WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 367,782: 83,858 116,899 106,379 143,246 107,499 333,483 330,776: 34,299 37,005
Old : 256,440: 75,661 102,311 58,209 94,421 69,895 228,291 230,414: 28,149 26,026
Other: 111,342: 34,374 40,766 21,992 48,825 37,604 105,192 100,362: 6,150 10,979
: : :
: : Changes in Commitments from: November 22, 2022 :
: -75,651: 2,339 2,242 -56,775 -18,962 -19,363 -73,397 -73,896: -2,254 -1,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 31.8 28.9 38.9 29.2 90.7 89.9: 9.3 10.1
Old : 100.0: 29.5 39.9 22.7 36.8 27.3 89.0 89.9: 11.0 10.1
Other: 100.0: 30.9 36.6 19.8 43.9 33.8 94.5 90.1: 5.5 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 93 104 114 89 100 250 261:
Old : 317: 98 97 92 85 94 231 241:
Other: 184: 35 62 44 45 69 114 143:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 10.8 22.2 19.8 11.5 9.1 19.8 16.3
Old : 12.8 13.3 22.1 23.8 11.3 12.7 19.2 21.9
Other: 27.6 19.9 42.6 31.1 27.5 16.6 42.2 25.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 154,278: 36,779 24,109 28,162 69,710 81,016 134,652 133,287: 19,626 20,991
Old : 119,133: 40,047 24,049 13,642 50,398 66,535 104,087 104,226: 15,046 14,907
Other: 35,145: 7,149 10,476 4,103 19,313 14,481 30,565 29,061: 4,580 6,084
: : :
: : Changes in Commitments from: November 22, 2022 :
: -10,896: 518 1,740 -5,919 -3,695 -6,112 -9,096 -10,291: -1,800 -605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 15.6 18.3 45.2 52.5 87.3 86.4: 12.7 13.6
Old : 100.0: 33.6 20.2 11.5 42.3 55.8 87.4 87.5: 12.6 12.5
Other: 100.0: 20.3 29.8 11.7 55.0 41.2 87.0 82.7: 13.0 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 54 38 52 70 77 150 146:
Old : 188: 54 38 39 65 70 135 132:
Other: 128: 22 25 22 44 53 81 87:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 22.1 24.5 30.6 13.9 17.8 21.7 23.7
Old : 16.5 25.1 27.0 33.8 14.7 22.6 24.4 29.7
Other: 21.3 28.0 36.9 44.4 20.4 25.7 35.5 36.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 1,453,268: 324,403 89,010 349,994 622,003 825,124 1,296,399 1,264,127: 156,868 189,140
Old : 1,265,548: 290,230 100,667 287,924 551,496 723,347 1,129,650 1,111,938: 135,897 153,610
Other: 187,720: 75,086 29,256 21,156 70,507 101,777 166,749 152,189: 20,971 35,531
: : :
: : Changes in Commitments from: November 22, 2022 :
: -312,866: 11,693 -10,499 -206,594 -102,789 -83,485 -297,690 -300,578: -15,176 -12,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 6.1 24.1 42.8 56.8 89.2 87.0: 10.8 13.0
Old : 100.0: 22.9 8.0 22.8 43.6 57.2 89.3 87.9: 10.7 12.1
Other: 100.0: 40.0 15.6 11.3 37.6 54.2 88.8 81.1: 11.2 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 747: 155 102 171 334 413 580 619:
Old : 735: 166 94 152 329 398 562 588:
Other: 474: 53 72 36 109 304 186 391:
:----------------------------------------------------------------------------------------------------
: 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 9.3 16.5 15.8 9.9 7.9 15.1 12.6
Old : 10.8 9.6 17.3 16.2 10.6 8.5 16.2 13.1
Other: 26.2 14.4 37.6 22.7 26.2 12.3 37.6 19.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 3,293: 767 1,147 15 1,074 1,178 1,856 2,340: 1,437 952
Old : 3,197: 782 1,147 0 1,074 1,157 1,856 2,304: 1,341 892
Other: 96: 0 15 0 0 21 0 36: 96 60
: : :
: : Changes in Commitments from: November 22, 2022 :
: -874: 26 -11 -249 -552 -488 -774 -747: -100 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 34.8 0.5 32.6 35.8 56.4 71.1: 43.6 28.9
Old : 100.0: 24.5 35.9 0.0 33.6 36.2 58.1 72.1: 41.9 27.9
Other: 100.0: 0.0 15.6 0.0 0.0 21.9 0.0 37.5: 100.0 62.5
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 5 1 9 6 13 12:
Old : 21: 4 5 0 9 6 13 11:
Other: 2: 0 1 0 0 1 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 : 27.5 48.6 44.9 66.2 27.5 48.4 44.0 65.3
Old : 28.3 49.4 46.3 67.5 28.3 49.2 45.6 66.6
Other: 0.0 37.5 0.0 37.5 0.0 37.5 0.0 37.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 721,613: 148,136 56,287 177,324 340,251 405,358 665,710 638,968: 55,903 82,645
Old : 651,919: 139,755 51,330 153,787 307,231 377,888 600,773 583,006: 51,146 68,914
Other: 69,694: 20,834 17,410 11,083 33,020 27,469 64,937 55,963: 4,757 13,731
: : :
: : Changes in Commitments from: November 22, 2022 :
: 3,531: 14,765 -5,298 -6,538 -7,139 13,021 1,089 1,185: 2,443 2,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 7.8 24.6 47.2 56.2 92.3 88.5: 7.7 11.5
Old : 100.0: 21.4 7.9 23.6 47.1 58.0 92.2 89.4: 7.8 10.6
Other: 100.0: 29.9 25.0 15.9 47.4 39.4 93.2 80.3: 6.8 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 530: 145 104 165 189 240 417 444:
Old : 523: 143 104 155 186 235 404 432:
Other: 264: 37 47 29 56 152 107 218:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 13.0 20.3 20.5 11.4 11.4 17.8 17.5
Old : 13.0 13.9 21.0 21.4 12.1 12.2 18.9 18.7
Other: 33.0 21.2 46.9 32.2 30.4 18.2 40.9 25.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 479,986: 137,177 30,716 115,288 192,516 311,566 444,981 457,569: 35,006 22,417
Old : 446,637: 140,104 33,315 99,670 174,346 293,218 414,121 426,204: 32,516 20,433
Other: 33,349: 6,461 6,789 6,229 18,169 18,347 30,860 31,366: 2,489 1,984
: : :
: : Changes in Commitments from: November 22, 2022 :
: -40,083: 6,369 1,198 -21,648 -22,704 -17,065 -37,983 -37,516: -2,099 -2,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 6.4 24.0 40.1 64.9 92.7 95.3: 7.3 4.7
Old : 100.0: 31.4 7.5 22.3 39.0 65.7 92.7 95.4: 7.3 4.6
Other: 100.0: 19.4 20.4 18.7 54.5 55.0 92.5 94.1: 7.5 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 116 47 88 100 116 248 228:
Old : 305: 119 47 85 99 114 247 223:
Other: 94: 20 22 16 37 25 69 51:
:----------------------------------------------------------------------------------------------------
: 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 29.6 21.3 40.2 8.5 24.6 13.5 31.8
Old : 13.7 30.0 21.8 40.1 8.7 25.2 14.0 32.1
Other: 33.8 40.2 50.6 58.9 29.3 30.3 44.4 44.6
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 1,294,464: 44,173 148,001 75,622 981,402 915,682 1,101,198 1,139,305: 193,266 155,159
Old : 1,294,464: 44,173 148,001 75,622 981,402 915,682 1,101,198 1,139,305: 193,266 155,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2022 :
: -153,071: -1,922 -269 -66,218 -68,162 -75,434 -136,301 -141,921: -16,769 -11,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 11.4 5.8 75.8 70.7 85.1 88.0: 14.9 12.0
Old : 100.0: 3.4 11.4 5.8 75.8 70.7 85.1 88.0: 14.9 12.0
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 : 182: 19 27 32 114 105 152 145:
Old : 182: 19 27 32 114 105 152 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 26.2 36.3 37.5 19.9 23.0 31.9 31.8
Old : 22.2 26.2 36.3 37.5 19.9 23.0 31.9 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 1,479,422: 60,228 449,632 20,460 1,222,911 891,485 1,303,599 1,361,577: 175,823 117,844
Old : 1,479,422: 60,228 449,632 20,460 1,222,911 891,485 1,303,599 1,361,577: 175,823 117,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2022 :
: -78,046: -16,371 -3,978 -259 -53,309 -61,350 -69,939 -65,587: -8,107 -12,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 30.4 1.4 82.7 60.3 88.1 92.0: 11.9 8.0
Old : 100.0: 4.1 30.4 1.4 82.7 60.3 88.1 92.0: 11.9 8.0
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 : 155: 13 17 11 105 90 126 110:
Old : 155: 13 17 11 105 90 126 110:
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 : 22.8 35.5 37.5 56.0 20.7 34.4 32.4 50.5
Old : 22.8 35.5 37.5 56.0 20.7 34.4 32.4 50.5
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 29, 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 : 394,594: 116,977 20,220 70,875 158,820 277,455 346,671 368,550: 47,923 26,044
Old : 377,416: 118,110 22,041 61,675 152,190 269,193 331,975 352,908: 45,441 24,508
Other: 17,177: 4,862 4,175 3,204 6,629 8,262 14,696 15,641: 2,481 1,536
: : :
: : Changes in Commitments from: November 22, 2022 :
: -38,927: 1,508 -981 -15,911 -20,832 -18,864 -35,235 -35,757: -3,692 -3,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 5.1 18.0 40.2 70.3 87.9 93.4: 12.1 6.6
Old : 100.0: 31.3 5.8 16.3 40.3 71.3 88.0 93.5: 12.0 6.5
Other: 100.0: 28.3 24.3 18.7 38.6 48.1 85.6 91.1: 14.4 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 100 35 80 100 94 230 188:
Old : 265: 99 38 79 100 94 229 188:
Other: 74: 12 14 16 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 : 11.5 37.8 19.1 47.0 10.3 35.2 17.3 44.0
Old : 12.0 38.7 20.0 47.5 10.8 36.6 18.1 45.1
Other: 37.2 40.3 51.9 63.4 30.8 38.5 43.2 51.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 9,045: 2,876 1,825 608 4,325 5,509 7,809 7,942: 1,237 1,104
Old : 8,697: 2,876 1,830 602 3,995 5,161 7,473 7,593: 1,224 1,104
Other: 349: 5 0 1 330 348 336 349: 13 0
: : :
: : Changes in Commitments from: November 22, 2022 :
: 74: 937 -92 -185 -387 136 366 -140: -292 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 20.2 6.7 47.8 60.9 86.3 87.8: 13.7 12.2
Old : 100.0: 33.1 21.0 6.9 45.9 59.3 85.9 87.3: 14.1 12.7
Other: 100.0: 1.4 0.0 0.2 94.6 99.8 96.3 100.0: 3.7 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 19 13 8 11 19 36 34:
Old : 56: 19 13 8 10 19 35 34:
Other: 10: 2 0 2 6 2 8 4:
:----------------------------------------------------------------------------------------------------
: 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 : 45.9 38.2 59.0 51.4 43.7 34.2 53.9 47.1
Old : 45.4 36.0 58.5 49.8 43.1 32.6 53.8 46.2
Other: 89.1 100.0 96.3 100.0 89.1 99.8 96.0 99.8
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 2,106,030: 156,535 683,048 60,002 1,700,735 1,183,627 1,917,272 1,926,678: 188,758 179,352
Old : 2,106,030: 156,535 683,048 60,002 1,700,735 1,183,627 1,917,272 1,926,678: 188,758 179,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2022 :
: -204,578: -11,955 -56,169 -37,528 -132,466 -61,152 -181,949 -154,848: -22,629 -49,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 32.4 2.8 80.8 56.2 91.0 91.5: 9.0 8.5
Old : 100.0: 7.4 32.4 2.8 80.8 56.2 91.0 91.5: 9.0 8.5
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 : 356: 49 62 36 173 181 242 259:
Old : 356: 49 62 36 173 181 242 259:
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 : 21.3 20.7 32.3 30.1 19.0 19.1 27.0 27.7
Old : 21.3 20.7 32.3 30.1 19.0 19.1 27.0 27.7
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 29, 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 : 4,568,890: 459,048 741,193 551,463 3,187,079 2,839,989 4,197,590 4,132,646: 371,300 436,244
Old : 4,568,890: 459,048 741,193 551,463 3,187,079 2,839,989 4,197,590 4,132,646: 371,300 436,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2022 :
: -587,646: 18,745 -18,616 -301,019 -269,118 -255,023 -551,392 -574,658: -36,254 -12,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 16.2 12.1 69.8 62.2 91.9 90.5: 8.1 9.5
Old : 100.0: 10.0 16.2 12.1 69.8 62.2 91.9 90.5: 8.1 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 : 401: 69 76 78 209 200 321 311:
Old : 401: 69 76 78 209 200 321 311:
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 : 20.3 20.3 29.1 29.3 16.4 16.4 22.4 22.9
Old : 20.3 20.3 29.1 29.3 16.4 16.4 22.4 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 1,363,277: 142,588 221,837 10,900 1,050,386 890,833 1,203,874 1,123,570: 159,403 239,707
Old : 1,363,277: 142,588 221,837 10,900 1,050,386 890,833 1,203,874 1,123,570: 159,403 239,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2022 :
: -65,699: 10,301 -15,582 -1,319 -69,011 -32,252 -60,029 -49,153: -5,670 -16,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 16.3 0.8 77.0 65.3 88.3 82.4: 11.7 17.6
Old : 100.0: 10.5 16.3 0.8 77.0 65.3 88.3 82.4: 11.7 17.6
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 : 138: 19 17 12 78 83 100 109:
Old : 138: 19 17 12 78 83 100 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 31.2 51.2 43.3 34.8 27.5 48.2 38.7
Old : 35.0 31.2 51.2 43.3 34.8 27.5 48.2 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 x Index Points :
: : :
All : 2,330: 794 1,588 185 0 0 979 1,773: 1,351 557
Old : 2,330: 794 1,588 185 0 0 979 1,773: 1,351 557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2022 :
: -1,032: -699 -1,135 113 0 0 -586 -1,022: -446 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 68.2 7.9 0.0 0.0 42.0 76.1: 58.0 23.9
Old : 100.0: 34.1 68.2 7.9 0.0 0.0 42.0 76.1: 58.0 23.9
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 : 20: 13 6 2 0 0 15 7:
Old : 20: 13 6 2 0 0 15 7:
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 : 21.7 70.3 31.9 76.1 18.4 64.0 27.3 68.2
Old : 21.7 70.3 31.9 76.1 18.4 64.0 27.3 68.2
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 29, 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 : 4,526,803: 317,473 839,837 260,512 3,629,359 3,016,585 4,207,344 4,116,934: 319,459 409,869
Old : 4,526,803: 317,473 839,837 260,512 3,629,359 3,016,585 4,207,344 4,116,934: 319,459 409,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2022 :
: -270,035: -4,473 17,815 -86,100 -122,825 -156,623 -213,398 -224,908: -56,637 -45,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 18.6 5.8 80.2 66.6 92.9 90.9: 7.1 9.1
Old : 100.0: 7.0 18.6 5.8 80.2 66.6 92.9 90.9: 7.1 9.1
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 : 336: 39 60 50 185 179 253 260:
Old : 336: 39 60 50 185 179 253 260:
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 20.6 41.7 31.0 27.0 18.0 35.4 26.6
Old : 31.8 20.6 41.7 31.0 27.0 18.0 35.4 26.6
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, November 29, 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 : 1,643,665: 183,039 216,891 197,910 1,232,219 1,188,012 1,613,168 1,602,813: 30,497 40,852
Old : 1,643,665: 183,039 216,891 197,910 1,232,219 1,188,012 1,613,168 1,602,813: 30,497 40,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2022 :
: 56,599: -13,649 31,376 3,519 70,231 23,147 60,101 58,042: -3,502 -1,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 13.2 12.0 75.0 72.3 98.1 97.5: 1.9 2.5
Old : 100.0: 11.1 13.2 12.0 75.0 72.3 98.1 97.5: 1.9 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 24 22 38 79 82 125 123:
Old : 136: 24 22 38 79 82 125 123:
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 : 26.8 27.4 42.2 39.8 19.4 24.5 28.8 32.4
Old : 26.8 27.4 42.2 39.8 19.4 24.5 28.8 32.4
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, November 29, 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 : 39,749: 10,608 13,667 893 21,971 15,518 33,473 30,077: 6,276 9,672
Old : 39,749: 10,608 13,667 893 21,971 15,518 33,473 30,077: 6,276 9,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2022 :
: -30: 273 160 296 -634 2 -64 458: 34 -489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 34.4 2.2 55.3 39.0 84.2 75.7: 15.8 24.3
Old : 100.0: 26.7 34.4 2.2 55.3 39.0 84.2 75.7: 15.8 24.3
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 : 96: 22 28 11 27 28 54 62:
Old : 96: 22 28 11 27 28 54 62:
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 : 27.6 37.3 42.9 47.3 27.1 37.3 41.0 47.3
Old : 27.6 37.3 42.9 47.3 27.1 37.3 41.0 47.3
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 29, 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 : 79,498: 21,217 27,333 1,786 43,942 31,035 66,945 60,154: 12,552 19,343
Old : 79,498: 21,217 27,333 1,786 43,942 31,035 66,945 60,154: 12,552 19,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2022 :
: -61: 547 321 592 -1,267 4 -128 917: 67 -978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 34.4 2.2 55.3 39.0 84.2 75.7: 15.8 24.3
Old : 100.0: 26.7 34.4 2.2 55.3 39.0 84.2 75.7: 15.8 24.3
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 : 96: 22 28 11 27 28 54 62:
Old : 96: 22 28 11 27 28 54 62:
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 : 27.6 37.3 42.9 47.3 27.1 37.3 41.0 47.3
Old : 27.6 37.3 42.9 47.3 27.1 37.3 41.0 47.3
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 29, 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 : 51,402: 2,183 2,592 14 46,520 47,550 48,717 50,156: 2,685 1,246
Old : 51,402: 2,183 2,592 14 46,520 47,550 48,717 50,156: 2,685 1,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2022 :
: -177: 130 -146 5 -52 -198 83 -339: -260 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.0 0.0 90.5 92.5 94.8 97.6: 5.2 2.4
Old : 100.0: 4.2 5.0 0.0 90.5 92.5 94.8 97.6: 5.2 2.4
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 : 32: 3 3 1 21 8 25 11:
Old : 32: 3 3 1 21 8 25 11:
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 : 57.9 71.3 72.8 94.5 57.9 69.9 72.4 91.6
Old : 57.9 71.3 72.8 94.5 57.9 69.9 72.4 91.6
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, November 29, 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 : 57,600: 15,704 19,263 750 40,769 37,531 57,223 57,544: 377 56
Old : 57,600: 15,704 19,263 750 40,769 37,531 57,223 57,544: 377 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2022 :
: 949: 3,673 2,353 -1,412 -1,350 0 911 941: 38 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 33.4 1.3 70.8 65.2 99.3 99.9: 0.7 0.1
Old : 100.0: 27.3 33.4 1.3 70.8 65.2 99.3 99.9: 0.7 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 : 42: 20 13 3 8 2 28 18:
Old : 42: 20 13 3 8 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 : 76.9 89.4 88.3 98.5 76.9 89.4 88.2 97.6
Old : 76.9 89.4 88.3 98.5 76.9 89.4 88.2 97.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 02, 2022