WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 411,948: 77,475 94,632 146,563 155,945 132,538 379,983 373,733: 31,965 38,215
Old : 331,112: 63,417 86,272 113,839 125,905 101,485 303,161 301,596: 27,951 29,516
Other: 80,836: 29,129 23,431 17,653 30,041 31,053 76,823 72,137: 4,013 8,699
: : :
: : Changes in Commitments from: October 18, 2022 :
: 7,561: 1,185 11,322 -4,164 8,218 -1,905 5,239 5,254: 2,321 2,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 23.0 35.6 37.9 32.2 92.2 90.7: 7.8 9.3
Old : 100.0: 19.2 26.1 34.4 38.0 30.6 91.6 91.1: 8.4 8.9
Other: 100.0: 36.0 29.0 21.8 37.2 38.4 95.0 89.2: 5.0 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 103 95 131 102 116 278 281:
Old : 336: 106 93 123 99 110 267 271:
Other: 172: 36 44 34 47 74 108 128:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 12.4 25.1 21.7 10.7 7.7 17.9 13.0
Old : 15.4 13.9 26.4 25.1 9.5 9.2 15.8 15.0
Other: 30.1 20.9 46.1 36.1 29.9 17.0 45.5 26.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 174,982: 41,905 20,427 39,730 71,531 92,170 153,166 152,327: 21,815 22,655
Old : 146,321: 44,942 21,939 26,383 55,717 80,830 127,042 129,152: 19,279 17,169
Other: 28,660: 6,555 8,081 3,755 15,814 11,340 26,124 23,175: 2,536 5,485
: : :
: : Changes in Commitments from: October 18, 2022 :
: 65: -2,266 1,140 1,666 682 -2,214 82 593: -17 -528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 11.7 22.7 40.9 52.7 87.5 87.1: 12.5 12.9
Old : 100.0: 30.7 15.0 18.0 38.1 55.2 86.8 88.3: 13.2 11.7
Other: 100.0: 22.9 28.2 13.1 55.2 39.6 91.1 80.9: 8.9 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 60 44 62 75 82 170 158:
Old : 207: 61 42 53 70 79 159 149:
Other: 120: 21 23 21 39 53 75 82:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 18.6 21.2 28.3 10.9 16.5 18.3 22.2
Old : 12.8 21.2 23.3 31.8 12.7 19.9 19.9 26.4
Other: 31.9 24.7 48.9 38.4 31.7 22.4 48.7 33.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 1,862,587: 401,227 88,482 570,625 719,699 977,421 1,691,551 1,636,528: 171,036 226,059
Old : 1,711,032: 367,332 96,063 522,193 665,877 895,030 1,555,402 1,513,286: 155,630 197,747
Other: 151,554: 65,428 23,951 16,899 53,822 82,391 136,149 123,242: 15,405 28,313
: : :
: : Changes in Commitments from: October 18, 2022 :
: 6,299: 12,412 -1,788 1,126 -9,817 12,445 3,721 11,783: 2,578 -5,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 4.8 30.6 38.6 52.5 90.8 87.9: 9.2 12.1
Old : 100.0: 21.5 5.6 30.5 38.9 52.3 90.9 88.4: 9.1 11.6
Other: 100.0: 43.2 15.8 11.2 35.5 54.4 89.8 81.3: 10.2 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 813: 189 114 208 387 432 677 677:
Old : 806: 200 108 198 387 426 669 662:
Other: 451: 53 69 30 105 285 175 368:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 11.2 17.6 18.2 7.6 6.9 12.2 11.0
Old : 10.4 11.6 18.2 18.8 7.7 7.1 12.5 11.0
Other: 27.3 12.4 39.0 21.3 27.3 11.7 38.6 19.8
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 14,331: 3,848 6,193 6,485 2,477 969 12,811 13,647: 1,520 684
Old : 14,331: 3,848 6,193 6,485 2,477 969 12,811 13,647: 1,520 684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2022 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 43.2 45.3 17.3 6.8 89.4 95.2: 10.6 4.8
Old : 100.0: 26.9 43.2 45.3 17.3 6.8 89.4 95.2: 10.6 4.8
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 : 20: 4 5 7 10 7 18 15:
Old : 20: 4 5 7 10 7 18 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 : 62.9 67.5 75.3 91.0 32.2 40.2 37.3 46.9
Old : 62.9 67.5 75.3 91.0 32.2 40.2 37.3 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 4,522: 636 1,238 285 1,430 1,622 2,351 3,145: 2,172 1,377
Old : 4,445: 669 1,238 252 1,430 1,622 2,351 3,112: 2,095 1,333
Other: 77: 0 33 0 0 0 0 33: 77 44
: : :
: : Changes in Commitments from: October 18, 2022 :
: 357: -145 436 -12 182 -379 25 45: 332 312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 27.4 6.3 31.6 35.9 52.0 69.5: 48.0 30.5
Old : 100.0: 15.1 27.8 5.7 32.2 36.5 52.9 70.0: 47.1 30.0
Other: 100.0: 0.0 42.9 0.0 0.0 0.0 0.0 42.9: 100.0 57.1
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 5 4 7 5 14 14:
Old : 21: 7 5 3 7 5 14 13:
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 : 26.5 38.6 41.6 61.4 22.6 34.0 34.9 52.4
Old : 26.9 39.3 42.3 62.1 23.0 34.6 35.9 53.3
Other: 0.0 42.9 0.0 42.9 0.0 42.9 0.0 42.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 721,646: 123,992 61,221 175,305 365,669 405,086 664,966 641,612: 56,679 80,034
Old : 666,626: 113,953 54,384 158,873 339,735 383,730 612,561 596,987: 54,065 69,639
Other: 55,019: 20,279 17,076 6,193 25,934 21,356 52,405 44,625: 2,614 10,395
: : :
: : Changes in Commitments from: October 18, 2022 :
: -126,131: 7,984 -8,105 -77,123 -56,733 -36,044 -125,871 -121,272: -260 -4,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 8.5 24.3 50.7 56.1 92.1 88.9: 7.9 11.1
Old : 100.0: 17.1 8.2 23.8 51.0 57.6 91.9 89.6: 8.1 10.4
Other: 100.0: 36.9 31.0 11.3 47.1 38.8 95.2 81.1: 4.8 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 543: 130 121 166 213 239 440 456:
Old : 539: 141 113 161 210 230 431 444:
Other: 275: 27 59 27 49 161 97 229:
:----------------------------------------------------------------------------------------------------
: 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 11.4 20.1 18.5 10.5 9.8 16.6 15.1
Old : 12.6 11.8 20.8 19.1 10.9 10.2 16.9 15.9
Other: 40.0 25.9 54.6 36.5 39.6 22.1 50.9 29.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 482,923: 122,910 29,365 120,892 200,404 306,781 444,206 457,038: 38,717 25,885
Old : 457,565: 126,189 30,402 106,652 188,081 295,706 420,922 432,761: 36,642 24,804
Other: 25,359: 4,857 7,099 6,104 12,323 11,075 23,284 24,278: 2,075 1,081
: : :
: : Changes in Commitments from: October 18, 2022 :
: 23,802: 19,172 1,796 2,395 1,923 16,751 23,489 20,942: 313 2,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 6.1 25.0 41.5 63.5 92.0 94.6: 8.0 5.4
Old : 100.0: 27.6 6.6 23.3 41.1 64.6 92.0 94.6: 8.0 5.4
Other: 100.0: 19.2 28.0 24.1 48.6 43.7 91.8 95.7: 8.2 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 104 55 84 98 112 240 219:
Old : 294: 108 52 83 98 111 240 217:
Other: 78: 16 18 13 33 23 58 46:
:----------------------------------------------------------------------------------------------------
: 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 25.5 19.4 35.8 8.4 23.1 13.7 31.0
Old : 11.8 25.8 19.7 35.9 8.4 23.6 13.9 31.8
Other: 37.2 39.0 53.6 63.4 25.5 27.4 40.2 41.1
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 1,398,940: 66,067 161,481 124,778 1,023,168 959,947 1,214,013 1,246,205: 184,928 152,735
Old : 1,398,940: 66,067 161,481 124,778 1,023,168 959,947 1,214,013 1,246,205: 184,928 152,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2022 :
: -7,337: 14,154 -3,016 -2,872 -13,834 -1,102 -2,551 -6,990: -4,786 -347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 11.5 8.9 73.1 68.6 86.8 89.1: 13.2 10.9
Old : 100.0: 4.7 11.5 8.9 73.1 68.6 86.8 89.1: 13.2 10.9
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 : 200: 31 31 43 115 106 166 160:
Old : 200: 31 31 43 115 106 166 160:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 25.4 33.4 34.8 18.7 22.0 28.4 30.4
Old : 21.1 25.4 33.4 34.8 18.7 22.0 28.4 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 1,453,246: 95,630 446,642 6,952 1,185,824 878,824 1,288,406 1,332,418: 164,840 120,828
Old : 1,453,246: 95,630 446,642 6,952 1,185,824 878,824 1,288,406 1,332,418: 164,840 120,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2022 :
: 19,074: 5,154 1,698 2,246 6,225 8,795 13,626 12,740: 5,448 6,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 30.7 0.5 81.6 60.5 88.7 91.7: 11.3 8.3
Old : 100.0: 6.6 30.7 0.5 81.6 60.5 88.7 91.7: 11.3 8.3
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 : 157: 16 19 10 96 89 118 112:
Old : 157: 16 19 10 96 89 118 112:
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 : 23.8 38.1 39.7 55.6 21.6 38.1 33.7 53.1
Old : 23.8 38.1 39.7 55.6 21.6 38.1 33.7 53.1
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, October 25, 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 : 426,681: 122,464 13,784 83,210 167,345 303,545 373,018 400,539: 53,663 26,142
Old : 415,140: 123,526 15,374 76,069 163,407 298,622 363,002 390,064: 52,138 25,076
Other: 11,541: 4,136 3,609 1,942 3,938 4,924 10,017 10,475: 1,524 1,066
: : :
: : Changes in Commitments from: October 18, 2022 :
: 12,185: 12,638 -6,812 80 -591 21,196 12,127 14,464: 58 -2,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 3.2 19.5 39.2 71.1 87.4 93.9: 12.6 6.1
Old : 100.0: 29.8 3.7 18.3 39.4 71.9 87.4 94.0: 12.6 6.0
Other: 100.0: 35.8 31.3 16.8 34.1 42.7 86.8 90.8: 13.2 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 99 25 77 103 99 229 183:
Old : 259: 101 25 77 103 99 229 183:
Other: 72: 12 16 16 30 18 53 41:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 36.0 18.3 45.6 9.0 34.1 15.0 42.0
Old : 11.2 36.8 18.7 46.0 9.3 35.3 15.4 42.9
Other: 44.5 44.2 57.7 60.0 40.8 40.0 51.6 52.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 9,141: 947 3,664 764 5,564 3,272 7,275 7,701: 1,866 1,440
Old : 9,128: 947 3,664 764 5,564 3,270 7,275 7,699: 1,853 1,429
Other: 13: 0 0 0 0 2 0 2: 13 11
: : :
: : Changes in Commitments from: October 18, 2022 :
: -59: -595 774 -46 654 -850 13 -121: -72 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 40.1 8.4 60.9 35.8 79.6 84.2: 20.4 15.8
Old : 100.0: 10.4 40.1 8.4 61.0 35.8 79.7 84.3: 20.3 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 15.4 0.0 15.4: 100.0 84.6
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 9 23 4 18 16 29 41:
Old : 58: 9 23 4 18 15 29 40:
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 : 47.2 29.2 58.3 42.7 44.0 27.6 52.2 39.1
Old : 47.2 29.3 58.4 42.8 44.1 27.7 52.3 39.1
Other: 0.0 15.4 0.0 15.4 0.0 15.4 0.0 15.4
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 2,157,028: 151,700 503,307 62,472 1,781,984 1,357,769 1,996,156 1,923,548: 160,872 233,480
Old : 2,157,028: 151,700 503,307 62,472 1,781,984 1,357,769 1,996,156 1,923,548: 160,872 233,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2022 :
: 87,864: 9,618 23,154 13,681 65,331 47,177 88,630 84,013: -766 3,851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 23.3 2.9 82.6 62.9 92.5 89.2: 7.5 10.8
Old : 100.0: 7.0 23.3 2.9 82.6 62.9 92.5 89.2: 7.5 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 : 351: 41 68 32 163 180 222 262:
Old : 351: 41 68 32 163 180 222 262:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 17.3 36.0 26.5 22.5 15.5 31.1 23.5
Old : 23.8 17.3 36.0 26.5 22.5 15.5 31.1 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 4,598,103: 379,821 683,685 534,158 3,297,825 2,948,504 4,211,804 4,166,348: 386,299 431,756
Old : 4,598,103: 379,821 683,685 534,158 3,297,825 2,948,504 4,211,804 4,166,348: 386,299 431,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2022 :
: -129,880: 32,826 -46,296 -117,679 -67,939 28,043 -152,792 -135,932: 22,912 6,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 14.9 11.6 71.7 64.1 91.6 90.6: 8.4 9.4
Old : 100.0: 8.3 14.9 11.6 71.7 64.1 91.6 90.6: 8.4 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 415: 67 81 88 231 205 351 321:
Old : 415: 67 81 88 231 205 351 321:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 16.2 30.3 26.9 16.5 13.4 23.2 20.0
Old : 21.0 16.2 30.3 26.9 16.5 13.4 23.2 20.0
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, October 25, 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 : 1,386,023: 100,026 179,372 10,224 1,124,960 965,937 1,235,210 1,155,533: 150,813 230,490
Old : 1,386,023: 100,026 179,372 10,224 1,124,960 965,937 1,235,210 1,155,533: 150,813 230,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2022 :
: 36,906: 3,781 6,476 607 37,578 29,881 41,966 36,964: -5,060 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 12.9 0.7 81.2 69.7 89.1 83.4: 10.9 16.6
Old : 100.0: 7.2 12.9 0.7 81.2 69.7 89.1 83.4: 10.9 16.6
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 : 144: 18 18 8 83 89 103 113:
Old : 144: 18 18 8 83 89 103 113:
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 : 34.3 28.7 49.1 40.6 34.2 25.3 44.6 36.1
Old : 34.3 28.7 49.1 40.6 34.2 25.3 44.6 36.1
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, October 25, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 x Index Points :
: : :
All : 3,748: 2,129 2,195 402 0 0 2,531 2,597: 1,217 1,151
Old : 3,748: 2,129 2,195 402 0 0 2,531 2,597: 1,217 1,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2022 :
: 187: 1,023 697 -604 -50 0 369 93: -182 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 58.6 10.7 0.0 0.0 67.5 69.3: 32.5 30.7
Old : 100.0: 56.8 58.6 10.7 0.0 0.0 67.5 69.3: 32.5 30.7
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 : 26: 19 7 4 0 0 20 10:
Old : 26: 19 7 4 0 0 20 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 : 41.6 63.9 54.9 68.6 34.3 55.1 46.5 58.6
Old : 41.6 63.9 54.9 68.6 34.3 55.1 46.5 58.6
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, October 25, 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 : 4,438,100: 224,052 713,615 225,457 3,657,738 3,083,642 4,107,247 4,022,714: 330,854 415,386
Old : 4,438,100: 224,052 713,615 225,457 3,657,738 3,083,642 4,107,247 4,022,714: 330,854 415,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2022 :
: -82,443: 19,458 16,152 -85,401 -25,368 -3,197 -91,312 -72,446: 8,868 -9,997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 16.1 5.1 82.4 69.5 92.5 90.6: 7.5 9.4
Old : 100.0: 5.0 16.1 5.1 82.4 69.5 92.5 90.6: 7.5 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 42 64 50 188 185 263 266:
Old : 353: 42 64 50 188 185 263 266:
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 : 32.7 17.4 42.4 27.4 26.1 16.4 33.8 24.1
Old : 32.7 17.4 42.4 27.4 26.1 16.4 33.8 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 1,712,476: 272,989 200,778 233,396 1,178,392 1,243,090 1,684,778 1,677,265: 27,698 35,211
Old : 1,712,476: 272,989 200,778 233,396 1,178,392 1,243,090 1,684,778 1,677,265: 27,698 35,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2022 :
: 61,323: 52,754 9,934 8,665 2,060 46,061 63,479 64,660: -2,156 -3,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 11.7 13.6 68.8 72.6 98.4 97.9: 1.6 2.1
Old : 100.0: 15.9 11.7 13.6 68.8 72.6 98.4 97.9: 1.6 2.1
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 : 144: 23 26 37 85 81 132 122:
Old : 144: 23 26 37 85 81 132 122:
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 : 32.7 28.4 47.0 39.7 26.5 23.0 33.3 31.4
Old : 32.7 28.4 47.0 39.7 26.5 23.0 33.3 31.4
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, October 25, 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 : 35,491: 8,050 14,998 655 21,309 11,894 30,013 27,546: 5,478 7,944
Old : 35,491: 8,050 14,998 655 21,309 11,894 30,013 27,546: 5,478 7,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2022 :
: 732: 929 -529 -440 -318 637 171 -333: 561 1,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 42.3 1.8 60.0 33.5 84.6 77.6: 15.4 22.4
Old : 100.0: 22.7 42.3 1.8 60.0 33.5 84.6 77.6: 15.4 22.4
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 : 93: 21 24 14 32 25 60 56:
Old : 93: 21 24 14 32 25 60 56:
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 : 27.2 38.0 42.1 49.7 27.0 37.6 41.3 49.0
Old : 27.2 38.0 42.1 49.7 27.0 37.6 41.3 49.0
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, October 25, 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 : 70,982: 16,100 29,996 1,309 42,617 23,788 60,027 55,093: 10,955 15,889
Old : 70,982: 16,100 29,996 1,309 42,617 23,788 60,027 55,093: 10,955 15,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2022 :
: 1,463: 1,858 -1,058 -880 -636 1,274 342 -665: 1,122 2,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 42.3 1.8 60.0 33.5 84.6 77.6: 15.4 22.4
Old : 100.0: 22.7 42.3 1.8 60.0 33.5 84.6 77.6: 15.4 22.4
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 : 93: 21 24 14 32 25 60 56:
Old : 93: 21 24 14 32 25 60 56:
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 : 27.2 38.0 42.1 49.7 27.0 37.6 41.3 49.0
Old : 27.2 38.0 42.1 49.7 27.0 37.6 41.3 49.0
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, October 25, 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 : 50,412: 2,347 403 18 45,579 48,176 47,944 48,597: 2,468 1,815
Old : 50,412: 2,347 403 18 45,579 48,176 47,944 48,597: 2,468 1,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2022 :
: -1,540: 446 0 18 -2,274 -1,242 -1,810 -1,224: 270 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.8 0.0 90.4 95.6 95.1 96.4: 4.9 3.6
Old : 100.0: 4.7 0.8 0.0 90.4 95.6 95.1 96.4: 4.9 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 1 1 22 8 26 10:
Old : 32: 4 1 1 22 8 26 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 : 56.9 75.0 71.7 95.9 56.9 72.9 71.7 92.3
Old : 56.9 75.0 71.7 95.9 56.9 72.9 71.7 92.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($0.5 X DJIA INDEX) :
: : :
All : 25,139: 13,253 10,088 476 2,664 844 16,393 11,408: 8,746 13,731
Old : 25,139: 13,253 10,088 476 2,664 844 16,393 11,408: 8,746 13,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2022 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 40.1 1.9 10.6 3.4 65.2 45.4: 34.8 54.6
Old : 100.0: 52.7 40.1 1.9 10.6 3.4 65.2 45.4: 34.8 54.6
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 : 22: 9 8 4 4 2 15 12:
Old : 22: 9 8 4 4 2 15 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 : 44.0 35.8 57.6 42.6 44.0 34.7 56.7 40.5
Old : 44.0 35.8 57.6 42.6 44.0 34.7 56.7 40.5
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, October 25, 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 : 58,057: 12,074 18,061 2,280 43,410 37,637 57,764 57,978: 293 79
Old : 58,057: 12,074 18,061 2,280 43,410 37,637 57,764 57,978: 293 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2022 :
: -49: -1,004 -40 7 899 0 -98 -33: 49 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 31.1 3.9 74.8 64.8 99.5 99.9: 0.5 0.1
Old : 100.0: 20.8 31.1 3.9 74.8 64.8 99.5 99.9: 0.5 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 : 40: 18 12 5 9 2 28 18:
Old : 40: 18 12 5 9 2 28 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.1 92.6 86.4 98.7 76.0 92.6 85.2 95.1
Old : 76.1 92.6 86.4 98.7 76.0 92.6 85.2 95.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2022