182: -328 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 2.7 0.8 0.0 41.8 82.0 45.3: 18.0 54.7
Old : 100.0: 84.0 3.0 0.9 0.0 39.0 84.9 42.9: 15.1 57.1
Other: 100.0: 56.0 0.3 0.0 0.0 66.0 56.0 66.3: 44.0 33.7
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 6 2 2 1 21 7 25:
Old : 29: 6 2 2 1 21 7 25:
Other: 23: 3 2 1 0 18 3 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.3 21.7 82.0 29.2 78.6 21.7 81.2 29.2
Old : 83.7 17.5 84.9 25.6 82.8 17.5 84.0 25.6
Other: 56.0 61.6 56.0 64.1 56.0 61.6 56.0 64.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 472,042: 75,440 31,676 129,546 234,414 287,964 439,400 449,186: 32,642 22,856
Old : 54,266: 5,164 6,035 14,572 31,509 31,048 51,246 51,655: 3,020 2,610
Other: 417,777: 75,074 30,438 110,176 202,905 256,917 388,154 397,531: 29,622 20,246
: : :
: : Changes in Commitments from: August 16, 2022 :
: 9,170: 6,509 222 4,691 -3,712 5,762 7,487 10,675: 1,683 -1,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 6.7 27.4 49.7 61.0 93.1 95.2: 6.9 4.8
Old : 100.0: 9.5 11.1 26.9 58.1 57.2 94.4 95.2: 5.6 4.8
Other: 100.0: 18.0 7.3 26.4 48.6 61.5 92.9 95.2: 7.1 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 87 55 90 101 111 228 227:
Old : 131: 31 22 24 52 55 93 91:
Other: 281: 84 62 87 92 108 217 222:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 20.8 22.2 31.4 8.3 16.6 13.3 22.8
Old : 32.7 21.1 47.8 36.0 30.5 19.5 41.1 29.2
Other: 13.6 22.8 22.4 33.1 9.7 18.1 15.4 25.3
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 1,359,446: 76,300 145,047 119,444 962,650 925,436 1,158,393 1,189,927: 201,053 169,519
Old : 1,359,446: 76,300 145,047 119,444 962,650 925,436 1,158,393 1,189,927: 201,053 169,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2022 :
: 57,018: 2,887 8,100 32,577 1,358 516 36,821 41,192: 20,196 15,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 10.7 8.8 70.8 68.1 85.2 87.5: 14.8 12.5
Old : 100.0: 5.6 10.7 8.8 70.8 68.1 85.2 87.5: 14.8 12.5
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 : 171: 23 22 30 105 104 144 140:
Old : 171: 23 22 30 105 104 144 140:
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 : 18.9 26.6 30.6 36.5 15.6 22.2 24.5 30.2
Old : 18.9 26.6 30.6 36.5 15.6 22.2 24.5 30.2
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 23, 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 : 1,387,057: 64,305 440,538 42,608 1,121,993 787,480 1,228,906 1,270,626: 158,152 116,432
Old : 1,387,057: 64,305 440,538 42,608 1,121,993 787,480 1,228,906 1,270,626: 158,152 116,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2022 :
: 12,359: 9,242 10,562 7,463 -11,260 -8,131 5,445 9,894: 6,914 2,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 31.8 3.1 80.9 56.8 88.6 91.6: 11.4 8.4
Old : 100.0: 4.6 31.8 3.1 80.9 56.8 88.6 91.6: 11.4 8.4
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 : 152: 15 16 11 101 92 121 114:
Old : 152: 15 16 11 101 92 121 114:
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 : 22.1 38.7 37.3 54.0 19.6 37.5 32.2 50.4
Old : 22.1 38.7 37.3 54.0 19.6 37.5 32.2 50.4
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 23, 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 : 474,763: 124,182 10,562 111,114 183,934 323,333 419,230 445,009: 55,533 29,754
Old : 55,632: 23,567 1,956 12,339 12,757 35,706 48,662 50,000: 6,970 5,632
Other: 419,131: 122,404 30,395 76,987 171,177 287,627 370,568 395,009: 48,563 24,122
: : :
: : Changes in Commitments from: August 16, 2022 :
: 12,046: 6,650 -4,580 -573 4,012 15,290 10,089 10,136: 1,957 1,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 2.2 23.4 38.7 68.1 88.3 93.7: 11.7 6.3
Old : 100.0: 42.4 3.5 22.2 22.9 64.2 87.5 89.9: 12.5 10.1
Other: 100.0: 29.2 7.3 18.4 40.8 68.6 88.4 94.2: 11.6 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 114 29 85 99 106 249 198:
Old : 146: 39 13 20 48 66 93 93:
Other: 272: 113 34 76 90 99 234 185:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 31.9 19.3 43.2 8.6 30.6 15.2 38.7
Old : 40.7 23.7 52.3 38.7 37.9 23.0 43.5 33.1
Other: 11.6 33.4 19.3 45.2 9.8 32.0 17.0 42.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 9,751: 2,582 1,128 905 4,431 6,957 7,918 8,990: 1,833 762
Old : 9,751: 2,582 1,128 905 4,431 6,957 7,918 8,990: 1,833 762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2022 :
: -197: 155 -176 39 -112 2 82 -135: -278 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 11.6 9.3 45.4 71.3 81.2 92.2: 18.8 7.8
Old : 100.0: 26.5 11.6 9.3 45.4 71.3 81.2 92.2: 18.8 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 : 53: 17 9 6 18 18 38 30:
Old : 53: 17 9 6 18 18 38 30:
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 : 36.7 49.7 47.9 66.4 31.1 47.2 41.1 59.9
Old : 36.7 49.7 47.9 66.4 31.1 47.2 41.1 59.9
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 23, 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 : 2,181,759: 179,244 419,089 130,919 1,719,761 1,416,167 2,029,924 1,966,175: 151,835 215,584
Old : 2,181,759: 179,244 419,089 130,919 1,719,761 1,416,167 2,029,924 1,966,175: 151,835 215,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2022 :
: 39,025: 914 26,423 46,767 -1,782 -55,628 45,899 17,561: -6,874 21,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 19.2 6.0 78.8 64.9 93.0 90.1: 7.0 9.9
Old : 100.0: 8.2 19.2 6.0 78.8 64.9 93.0 90.1: 7.0 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 : 373: 45 78 46 175 196 245 295:
Old : 373: 45 78 46 175 196 245 295:
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 : 19.4 15.2 30.3 23.2 18.7 12.2 26.0 18.9
Old : 19.4 15.2 30.3 23.2 18.7 12.2 26.0 18.9
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 23, 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 : 4,553,134: 270,171 590,698 673,835 3,236,804 2,797,698 4,180,809 4,062,231: 372,325 490,904
Old : 4,553,134: 270,171 590,698 673,835 3,236,804 2,797,698 4,180,809 4,062,231: 372,325 490,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2022 :
: 283,094: 45,476 83,187 164,627 55,278 6,875 265,381 254,690: 17,713 28,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 13.0 14.8 71.1 61.4 91.8 89.2: 8.2 10.8
Old : 100.0: 5.9 13.0 14.8 71.1 61.4 91.8 89.2: 8.2 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 : 409: 61 88 86 220 209 334 330:
Old : 409: 61 88 86 220 209 334 330:
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 : 20.4 16.8 28.1 25.0 14.0 11.3 19.0 17.1
Old : 20.4 16.8 28.1 25.0 14.0 11.3 19.0 17.1
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 23, 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 : 1,267,444: 53,575 78,664 41,586 1,026,518 891,415 1,121,679 1,011,665: 145,765 255,779
Old : 1,267,444: 53,575 78,664 41,586 1,026,518 891,415 1,121,679 1,011,665: 145,765 255,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2022 :
: 66,528: -1,390 -8,301 33,062 9,539 35,002 41,211 59,763: 25,317 6,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 6.2 3.3 81.0 70.3 88.5 79.8: 11.5 20.2
Old : 100.0: 4.2 6.2 3.3 81.0 70.3 88.5 79.8: 11.5 20.2
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 : 130: 12 16 12 80 84 99 105:
Old : 130: 12 16 12 80 84 99 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 25.8 47.0 36.3 30.4 18.9 40.8 26.8
Old : 31.4 25.8 47.0 36.3 30.4 18.9 40.8 26.8
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 23, 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 : 4,060: 1,424 3,031 436 1,218 0 3,078 3,467: 982 593
Old : 4,060: 1,424 3,031 436 1,218 0 3,078 3,467: 982 593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2022 :
: -474: -124 -315 -305 0 0 -429 -620: -45 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 74.7 10.7 30.0 0.0 75.8 85.4: 24.2 14.6
Old : 100.0: 35.1 74.7 10.7 30.0 0.0 75.8 85.4: 24.2 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 : 23: 14 7 2 1 0 17 8:
Old : 23: 14 7 2 1 0 17 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 : 56.1 80.8 65.8 85.4 50.7 71.7 57.7 74.7
Old : 56.1 80.8 65.8 85.4 50.7 71.7 57.7 74.7
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 23, 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 : 4,567,604: 290,494 762,648 358,785 3,588,516 2,980,939 4,237,794 4,102,372: 329,810 465,231
Old : 4,567,604: 290,494 762,648 358,785 3,588,516 2,980,939 4,237,794 4,102,372: 329,810 465,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2022 :
: 151,591: 28,621 50,053 65,763 37,800 38,863 132,185 154,678: 19,406 -3,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 16.7 7.9 78.6 65.3 92.8 89.8: 7.2 10.2
Old : 100.0: 6.4 16.7 7.9 78.6 65.3 92.8 89.8: 7.2 10.2
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 : 348: 37 67 50 183 199 245 291:
Old : 348: 37 67 50 183 199 245 291:
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 : 29.8 14.5 39.6 23.3 24.2 13.5 32.5 20.3
Old : 29.8 14.5 39.6 23.3 24.2 13.5 32.5 20.3
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 23, 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 : 1,748,842: 273,435 170,785 189,341 1,254,172 1,350,878 1,716,948 1,711,004: 31,894 37,838
Old : 1,748,842: 273,435 170,785 189,341 1,254,172 1,350,878 1,716,948 1,711,004: 31,894 37,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2022 :
: 83,477: 30,171 16,179 -6,615 71,165 74,721 94,721 84,285: -11,244 -808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 9.8 10.8 71.7 77.2 98.2 97.8: 1.8 2.2
Old : 100.0: 15.6 9.8 10.8 71.7 77.2 98.2 97.8: 1.8 2.2
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 : 132: 22 19 34 76 83 115 121:
Old : 132: 22 19 34 76 83 115 121:
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 : 28.4 28.8 48.7 43.6 21.8 23.0 31.3 31.1
Old : 28.4 28.8 48.7 43.6 21.8 23.0 31.3 31.1
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 23, 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 : 40,463: 12,737 15,043 584 20,989 18,528 34,311 34,155: 6,152 6,307
Old : 40,463: 12,737 15,043 584 20,989 18,528 34,311 34,155: 6,152 6,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2022 :
: -198: 1,157 -46 113 -954 1,307 316 1,373: -514 -1,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 37.2 1.4 51.9 45.8 84.8 84.4: 15.2 15.6
Old : 100.0: 31.5 37.2 1.4 51.9 45.8 84.8 84.4: 15.2 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 22 21 13 35 27 63 55:
Old : 95: 22 21 13 35 27 63 55:
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 : 35.9 40.2 50.5 53.7 35.9 39.3 50.2 52.6
Old : 35.9 40.2 50.5 53.7 35.9 39.3 50.2 52.6
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 23, 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 : 80,925: 25,475 30,086 1,169 41,978 37,056 68,622 68,311: 12,303 12,614
Old : 80,925: 25,475 30,086 1,169 41,978 37,056 68,622 68,311: 12,303 12,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2022 :
: -396: 2,315 -92 225 -1,908 2,614 633 2,747: -1,028 -3,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 37.2 1.4 51.9 45.8 84.8 84.4: 15.2 15.6
Old : 100.0: 31.5 37.2 1.4 51.9 45.8 84.8 84.4: 15.2 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 22 21 13 35 27 63 55:
Old : 95: 22 21 13 35 27 63 55:
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 : 35.9 40.2 50.5 53.7 35.9 39.3 50.2 52.6
Old : 35.9 40.2 50.5 53.7 35.9 39.3 50.2 52.6
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 23, 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 : 47,067: 3,360 1,415 0 40,542 44,461 43,902 45,876: 3,165 1,191
Old : 47,067: 3,360 1,415 0 40,542 44,461 43,902 45,876: 3,165 1,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2022 :
: 1,270: 556 268 0 213 868 769 1,136: 501 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 3.0 0.0 86.1 94.5 93.3 97.5: 6.7 2.5
Old : 100.0: 7.1 3.0 0.0 86.1 94.5 93.3 97.5: 6.7 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 : 38: 3 3 0 24 12 27 15:
Old : 38: 3 3 0 24 12 27 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 68.8 66.2 90.7 49.3 67.3 66.2 88.3
Old : 49.3 68.8 66.2 90.7 49.3 67.3 66.2 88.3
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 23, 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 : 67,041: 15,798 28,463 1,010 49,856 37,503 66,664 66,976: 377 65
Old : 67,041: 15,798 28,463 1,010 49,856 37,503 66,664 66,976: 377 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2022 :
: 262: 468 246 -2 -242 0 224 244: 38 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 42.5 1.5 74.4 55.9 99.4 99.9: 0.6 0.1
Old : 100.0: 23.6 42.5 1.5 74.4 55.9 99.4 99.9: 0.6 0.1
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 : 48: 24 16 5 7 1 33 20:
Old : 48: 24 16 5 7 1 33 20:
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 : 78.6 81.8 89.8 96.4 78.6 81.8 89.2 96.2
Old : 78.6 81.8 89.8 96.4 78.6 81.8 89.2 96.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2022