WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 377,966: 83,472 81,622 126,632 137,908 132,964 348,012 341,218: 29,954 36,748
Old : 313,851: 67,690 76,490 100,206 120,104 108,074 287,999 284,770: 25,852 29,081
Other: 64,115: 26,988 16,337 15,221 17,804 24,889 60,012 56,447: 4,102 7,667
: : :
: : Changes in Commitments from: September 20, 2022 :
: -9,854: -1,668 -9,881 -6,275 155 6,636 -7,788 -9,520: -2,066 -334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 21.6 33.5 36.5 35.2 92.1 90.3: 7.9 9.7
Old : 100.0: 21.6 24.4 31.9 38.3 34.4 91.8 90.7: 8.2 9.3
Other: 100.0: 42.1 25.5 23.7 27.8 38.8 93.6 88.0: 6.4 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 103 89 124 93 109 265 263:
Old : 321: 103 89 118 91 103 257 253:
Other: 160: 35 36 29 42 73 95 122:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 12.1 23.8 21.2 12.1 7.7 20.1 12.9
Old : 15.3 13.6 25.8 23.0 13.1 8.7 20.6 14.3
Other: 31.3 23.3 44.6 38.4 30.1 16.7 41.9 26.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 167,941: 45,189 23,583 32,741 70,717 90,370 148,648 146,694: 19,293 21,247
Old : 148,645: 43,055 24,591 24,295 64,193 83,057 131,542 131,943: 17,102 16,702
Other: 19,297: 7,843 4,700 2,739 6,525 7,313 17,106 14,752: 2,190 4,545
: : :
: : Changes in Commitments from: September 20, 2022 :
: -4,315: -2,310 -6,237 1,179 -2,284 898 -3,415 -4,160: -900 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 14.0 19.5 42.1 53.8 88.5 87.3: 11.5 12.7
Old : 100.0: 29.0 16.5 16.3 43.2 55.9 88.5 88.8: 11.5 11.2
Other: 100.0: 40.6 24.4 14.2 33.8 37.9 88.6 76.4: 11.4 23.6
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 67 31 57 74 83 168 147:
Old : 204: 69 29 53 70 79 162 140:
Other: 105: 17 19 15 33 52 60 76:
:----------------------------------------------------------------------------------------------------
: 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 17.9 21.6 28.1 11.4 16.6 19.9 23.8
Old : 13.1 20.1 23.3 30.9 12.5 19.3 21.2 27.2
Other: 33.9 26.5 49.8 38.1 33.9 22.1 48.2 31.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 1,787,424: 369,039 85,222 555,857 702,759 916,230 1,627,655 1,557,308: 159,770 230,116
Old : 1,656,229: 341,704 98,841 511,005 656,485 840,719 1,509,194 1,450,564: 147,035 205,665
Other: 131,195: 58,456 17,501 13,732 46,273 75,511 118,461 106,744: 12,735 24,451
: : :
: : Changes in Commitments from: September 20, 2022 :
: -30,104: -26,979 -8,617 -10,589 9,083 -13,163 -28,485 -32,369: -1,618 2,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 4.8 31.1 39.3 51.3 91.1 87.1: 8.9 12.9
Old : 100.0: 20.6 6.0 30.9 39.6 50.8 91.1 87.6: 8.9 12.4
Other: 100.0: 44.6 13.3 10.5 35.3 57.6 90.3 81.4: 9.7 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 819: 201 113 206 378 427 671 674:
Old : 813: 205 111 203 375 418 662 663:
Other: 434: 48 62 32 106 275 175 351:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 11.6 19.0 18.9 7.9 7.0 12.5 11.0
Old : 11.3 11.7 19.7 19.2 8.1 6.8 12.8 10.7
Other: 29.6 16.6 42.2 25.9 29.6 15.9 42.1 23.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 3,963: 593 668 344 1,092 1,860 2,029 2,872: 1,933 1,090
Old : 3,913: 627 668 310 1,092 1,860 2,029 2,838: 1,883 1,074
Other: 50: 0 34 0 0 0 0 34: 50 16
: : :
: : Changes in Commitments from: September 20, 2022 :
: 92: 127 75 50 -90 7 86 132: 6 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 16.9 8.7 27.6 46.9 51.2 72.5: 48.8 27.5
Old : 100.0: 16.0 17.1 7.9 27.9 47.5 51.9 72.5: 48.1 27.5
Other: 100.0: 0.0 68.0 0.0 0.0 0.0 0.0 68.0: 100.0 32.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 5 5 9 7 17 16:
Old : 24: 7 5 4 9 7 17 15:
Other: 2: 0 2 0 0 0 0 2:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 41.6 35.7 61.3 20.1 37.9 33.2 55.1
Old : 20.5 42.2 36.1 61.6 20.3 38.3 33.7 55.8
Other: 0.0 68.0 0.0 68.0 0.0 68.0 0.0 68.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 830,261: 140,808 61,721 242,953 397,413 440,073 781,174 744,747: 49,087 85,514
Old : 789,915: 133,323 62,729 227,899 382,143 421,002 743,365 711,630: 46,550 78,285
Other: 40,346: 18,599 10,106 3,940 15,269 19,071 37,809 33,117: 2,537 7,229
: : :
: : Changes in Commitments from: September 20, 2022 :
: 21,400: -12,040 -950 19,845 11,659 -1,432 19,464 17,462: 1,936 3,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 7.4 29.3 47.9 53.0 94.1 89.7: 5.9 10.3
Old : 100.0: 16.9 7.9 28.9 48.4 53.3 94.1 90.1: 5.9 9.9
Other: 100.0: 46.1 25.0 9.8 37.8 47.3 93.7 82.1: 6.3 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 596: 158 129 185 211 260 465 497:
Old : 593: 164 125 182 210 257 460 492:
Other: 274: 29 61 25 40 158 86 231:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 12.3 18.8 19.3 9.2 8.8 14.5 13.9
Old : 11.3 12.4 19.6 19.7 9.8 9.1 15.4 14.4
Other: 45.9 22.8 62.7 35.1 45.3 19.8 61.7 30.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 25,239: 21,794 560 96 9 9,689 21,899 10,345: 3,340 14,894
Old : 22,246: 20,466 551 95 9 7,786 20,570 8,432: 1,676 13,814
Other: 2,993: 1,328 9 1 0 1,903 1,329 1,913: 1,664 1,080
: : :
: : Changes in Commitments from: September 20, 2022 :
: -268: -235 -413 -130 1 -633 -364 -1,176: 96 908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 2.2 0.4 0.0 38.4 86.8 41.0: 13.2 59.0
Old : 100.0: 92.0 2.5 0.4 0.0 35.0 92.5 37.9: 7.5 62.1
Other: 100.0: 44.4 0.3 0.0 0.0 63.6 44.4 63.9: 55.6 36.1
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 2 3 3 17 8 22:
Old : 24: 5 2 3 3 17 8 22:
Other: 21: 2 2 1 0 17 2 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 : 85.9 21.1 86.8 28.8 85.5 21.1 86.4 28.8
Old : 91.4 16.3 92.5 24.5 91.0 16.3 92.0 24.5
Other: 44.4 59.5 44.4 61.9 44.4 59.5 44.4 61.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 447,185: 88,090 35,767 120,388 208,969 267,837 417,447 423,991: 29,738 23,194
Old : 427,653: 91,568 36,800 109,274 198,668 259,098 399,510 405,171: 28,142 22,481
Other: 19,533: 2,326 4,771 5,310 10,301 8,739 17,937 18,820: 1,596 713
: : :
: : Changes in Commitments from: September 20, 2022 :
: -7,391: 2,191 4,988 2,851 -8,436 -14,613 -3,393 -6,774: -3,998 -617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 8.0 26.9 46.7 59.9 93.3 94.8: 6.7 5.2
Old : 100.0: 21.4 8.6 25.6 46.5 60.6 93.4 94.7: 6.6 5.3
Other: 100.0: 11.9 24.4 27.2 52.7 44.7 91.8 96.3: 8.2 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 92 65 87 102 112 231 234:
Old : 297: 94 65 87 102 110 231 232:
Other: 65: 16 10 9 26 21 47 36:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.8 20.5 20.3 31.2 9.1 16.9 14.4 23.7
Old : 12.1 20.8 20.4 30.9 9.3 17.4 14.5 24.3
Other: 45.3 35.0 65.8 61.2 30.6 24.9 45.9 42.8
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 1,379,802: 53,019 171,938 122,775 1,021,091 933,710 1,196,885 1,228,423: 182,916 151,378
Old : 1,379,802: 53,019 171,938 122,775 1,021,091 933,710 1,196,885 1,228,423: 182,916 151,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2022 :
: -41,835: -12,212 -8,065 -21,148 -9,834 -6,711 -43,194 -35,923: 1,359 -5,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 12.5 8.9 74.0 67.7 86.7 89.0: 13.3 11.0
Old : 100.0: 3.8 12.5 8.9 74.0 67.7 86.7 89.0: 13.3 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 : 191: 29 30 41 113 105 164 154:
Old : 191: 29 30 41 113 105 164 154:
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 : 20.6 23.7 33.2 33.6 18.1 19.9 27.2 27.7
Old : 20.6 23.7 33.2 33.6 18.1 19.9 27.2 27.7
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, September 27, 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 : 1,416,630: 73,402 455,309 9,517 1,176,878 840,942 1,259,797 1,305,768: 156,833 110,862
Old : 1,416,630: 73,402 455,309 9,517 1,176,878 840,942 1,259,797 1,305,768: 156,833 110,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2022 :
: 31,291: 2,096 18,089 -3,838 24,441 18,714 22,699 32,965: 8,592 -1,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 32.1 0.7 83.1 59.4 88.9 92.2: 11.1 7.8
Old : 100.0: 5.2 32.1 0.7 83.1 59.4 88.9 92.2: 11.1 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 : 161: 17 21 9 101 88 124 112:
Old : 161: 17 21 9 101 88 124 112:
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 : 24.0 39.5 40.2 56.5 21.1 39.2 33.9 54.4
Old : 24.0 39.5 40.2 56.5 21.1 39.2 33.9 54.4
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, September 27, 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 : 422,486: 121,998 14,248 83,471 164,868 298,059 370,337 395,778: 52,149 26,709
Old : 415,228: 122,440 15,496 79,693 162,243 293,895 364,376 389,084: 50,852 26,144
Other: 7,258: 2,362 1,556 974 2,625 4,164 5,961 6,694: 1,297 564
: : :
: : Changes in Commitments from: September 20, 2022 :
: -22,937: -10,953 2,188 -2,036 -5,619 -20,917 -18,608 -20,764: -4,330 -2,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 3.4 19.8 39.0 70.5 87.7 93.7: 12.3 6.3
Old : 100.0: 29.5 3.7 19.2 39.1 70.8 87.8 93.7: 12.2 6.3
Other: 100.0: 32.5 21.4 13.4 36.2 57.4 82.1 92.2: 17.9 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 98 30 72 103 107 229 188:
Old : 265: 99 29 72 103 107 229 188:
Other: 51: 8 9 11 24 13 39 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.3 33.4 18.9 43.9 9.4 30.8 16.3 39.8
Old : 11.5 33.8 19.2 43.8 9.6 31.4 16.6 40.2
Other: 45.1 51.6 62.8 72.3 42.5 48.3 54.3 63.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 9,060: 3,127 1,172 118 3,654 6,833 6,899 8,122: 2,161 938
Old : 9,038: 3,127 1,172 118 3,654 6,831 6,899 8,120: 2,139 918
Other: 22: 0 0 0 0 2 0 2: 22 20
: : :
: : Changes in Commitments from: September 20, 2022 :
: -499: -612 -28 -130 144 -566 -598 -725: 99 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 12.9 1.3 40.3 75.4 76.1 89.7: 23.9 10.3
Old : 100.0: 34.6 13.0 1.3 40.4 75.6 76.3 89.8: 23.7 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 9.1 0.0 9.1: 100.0 90.9
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 17 8 4 16 15 35 25:
Old : 50: 17 8 4 16 15 35 25:
Other: 1: 0 0 0 0 1 0 1:
:----------------------------------------------------------------------------------------------------
: 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 : 36.0 53.3 48.3 69.1 35.5 48.8 46.5 63.9
Old : 36.1 53.4 48.4 69.2 35.6 48.9 46.7 64.0
Other: 0.0 9.1 0.0 9.1 0.0 9.1 0.0 9.1
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 2,043,129: 154,456 475,584 55,314 1,675,895 1,248,637 1,885,665 1,779,535: 157,464 263,594
Old : 2,043,129: 154,456 475,584 55,314 1,675,895 1,248,637 1,885,665 1,779,535: 157,464 263,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2022 :
: 6,459: 13,611 -6,678 5,187 -13,829 -4,038 4,968 -5,529: 1,491 11,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 23.3 2.7 82.0 61.1 92.3 87.1: 7.7 12.9
Old : 100.0: 7.6 23.3 2.7 82.0 61.1 92.3 87.1: 7.7 12.9
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 : 349: 38 75 31 161 177 218 265:
Old : 349: 38 75 31 161 177 218 265:
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 : 23.3 18.5 35.8 27.2 21.7 14.1 30.8 22.1
Old : 23.3 18.5 35.8 27.2 21.7 14.1 30.8 22.1
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, September 27, 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 : 4,564,928: 329,572 665,396 560,178 3,281,213 2,902,470 4,170,962 4,128,044: 393,966 436,884
Old : 4,564,928: 329,572 665,396 560,178 3,281,213 2,902,470 4,170,962 4,128,044: 393,966 436,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2022 :
: -54,070: -7,790 49,484 -90,870 17,001 21,044 -81,658 -20,341: 27,588 -33,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 14.6 12.3 71.9 63.6 91.4 90.4: 8.6 9.6
Old : 100.0: 7.2 14.6 12.3 71.9 63.6 91.4 90.4: 8.6 9.6
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 : 422: 74 77 78 227 209 341 324:
Old : 422: 74 77 78 227 209 341 324:
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 : 19.9 16.7 27.2 26.9 14.6 13.2 21.3 20.4
Old : 19.9 16.7 27.2 26.9 14.6 13.2 21.3 20.4
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, September 27, 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 : 1,372,794: 98,776 158,536 5,381 1,136,474 975,267 1,240,631 1,139,184: 132,163 233,610
Old : 1,372,794: 98,776 158,536 5,381 1,136,474 975,267 1,240,631 1,139,184: 132,163 233,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2022 :
: 5,779: -14,881 16,071 -15,569 27,150 18,228 -3,300 18,730: 9,079 -12,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 11.5 0.4 82.8 71.0 90.4 83.0: 9.6 17.0
Old : 100.0: 7.2 11.5 0.4 82.8 71.0 90.4 83.0: 9.6 17.0
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 : 145: 17 16 8 86 90 104 113:
Old : 145: 17 16 8 86 90 104 113:
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 27.1 49.2 39.0 34.9 23.7 44.7 34.4
Old : 34.9 27.1 49.2 39.0 34.9 23.7 44.7 34.4
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, September 27, 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 : 4,185: 1,977 2,527 470 644 0 3,091 2,997: 1,094 1,188
Old : 4,185: 1,977 2,527 470 644 0 3,091 2,997: 1,094 1,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2022 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 60.4 11.2 15.4 0.0 73.9 71.6: 26.1 28.4
Old : 100.0: 47.2 60.4 11.2 15.4 0.0 73.9 71.6: 26.1 28.4
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 : 28: 12 14 4 1 0 15 17:
Old : 28: 12 14 4 1 0 15 17:
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 : 60.6 56.1 67.7 63.8 53.6 52.3 58.5 56.5
Old : 60.6 56.1 67.7 63.8 53.6 52.3 58.5 56.5
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, September 27, 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 : 4,487,329: 276,150 691,308 333,527 3,566,841 3,022,808 4,176,518 4,047,643: 310,811 439,686
Old : 4,487,329: 276,150 691,308 333,527 3,566,841 3,022,808 4,176,518 4,047,643: 310,811 439,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2022 :
: -7,146: 35,851 -36,525 -22,686 -21,790 68,851 -8,626 9,640: 1,480 -16,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 15.4 7.4 79.5 67.4 93.1 90.2: 6.9 9.8
Old : 100.0: 6.2 15.4 7.4 79.5 67.4 93.1 90.2: 6.9 9.8
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 : 348: 42 58 45 186 195 248 278:
Old : 348: 42 58 45 186 195 248 278:
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 15.8 41.9 24.6 25.6 14.5 34.4 21.6
Old : 31.3 15.8 41.9 24.6 25.6 14.5 34.4 21.6
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, September 27, 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 : 1,756,969: 265,540 163,057 205,215 1,257,032 1,343,437 1,727,787 1,711,709: 29,182 45,260
Old : 1,756,969: 265,540 163,057 205,215 1,257,032 1,343,437 1,727,787 1,711,709: 29,182 45,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2022 :
: 37,771: 47,909 -30,410 -24,313 24,431 93,563 48,027 38,840: -10,256 -1,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 9.3 11.7 71.5 76.5 98.3 97.4: 1.7 2.6
Old : 100.0: 15.1 9.3 11.7 71.5 76.5 98.3 97.4: 1.7 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 : 128: 25 16 30 80 81 119 113:
Old : 128: 25 16 30 80 81 119 113:
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 : 31.8 34.0 50.0 50.9 26.3 29.4 32.8 36.9
Old : 31.8 34.0 50.0 50.9 26.3 29.4 32.8 36.9
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, September 27, 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 : 33,619: 7,153 16,788 295 20,316 10,103 27,764 27,185: 5,855 6,433
Old : 33,619: 7,153 16,788 295 20,316 10,103 27,764 27,185: 5,855 6,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2022 :
: 815: -504 1,404 149 1,193 -1,099 838 455: -23 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 49.9 0.9 60.4 30.1 82.6 80.9: 17.4 19.1
Old : 100.0: 21.3 49.9 0.9 60.4 30.1 82.6 80.9: 17.4 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 : 90: 19 23 10 35 19 60 46:
Old : 90: 19 23 10 35 19 60 46:
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 : 23.5 43.9 37.8 55.4 23.5 42.6 37.8 54.1
Old : 23.5 43.9 37.8 55.4 23.5 42.6 37.8 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 67,238: 14,307 33,576 589 40,632 20,205 55,528 54,371: 11,709 12,867
Old : 67,238: 14,307 33,576 589 40,632 20,205 55,528 54,371: 11,709 12,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2022 :
: 1,629: -1,009 2,808 298 2,386 -2,198 1,676 909: -46 720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 49.9 0.9 60.4 30.1 82.6 80.9: 17.4 19.1
Old : 100.0: 21.3 49.9 0.9 60.4 30.1 82.6 80.9: 17.4 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 : 90: 19 23 10 35 19 60 46:
Old : 90: 19 23 10 35 19 60 46:
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 : 23.5 43.9 37.8 55.4 23.5 42.6 37.8 54.1
Old : 23.5 43.9 37.8 55.4 23.5 42.6 37.8 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 52,201: 2,215 1,652 3 47,350 49,657 49,568 51,312: 2,633 889
Old : 52,201: 2,215 1,652 3 47,350 49,657 49,568 51,312: 2,633 889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2022 :
: 2,503: 214 3 2 2,175 2,778 2,391 2,783: 112 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 3.2 0.0 90.7 95.1 95.0 98.3: 5.0 1.7
Old : 100.0: 4.2 3.2 0.0 90.7 95.1 95.0 98.3: 5.0 1.7
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 : 34: 3 2 1 24 8 28 10:
Old : 34: 3 2 1 24 8 28 10:
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 : 55.4 75.2 67.8 97.1 55.4 73.8 67.8 94.6
Old : 55.4 75.2 67.8 97.1 55.4 73.8 67.8 94.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 61,093: 14,652 22,266 903 45,267 37,822 60,822 60,991: 271 102
Old : 61,093: 14,652 22,266 903 45,267 37,822 60,822 60,991: 271 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2022 :
: -7,241: -2,548 -5,251 -2,017 -2,586 0 -7,151 -7,268: -90 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 36.4 1.5 74.1 61.9 99.6 99.8: 0.4 0.2
Old : 100.0: 24.0 36.4 1.5 74.1 61.9 99.6 99.8: 0.4 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 : 41: 18 14 3 8 2 26 19:
Old : 41: 18 14 3 8 2 26 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 89.7 89.4 97.5 77.1 89.7 89.3 97.0
Old : 77.1 89.7 89.4 97.5 77.1 89.7 89.3 97.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2022