WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 443,433: 81,519 114,657 163,154 162,208 126,862 406,880 404,672: 36,552 38,761
Old : 332,721: 71,455 98,319 116,922 113,634 89,624 302,010 304,865: 30,711 27,856
Other: 110,712: 34,023 40,296 22,273 48,574 37,238 104,870 99,807: 5,842 10,904
: : :
: : Changes in Commitments from: November 15, 2022 :
: -5,019: 1,353 7,560 -8,164 1,147 -1,130 -5,664 -1,734: 645 -3,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 25.9 36.8 36.6 28.6 91.8 91.3: 8.2 8.7
Old : 100.0: 21.5 29.5 35.1 34.2 26.9 90.8 91.6: 9.2 8.4
Other: 100.0: 30.7 36.4 20.1 43.9 33.6 94.7 90.2: 5.3 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 99 103 127 98 111 271 282:
Old : 331: 106 94 107 95 105 250 265:
Other: 187: 40 59 47 48 71 121 144:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 12.0 23.0 20.8 9.7 7.8 16.7 13.7
Old : 14.7 14.0 24.3 24.5 8.8 9.9 14.9 16.7
Other: 27.0 18.7 42.3 30.3 27.0 16.0 41.8 24.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 165,174: 36,261 22,368 34,081 73,405 87,128 143,748 143,577: 21,426 21,597
Old : 130,609: 39,223 22,565 19,580 54,668 72,936 113,470 115,080: 17,139 15,529
Other: 34,565: 7,467 10,233 4,073 18,738 14,192 30,278 28,497: 4,287 6,068
: : :
: : Changes in Commitments from: November 15, 2022 :
: -8,804: -1,848 2,299 -4,329 -1,676 -5,514 -7,853 -7,543: -951 -1,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 13.5 20.6 44.4 52.7 87.0 86.9: 13.0 13.1
Old : 100.0: 30.0 17.3 15.0 41.9 55.8 86.9 88.1: 13.1 11.9
Other: 100.0: 21.6 29.6 11.8 54.2 41.1 87.6 82.4: 12.4 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 61 40 64 69 79 161 158:
Old : 196: 61 39 55 66 76 151 149:
Other: 133: 27 27 24 43 52 83 91:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 20.8 23.1 29.4 12.1 16.8 19.0 22.7
Old : 14.8 23.1 24.9 32.6 13.1 21.0 21.0 27.4
Other: 22.0 27.9 37.5 43.6 21.5 25.7 36.9 37.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 1,766,134: 312,710 99,510 556,588 724,791 908,609 1,594,089 1,564,706: 172,045 201,428
Old : 1,581,673: 275,318 110,578 497,371 656,528 805,615 1,429,218 1,413,565: 152,455 168,108
Other: 184,461: 75,315 26,854 21,294 68,263 102,994 164,871 151,141: 19,590 33,320
: : :
: : Changes in Commitments from: November 15, 2022 :
: -85,072: -13,889 -3,056 -22,970 -43,760 -46,401 -80,619 -72,427: -4,453 -12,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 5.6 31.5 41.0 51.4 90.3 88.6: 9.7 11.4
Old : 100.0: 17.4 7.0 31.4 41.5 50.9 90.4 89.4: 9.6 10.6
Other: 100.0: 40.8 14.6 11.5 37.0 55.8 89.4 81.9: 10.6 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 809: 176 122 219 384 422 677 679:
Old : 801: 186 120 206 379 415 664 660:
Other: 476: 57 77 34 114 298 189 393:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 11.4 19.0 18.0 8.1 6.0 12.4 10.0
Old : 11.4 11.9 19.9 18.7 8.4 6.5 12.9 10.1
Other: 26.9 14.5 37.7 23.8 26.9 12.8 37.5 20.3
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 11,691: 1,960 5,406 5,224 3,266 651 10,450 11,282: 1,241 410
Old : 11,691: 1,960 5,406 5,224 3,266 651 10,450 11,282: 1,241 410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2022 :
: -1,948: -912 -1,062 -555 -298 -265 -1,766 -1,882: -182 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 46.2 44.7 27.9 5.6 89.4 96.5: 10.6 3.5
Old : 100.0: 16.8 46.2 44.7 27.9 5.6 89.4 96.5: 10.6 3.5
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 : 22: 2 7 7 12 9 19 18:
Old : 22: 2 7 7 12 9 19 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 : 55.3 69.0 73.0 92.5 29.6 45.0 36.4 46.9
Old : 55.3 69.0 73.0 92.5 29.6 45.0 36.4 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, November 22, 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 : 4,167: 741 1,158 264 1,626 1,666 2,630 3,088: 1,536 1,079
Old : 4,073: 773 1,158 231 1,626 1,645 2,629 3,034: 1,443 1,039
Other: 94: 0 32 1 0 21 1 54: 93 40
: : :
: : Changes in Commitments from: November 15, 2022 :
: -356: 163 -23 -80 -249 -173 -166 -276: -190 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 27.8 6.3 39.0 40.0 63.1 74.1: 36.9 25.9
Old : 100.0: 19.0 28.4 5.7 39.9 40.4 64.6 74.5: 35.4 25.5
Other: 100.0: 0.0 34.0 1.1 0.0 22.3 1.1 57.4: 98.9 42.6
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 4 5 9 5 17 13:
Old : 22: 7 4 5 9 5 17 13:
Other: 3: 0 2 1 0 1 1 3:
:----------------------------------------------------------------------------------------------------
: 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 : 27.5 45.3 44.4 65.1 20.6 36.3 33.4 48.9
Old : 28.1 45.8 45.5 66.1 21.0 36.6 34.5 49.5
Other: 1.1 57.4 1.1 57.4 0.0 56.4 0.0 56.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 718,082: 133,370 61,585 183,862 347,390 392,336 664,622 637,783: 53,460 80,299
Old : 652,302: 123,715 56,165 163,933 315,509 365,431 603,157 585,529: 49,145 66,773
Other: 65,780: 19,901 15,666 9,683 31,881 26,905 61,465 52,254: 4,315 13,526
: : :
: : Changes in Commitments from: November 15, 2022 :
: 6,435: -4,414 5,362 4,292 6,546 -1,102 6,424 8,551: 11 -2,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 8.6 25.6 48.4 54.6 92.6 88.8: 7.4 11.2
Old : 100.0: 19.0 8.6 25.1 48.4 56.0 92.5 89.8: 7.5 10.2
Other: 100.0: 30.3 23.8 14.7 48.5 40.9 93.4 79.4: 6.6 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 542: 139 116 175 196 242 426 459:
Old : 535: 138 113 165 194 236 415 445:
Other: 275: 32 57 33 57 158 108 232:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 13.3 21.8 20.7 12.1 10.8 18.3 16.9
Old : 14.0 13.5 22.5 21.5 12.8 11.6 19.1 17.9
Other: 34.8 22.2 48.7 33.2 32.2 18.7 42.9 26.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 520,069: 130,808 29,518 136,936 215,220 328,631 482,964 495,085: 37,105 24,984
Old : 487,618: 133,891 31,034 121,710 197,253 311,771 452,853 464,515: 34,765 23,104
Other: 32,451: 5,852 7,419 6,292 17,967 16,860 30,110 30,571: 2,340 1,880
: : :
: : Changes in Commitments from: November 15, 2022 :
: -16,509: -6,825 1,954 -779 -3,120 -14,738 -10,724 -13,563: -5,785 -2,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 5.7 26.3 41.4 63.2 92.9 95.2: 7.1 4.8
Old : 100.0: 27.5 6.4 25.0 40.5 63.9 92.9 95.3: 7.1 4.7
Other: 100.0: 18.0 22.9 19.4 55.4 52.0 92.8 94.2: 7.2 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 110 54 95 111 126 263 242:
Old : 314: 108 57 94 111 124 262 239:
Other: 90: 19 20 15 39 25 69 49:
:----------------------------------------------------------------------------------------------------
: 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 28.0 20.8 38.2 7.6 22.5 12.5 29.3
Old : 13.1 28.2 21.3 37.9 7.7 23.0 12.7 29.4
Other: 33.9 38.2 51.4 59.6 29.8 27.2 43.7 42.8
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 1,447,535: 46,095 148,270 141,840 1,049,564 991,116 1,237,499 1,281,226: 210,036 166,309
Old : 1,447,535: 46,095 148,270 141,840 1,049,564 991,116 1,237,499 1,281,226: 210,036 166,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2022 :
: 49,793: 6,509 -5,782 12,441 7,851 43,231 26,801 49,890: 22,991 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 10.2 9.8 72.5 68.5 85.5 88.5: 14.5 11.5
Old : 100.0: 3.2 10.2 9.8 72.5 68.5 85.5 88.5: 14.5 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 22 32 39 113 110 158 158:
Old : 191: 22 32 39 113 110 158 158:
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 : 20.9 24.7 33.5 35.2 17.6 21.0 28.1 27.9
Old : 20.9 24.7 33.5 35.2 17.6 21.0 28.1 27.9
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, November 22, 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 : 1,557,467: 76,599 453,610 20,719 1,276,219 952,836 1,373,537 1,427,165: 183,930 130,303
Old : 1,557,467: 76,599 453,610 20,719 1,276,219 952,836 1,373,537 1,427,165: 183,930 130,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2022 :
: 63,266: -17,941 -18,637 9,741 58,298 61,551 50,098 52,655: 13,168 10,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 29.1 1.3 81.9 61.2 88.2 91.6: 11.8 8.4
Old : 100.0: 4.9 29.1 1.3 81.9 61.2 88.2 91.6: 11.8 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: 14 18 10 100 90 121 111:
Old : 152: 14 18 10 100 90 121 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 37.5 36.1 56.8 19.5 33.7 30.4 49.0
Old : 21.5 37.5 36.1 56.8 19.5 33.7 30.4 49.0
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, November 22, 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 : 433,521: 115,468 21,201 86,786 179,651 296,320 381,906 404,306: 51,615 29,214
Old : 416,771: 116,986 22,960 77,309 172,976 288,536 367,271 388,806: 49,501 27,966
Other: 16,749: 4,811 4,569 3,148 6,676 7,783 14,635 15,501: 2,114 1,248
: : :
: : Changes in Commitments from: November 15, 2022 :
: -7,399: -2,139 1,179 -3,646 -2,157 -4,833 -7,942 -7,300: 543 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 4.9 20.0 41.4 68.4 88.1 93.3: 11.9 6.7
Old : 100.0: 28.1 5.5 18.5 41.5 69.2 88.1 93.3: 11.9 6.7
Other: 100.0: 28.7 27.3 18.8 39.9 46.5 87.4 92.5: 12.6 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 95 36 82 112 104 241 198:
Old : 271: 97 36 81 112 104 240 198:
Other: 76: 10 17 15 35 22 58 43:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 34.9 18.0 44.3 9.0 32.2 15.3 40.5
Old : 11.0 35.7 18.7 44.4 9.3 33.4 15.9 41.5
Other: 38.2 41.7 53.2 63.8 31.6 39.8 44.4 51.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 8,972: 1,938 1,916 793 4,712 5,373 7,443 8,082: 1,529 890
Old : 8,811: 1,938 1,916 793 4,564 5,212 7,295 7,921: 1,516 890
Other: 161: 0 0 0 148 161 148 161: 13 0
: : :
: : Changes in Commitments from: November 15, 2022 :
: 484: 13 99 120 248 298 381 517: 103 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 21.4 8.8 52.5 59.9 83.0 90.1: 17.0 9.9
Old : 100.0: 22.0 21.7 9.0 51.8 59.2 82.8 89.9: 17.2 10.1
Other: 100.0: 0.0 0.0 0.0 91.9 100.0 91.9 100.0: 8.1 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 15 13 11 12 21 33 39:
Old : 54: 15 13 11 11 21 32 39:
Other: 7: 0 0 0 5 2 5 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 : 49.7 34.7 63.3 50.5 44.9 32.9 53.4 45.6
Old : 50.1 33.7 63.1 49.6 45.2 31.9 54.1 45.0
Other: 82.0 100.0 91.9 100.0 82.0 100.0 91.9 100.0
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 2,310,608: 168,490 739,217 97,530 1,833,201 1,244,779 2,099,221 2,081,526: 211,387 229,082
Old : 2,310,608: 168,490 739,217 97,530 1,833,201 1,244,779 2,099,221 2,081,526: 211,387 229,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2022 :
: 27,036: 20,904 2,138 17,469 -34,384 -28,988 3,990 -9,380: 23,046 36,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 32.0 4.2 79.3 53.9 90.9 90.1: 9.1 9.9
Old : 100.0: 7.3 32.0 4.2 79.3 53.9 90.9 90.1: 9.1 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 : 362: 44 73 43 176 187 244 279:
Old : 362: 44 73 43 176 187 244 279:
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 : 20.9 19.4 33.0 28.7 18.5 18.3 27.0 26.4
Old : 20.9 19.4 33.0 28.7 18.5 18.3 27.0 26.4
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, November 22, 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 : 5,156,536: 440,303 759,810 852,483 3,456,197 3,095,012 4,748,982 4,707,304: 407,554 449,232
Old : 5,156,536: 440,303 759,810 852,483 3,456,197 3,095,012 4,748,982 4,707,304: 407,554 449,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2022 :
: 75,371: 29,914 -10,736 72,381 -27,839 25,637 74,457 87,283: 914 -11,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 14.7 16.5 67.0 60.0 92.1 91.3: 7.9 8.7
Old : 100.0: 8.5 14.7 16.5 67.0 60.0 92.1 91.3: 7.9 8.7
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 : 418: 70 72 87 220 216 336 331:
Old : 418: 70 72 87 220 216 336 331:
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 : 18.4 18.4 27.6 27.0 14.9 14.9 20.3 20.7
Old : 18.4 18.4 27.6 27.0 14.9 14.9 20.3 20.7
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, November 22, 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 : 1,428,976: 132,287 237,419 12,219 1,119,397 923,085 1,263,903 1,172,723: 165,073 256,253
Old : 1,428,976: 132,287 237,419 12,219 1,119,397 923,085 1,263,903 1,172,723: 165,073 256,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2022 :
: 33,088: -1,684 24,377 -1,596 4,675 -7,383 1,395 15,398: 31,693 17,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 16.6 0.9 78.3 64.6 88.4 82.1: 11.6 17.9
Old : 100.0: 9.3 16.6 0.9 78.3 64.6 88.4 82.1: 11.6 17.9
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 : 140: 17 21 12 84 83 107 110:
Old : 140: 17 21 12 84 83 107 110:
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 : 34.5 30.0 49.6 41.7 34.4 26.3 46.8 37.1
Old : 34.5 30.0 49.6 41.7 34.4 26.3 46.8 37.1
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, November 22, 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 : 3,362: 1,493 2,723 72 0 0 1,565 2,795: 1,797 567
Old : 3,362: 1,493 2,723 72 0 0 1,565 2,795: 1,797 567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2022 :
: -5: -155 27 39 0 0 -116 66: 111 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 81.0 2.1 0.0 0.0 46.5 83.1: 53.5 16.9
Old : 100.0: 44.4 81.0 2.1 0.0 0.0 46.5 83.1: 53.5 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 18 6 4 0 0 20 10:
Old : 26: 18 6 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 : 23.2 78.1 33.4 83.0 23.2 78.1 33.4 81.0
Old : 23.2 78.1 33.4 83.0 23.2 78.1 33.4 81.0
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, November 22, 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 : 4,796,839: 321,946 822,022 346,612 3,752,185 3,173,208 4,420,742 4,341,842: 376,096 454,997
Old : 4,796,839: 321,946 822,022 346,612 3,752,185 3,173,208 4,420,742 4,341,842: 376,096 454,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2022 :
: -38,008: 23,512 -5,590 -12,707 -99,944 -63,352 -89,139 -81,650: 51,131 43,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 17.1 7.2 78.2 66.2 92.2 90.5: 7.8 9.5
Old : 100.0: 6.7 17.1 7.2 78.2 66.2 92.2 90.5: 7.8 9.5
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 : 344: 38 67 53 187 188 261 273:
Old : 344: 38 67 53 187 188 261 273:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 17.9 40.6 27.6 25.8 17.4 33.7 25.4
Old : 31.5 17.9 40.6 27.6 25.8 17.4 33.7 25.4
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, November 22, 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 : 1,587,065: 196,688 185,515 194,391 1,161,988 1,164,865 1,553,066 1,544,770: 33,999 42,295
Old : 1,587,065: 196,688 185,515 194,391 1,161,988 1,164,865 1,553,066 1,544,770: 33,999 42,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2022 :
: 97,020: 47,264 9,537 17,845 36,431 72,399 101,540 99,781: -4,520 -2,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 11.7 12.2 73.2 73.4 97.9 97.3: 2.1 2.7
Old : 100.0: 12.4 11.7 12.2 73.2 73.4 97.9 97.3: 2.1 2.7
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 : 129: 20 22 34 78 80 119 117:
Old : 129: 20 22 34 78 80 119 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 28.2 40.9 40.5 19.7 24.8 28.3 32.2
Old : 26.2 28.2 40.9 40.5 19.7 24.8 28.3 32.2
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, November 22, 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 : 39,779: 10,335 13,506 597 22,605 15,516 33,537 29,619: 6,243 10,160
Old : 39,779: 10,335 13,506 597 22,605 15,516 33,537 29,619: 6,243 10,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2022 :
: 2,632: 2,832 731 168 -250 866 2,750 1,765: -118 867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 34.0 1.5 56.8 39.0 84.3 74.5: 15.7 25.5
Old : 100.0: 26.0 34.0 1.5 56.8 39.0 84.3 74.5: 15.7 25.5
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 : 96: 27 23 11 31 26 63 55:
Old : 96: 27 23 11 31 26 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 : 25.7 38.0 40.7 48.4 25.1 38.0 39.1 48.4
Old : 25.7 38.0 40.7 48.4 25.1 38.0 39.1 48.4
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, November 22, 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 : 79,559: 20,670 27,012 1,194 45,210 31,031 67,073 59,238: 12,485 20,321
Old : 79,559: 20,670 27,012 1,194 45,210 31,031 67,073 59,238: 12,485 20,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2022 :
: 5,265: 5,665 1,461 336 -501 1,732 5,501 3,530: -236 1,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 34.0 1.5 56.8 39.0 84.3 74.5: 15.7 25.5
Old : 100.0: 26.0 34.0 1.5 56.8 39.0 84.3 74.5: 15.7 25.5
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 : 96: 27 23 11 31 26 63 55:
Old : 96: 27 23 11 31 26 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 : 25.7 38.0 40.7 48.4 25.1 38.0 39.1 48.4
Old : 25.7 38.0 40.7 48.4 25.1 38.0 39.1 48.4
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, November 22, 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 : 51,579: 2,053 2,738 9 46,572 47,748 48,634 50,495: 2,945 1,084
Old : 51,579: 2,053 2,738 9 46,572 47,748 48,634 50,495: 2,945 1,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2022 :
: 1,169: 98 668 9 951 766 1,058 1,443: 111 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 5.3 0.0 90.3 92.6 94.3 97.9: 5.7 2.1
Old : 100.0: 4.0 5.3 0.0 90.3 92.6 94.3 97.9: 5.7 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 : 32: 3 3 1 20 9 24 12:
Old : 32: 3 3 1 20 9 24 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 : 58.6 70.8 73.3 94.1 58.6 69.5 73.0 91.5
Old : 58.6 70.8 73.3 94.1 58.6 69.5 73.0 91.5
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, November 22, 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 : 36,133: 16,222 10,600 1,807 3,906 659 21,935 13,066: 14,198 23,067
Old : 36,133: 16,222 10,600 1,807 3,906 659 21,935 13,066: 14,198 23,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2022 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 29.3 5.0 10.8 1.8 60.7 36.2: 39.3 63.8
Old : 100.0: 44.9 29.3 5.0 10.8 1.8 60.7 36.2: 39.3 63.8
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: 7 8 5 4 2 13 13:
Old : 20: 7 8 5 4 2 13 13:
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 : 45.2 27.6 57.1 33.0 45.0 26.0 52.4 29.7
Old : 45.2 27.6 57.1 33.0 45.0 26.0 52.4 29.7
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, November 22, 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 : 56,651: 12,031 16,910 2,162 42,119 37,531 56,312 56,603: 339 48
Old : 56,651: 12,031 16,910 2,162 42,119 37,531 56,312 56,603: 339 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2022 :
: 237: -206 -325 594 -127 0 261 269: -24 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 29.8 3.8 74.3 66.2 99.4 99.9: 0.6 0.1
Old : 100.0: 21.2 29.8 3.8 74.3 66.2 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 : 43: 21 13 4 8 2 29 19:
Old : 43: 21 13 4 8 2 29 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 : 78.1 90.9 88.3 98.2 78.0 90.9 87.0 95.2
Old : 78.1 90.9 88.3 98.2 78.0 90.9 87.0 95.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 28, 2022