WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 405,051: 87,003 129,920 129,518 152,565 108,066 369,086 367,504: 35,965 37,547
Old : 283,936: 82,204 117,361 73,893 99,485 66,555 255,582 257,809: 28,354 26,127
Other: 121,115: 37,736 45,496 22,688 53,080 41,512 113,503 109,695: 7,611 11,420
: : :
: : Changes in Commitments from: December 6, 2022 :
: 346: -1,585 -575 1,289 2,383 1,340 2,087 2,053: -1,740 -1,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 32.1 32.0 37.7 26.7 91.1 90.7: 8.9 9.3
Old : 100.0: 29.0 41.3 26.0 35.0 23.4 90.0 90.8: 10.0 9.2
Other: 100.0: 31.2 37.6 18.7 43.8 34.3 93.7 90.6: 6.3 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 112 105 123 95 101 267 275:
Old : 329: 108 103 103 90 93 245 254:
Other: 194: 45 61 41 49 66 119 144:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 10.9 22.0 20.0 10.2 9.0 17.5 15.9
Old : 12.8 12.7 22.3 23.4 10.7 11.9 17.9 20.8
Other: 26.2 22.2 41.4 33.3 24.7 19.6 39.5 27.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 165,081: 36,249 33,276 34,425 74,260 76,299 144,933 144,001: 20,148 21,081
Old : 124,990: 39,530 32,770 16,465 53,278 60,835 109,273 110,069: 15,718 14,921
Other: 40,091: 7,943 11,731 6,736 20,982 15,465 35,661 33,931: 4,430 6,160
: : :
: : Changes in Commitments from: December 6, 2022 :
: 5,221: 4,019 3,821 613 -150 1,589 4,482 6,022: 739 -801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 20.2 20.9 45.0 46.2 87.8 87.2: 12.2 12.8
Old : 100.0: 31.6 26.2 13.2 42.6 48.7 87.4 88.1: 12.6 11.9
Other: 100.0: 19.8 29.3 16.8 52.3 38.6 88.9 84.6: 11.1 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 53 45 54 73 72 151 149:
Old : 193: 59 40 42 67 65 137 136:
Other: 124: 18 28 24 45 51 79 89:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 19.1 24.8 28.7 12.9 16.5 20.4 22.7
Old : 17.4 23.5 27.0 34.2 14.4 21.2 23.1 29.8
Other: 22.1 29.6 36.8 43.8 21.1 26.5 35.7 35.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 1,457,563: 274,987 102,512 373,057 649,218 787,454 1,297,262 1,263,023: 160,301 194,540
Old : 1,254,027: 245,325 111,907 302,798 568,212 685,234 1,116,334 1,099,939: 137,692 154,087
Other: 203,536: 74,707 35,649 25,214 81,007 102,220 180,928 163,084: 22,608 40,452
: : :
: : Changes in Commitments from: December 6, 2022 :
: -28,616: -2,596 -16,684 -501 -29,187 -10,934 -32,284 -28,119: 3,669 -496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 7.0 25.6 44.5 54.0 89.0 86.7: 11.0 13.3
Old : 100.0: 19.6 8.9 24.1 45.3 54.6 89.0 87.7: 11.0 12.3
Other: 100.0: 36.7 17.5 12.4 39.8 50.2 88.9 80.1: 11.1 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 745: 148 119 180 329 404 574 624:
Old : 732: 154 112 161 321 394 552 599:
Other: 487: 63 70 45 128 301 213 395:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 8.8 16.4 14.8 9.4 7.0 15.2 10.8
Old : 10.4 9.3 17.3 15.3 10.2 7.5 16.4 11.4
Other: 23.6 12.7 35.5 21.0 23.5 11.4 35.4 18.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 4,126: 773 1,769 63 1,187 1,065 2,023 2,897: 2,103 1,228
Old : 3,980: 805 1,769 24 1,187 1,044 2,016 2,837: 1,964 1,143
Other: 145: 0 32 7 0 21 7 60: 138 85
: : :
: : Changes in Commitments from: December 6, 2022 :
: 403: 39 345 46 -2 7 83 398: 320 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 42.9 1.5 28.8 25.8 49.0 70.2: 51.0 29.8
Old : 100.0: 20.2 44.4 0.6 29.8 26.2 50.6 71.3: 49.4 28.7
Other: 100.0: 0.0 22.0 4.8 0.0 14.5 4.8 41.3: 95.2 58.7
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 6 2 9 6 14 14:
Old : 24: 5 6 1 9 6 14 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 : 24.5 41.9 39.7 61.4 24.5 41.8 38.8 61.2
Old : 25.4 42.9 40.9 63.1 25.4 42.8 40.4 62.9
Other: 4.8 41.3 4.8 41.3 0.0 36.5 0.0 36.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 744,707: 170,382 53,223 175,047 344,435 428,285 689,864 656,555: 54,842 88,152
Old : 662,608: 155,658 45,420 150,762 307,117 397,958 613,537 594,140: 49,071 68,468
Other: 82,099: 25,816 18,895 13,193 37,318 30,327 76,327 62,415: 5,772 19,684
: : :
: : Changes in Commitments from: December 6, 2022 :
: 25,365: 12,382 -11,711 6,027 4,032 26,405 22,441 20,720: 2,925 4,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 7.1 23.5 46.3 57.5 92.6 88.2: 7.4 11.8
Old : 100.0: 23.5 6.9 22.8 46.3 60.1 92.6 89.7: 7.4 10.3
Other: 100.0: 31.4 23.0 16.1 45.5 36.9 93.0 76.0: 7.0 24.0
: : :
:# Traders : Number of Traders in Each Category :
All : 533: 159 102 169 190 226 429 436:
Old : 526: 156 106 159 187 224 417 426:
Other: 272: 51 45 36 65 148 133 214:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 12.4 19.6 19.8 10.8 10.7 16.3 16.3
Old : 12.5 13.2 20.6 20.8 11.4 11.5 17.2 17.4
Other: 28.3 18.7 42.0 27.5 26.6 15.2 36.7 21.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 464,030: 91,352 38,294 116,008 219,095 285,389 426,455 439,692: 37,575 24,338
Old : 423,818: 96,696 39,048 98,357 195,380 264,231 390,433 401,636: 33,384 22,181
Other: 40,212: 4,886 9,476 7,421 23,715 21,158 36,022 38,055: 4,190 2,157
: : :
: : Changes in Commitments from: December 6, 2022 :
: -21,520: -12,962 1,650 -8,744 1,396 -12,887 -20,310 -19,981: -1,210 -1,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 8.3 25.0 47.2 61.5 91.9 94.8: 8.1 5.2
Old : 100.0: 22.8 9.2 23.2 46.1 62.3 92.1 94.8: 7.9 5.2
Other: 100.0: 12.1 23.6 18.5 59.0 52.6 89.6 94.6: 10.4 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 79 58 85 105 110 228 222:
Old : 282: 85 54 84 105 107 228 218:
Other: 104: 13 25 18 50 31 77 62:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 25.9 18.3 36.2 8.3 20.6 14.0 28.6
Old : 10.6 26.0 18.7 35.8 8.2 21.3 14.3 28.6
Other: 31.5 36.7 44.8 56.7 22.5 29.4 34.7 42.2
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 1,324,921: 59,775 172,944 86,462 992,163 917,270 1,138,401 1,176,677: 186,521 148,245
Old : 1,324,921: 59,775 172,944 86,462 992,163 917,270 1,138,401 1,176,677: 186,521 148,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2022 :
: 31,486: 4,661 4,786 9,514 13,461 29,401 27,635 43,700: 3,850 -12,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 13.1 6.5 74.9 69.2 85.9 88.8: 14.1 11.2
Old : 100.0: 4.5 13.1 6.5 74.9 69.2 85.9 88.8: 14.1 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 19 32 35 119 111 163 153:
Old : 192: 19 32 35 119 111 163 153:
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 : 20.8 24.9 34.4 35.7 17.7 21.7 29.0 30.1
Old : 20.8 24.9 34.4 35.7 17.7 21.7 29.0 30.1
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, December 13, 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 : 1,427,292: 59,908 427,076 6,466 1,194,809 884,038 1,261,183 1,317,580: 166,109 109,711
Old : 1,427,292: 59,908 427,076 6,466 1,194,809 884,038 1,261,183 1,317,580: 166,109 109,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2022 :
: 2,293: 3,636 -969 26 1,234 8,406 4,896 7,463: -2,603 -5,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 29.9 0.5 83.7 61.9 88.4 92.3: 11.6 7.7
Old : 100.0: 4.2 29.9 0.5 83.7 61.9 88.4 92.3: 11.6 7.7
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 : 157: 14 17 11 100 89 121 110:
Old : 157: 14 17 11 100 89 121 110:
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 : 23.5 34.4 37.0 55.8 21.4 34.2 33.1 51.4
Old : 23.5 34.4 37.0 55.8 21.4 34.2 33.1 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 438,398: 145,105 11,333 86,309 153,894 306,628 385,308 404,269: 53,090 34,129
Old : 413,411: 142,348 13,089 76,141 145,235 292,600 363,724 381,830: 49,687 31,580
Other: 24,988: 7,133 2,619 5,792 8,659 14,028 21,584 22,439: 3,404 2,549
: : :
: : Changes in Commitments from: December 6, 2022 :
: 11,245: 7,973 -6,359 8,536 -5,054 7,194 11,455 9,371: -210 1,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 2.6 19.7 35.1 69.9 87.9 92.2: 12.1 7.8
Old : 100.0: 34.4 3.2 18.4 35.1 70.8 88.0 92.4: 12.0 7.6
Other: 100.0: 28.5 10.5 23.2 34.7 56.1 86.4 89.8: 13.6 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 113 42 92 100 104 256 204:
Old : 289: 117 39 89 100 102 254 201:
Other: 93: 21 18 17 39 27 72 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 : 10.5 35.0 18.8 44.7 9.9 33.1 16.8 41.6
Old : 10.5 35.6 19.0 44.6 10.3 33.9 17.3 42.1
Other: 34.6 37.8 46.9 59.9 23.0 32.0 32.9 42.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 8,532: 588 2,675 1,229 5,388 3,506 7,205 7,410: 1,327 1,122
Old : 7,915: 592 2,675 1,224 4,802 2,907 6,618 6,806: 1,297 1,109
Other: 617: 0 4 1 586 599 587 604: 30 13
: : :
: : Changes in Commitments from: December 6, 2022 :
: 61: -894 795 235 460 -1,181 -198 -151: 260 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 31.4 14.4 63.1 41.1 84.4 86.8: 15.6 13.2
Old : 100.0: 7.5 33.8 15.5 60.7 36.7 83.6 86.0: 16.4 14.0
Other: 100.0: 0.0 0.7 0.1 95.0 97.1 95.1 97.9: 4.9 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 9 21 8 13 20 25 46:
Old : 54: 9 21 8 12 20 24 46:
Other: 8: 1 1 2 4 2 6 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 : 58.5 33.6 70.8 45.3 52.0 26.8 58.6 35.6
Old : 56.9 30.8 69.1 41.6 51.0 23.6 58.2 33.2
Other: 95.0 97.9 95.1 97.9 95.0 97.7 95.0 97.7
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 2,227,595: 193,621 717,141 68,393 1,779,374 1,258,766 2,041,388 2,044,301: 186,207 183,294
Old : 2,227,595: 193,621 717,141 68,393 1,779,374 1,258,766 2,041,388 2,044,301: 186,207 183,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2022 :
: 101,877: 21,730 11,497 24,471 46,824 54,814 93,025 90,782: 8,852 11,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 32.2 3.1 79.9 56.5 91.6 91.8: 8.4 8.2
Old : 100.0: 8.7 32.2 3.1 79.9 56.5 91.6 91.8: 8.4 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 52 65 39 177 175 250 258:
Old : 364: 52 65 39 177 175 250 258:
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 20.3 31.3 30.0 19.1 19.1 26.6 27.9
Old : 21.3 20.3 31.3 30.0 19.1 19.1 26.6 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 4,866,879: 470,278 759,527 699,539 3,341,012 2,945,856 4,510,828 4,404,922: 356,051 461,957
Old : 4,866,879: 470,278 759,527 699,539 3,341,012 2,945,856 4,510,828 4,404,922: 356,051 461,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2022 :
: 164,902: 29,637 -885 61,734 74,020 115,819 165,391 176,667: -490 -11,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 15.6 14.4 68.6 60.5 92.7 90.5: 7.3 9.5
Old : 100.0: 9.7 15.6 14.4 68.6 60.5 92.7 90.5: 7.3 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 : 406: 53 81 73 222 213 325 317:
Old : 406: 53 81 73 222 213 325 317:
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 : 18.6 18.7 28.4 28.2 14.9 14.7 21.2 19.4
Old : 18.6 18.7 28.4 28.2 14.9 14.7 21.2 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 1,433,566: 169,295 270,766 11,410 1,094,709 899,532 1,275,414 1,181,708: 158,152 251,858
Old : 1,433,566: 169,295 270,766 11,410 1,094,709 899,532 1,275,414 1,181,708: 158,152 251,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2022 :
: 22,981: 27,032 21,551 2,411 -4,413 -10,085 25,030 13,877: -2,049 9,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 18.9 0.8 76.4 62.7 89.0 82.4: 11.0 17.6
Old : 100.0: 11.8 18.9 0.8 76.4 62.7 89.0 82.4: 11.0 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 : 145: 18 22 12 77 85 99 115:
Old : 145: 18 22 12 77 85 99 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 31.1 50.7 44.5 34.8 28.0 48.5 40.1
Old : 34.9 31.1 50.7 44.5 34.8 28.0 48.5 40.1
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, December 13, 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 : 2,565: 949 1,979 38 0 0 987 2,017: 1,578 548
Old : 2,565: 949 1,979 38 0 0 987 2,017: 1,578 548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2022 :
: 412: 186 477 38 0 0 224 515: 188 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 77.2 1.5 0.0 0.0 38.5 78.6: 61.5 21.4
Old : 100.0: 37.0 77.2 1.5 0.0 0.0 38.5 78.6: 61.5 21.4
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 : 25: 18 6 1 0 0 19 7:
Old : 25: 18 6 1 0 0 19 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 : 15.1 75.0 24.1 78.6 15.1 75.0 24.1 77.2
Old : 15.1 75.0 24.1 78.6 15.1 75.0 24.1 77.2
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, December 13, 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 : 4,436,882: 260,617 916,374 242,417 3,619,303 2,878,074 4,122,336 4,036,865: 314,546 400,017
Old : 4,436,882: 260,617 916,374 242,417 3,619,303 2,878,074 4,122,336 4,036,865: 314,546 400,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2022 :
: 8,349: 22,563 35,094 2,173 -15,239 224 9,497 37,491: -1,148 -29,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 20.7 5.5 81.6 64.9 92.9 91.0: 7.1 9.0
Old : 100.0: 5.9 20.7 5.5 81.6 64.9 92.9 91.0: 7.1 9.0
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 : 336: 44 57 43 182 178 244 260:
Old : 336: 44 57 43 182 178 244 260:
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 : 33.2 18.5 42.9 27.7 28.4 17.5 36.2 25.8
Old : 33.2 18.5 42.9 27.7 28.4 17.5 36.2 25.8
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, December 13, 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 : 1,402,582: 121,174 195,068 159,571 1,087,398 1,004,268 1,368,143 1,358,907: 34,439 43,675
Old : 1,402,582: 121,174 195,068 159,571 1,087,398 1,004,268 1,368,143 1,358,907: 34,439 43,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2022 :
: 79,554: 6,475 1,502 20,555 48,095 52,710 75,125 74,767: 4,429 4,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 13.9 11.4 77.5 71.6 97.5 96.9: 2.5 3.1
Old : 100.0: 8.6 13.9 11.4 77.5 71.6 97.5 96.9: 2.5 3.1
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 : 123: 17 21 29 70 76 109 106:
Old : 123: 17 21 29 70 76 109 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 28.6 44.5 41.4 22.7 24.4 30.2 32.1
Old : 28.4 28.6 44.5 41.4 22.7 24.4 30.2 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 53,640: 11,706 17,918 5,179 29,770 19,623 46,655 42,721: 6,986 10,919
Old : 53,640: 11,706 17,918 5,179 29,770 19,623 46,655 42,721: 6,986 10,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2022 :
: 12,337: 687 1,137 3,588 7,365 6,774 11,640 11,499: 697 838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 33.4 9.7 55.5 36.6 87.0 79.6: 13.0 20.4
Old : 100.0: 21.8 33.4 9.7 55.5 36.6 87.0 79.6: 13.0 20.4
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 : 106: 22 30 20 36 34 72 71:
Old : 106: 22 30 20 36 34 72 71:
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 : 26.7 31.0 42.6 43.4 23.7 29.3 37.5 36.9
Old : 26.7 31.0 42.6 43.4 23.7 29.3 37.5 36.9
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, December 13, 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 : 107,280: 23,411 35,837 10,358 59,539 39,247 93,309 85,442: 13,971 21,838
Old : 107,280: 23,411 35,837 10,358 59,539 39,247 93,309 85,442: 13,971 21,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2022 :
: 24,674: 1,374 2,274 7,177 14,729 13,547 23,280 22,998: 1,394 1,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 33.4 9.7 55.5 36.6 87.0 79.6: 13.0 20.4
Old : 100.0: 21.8 33.4 9.7 55.5 36.6 87.0 79.6: 13.0 20.4
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 : 106: 22 30 20 36 34 72 71:
Old : 106: 22 30 20 36 34 72 71:
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 : 26.7 31.0 42.6 43.4 23.7 29.3 37.5 36.9
Old : 26.7 31.0 42.6 43.4 23.7 29.3 37.5 36.9
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, December 13, 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 : 67,407: 2,211 2,249 0 62,358 63,761 64,569 66,010: 2,838 1,397
Old : 67,407: 2,211 2,249 0 62,358 63,761 64,569 66,010: 2,838 1,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2022 :
: 15,958: -17 -758 -18 15,555 16,396 15,520 15,620: 438 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 3.3 0.0 92.5 94.6 95.8 97.9: 4.2 2.1
Old : 100.0: 3.3 3.3 0.0 92.5 94.6 95.8 97.9: 4.2 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 : 33: 3 2 0 24 11 27 13:
Old : 33: 3 2 0 24 11 27 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 : 53.4 69.3 72.3 93.3 39.0 56.0 53.3 73.3
Old : 53.4 69.3 72.3 93.3 39.0 56.0 53.3 73.3
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, December 13, 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 : 48,564: 20,444 21,434 7,502 3,415 677 31,361 29,613: 17,203 18,951
Old : 48,564: 20,444 21,434 7,502 3,415 677 31,361 29,613: 17,203 18,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2022 :
: 7,329: 2,873 2,288 4,714 -1,160 13 6,427 7,015: 902 314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 44.1 15.4 7.0 1.4 64.6 61.0: 35.4 39.0
Old : 100.0: 42.1 44.1 15.4 7.0 1.4 64.6 61.0: 35.4 39.0
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 : 23: 5 14 10 3 2 14 20:
Old : 23: 5 14 10 3 2 14 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 47.1 61.6 54.0 45.1 35.7 48.2 40.5
Old : 52.2 47.1 61.6 54.0 45.1 35.7 48.2 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, December 13, 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 : 60,485: 17,107 20,197 2,692 40,329 37,503 60,128 60,392: 357 93
Old : 60,485: 17,107 20,197 2,692 40,329 37,503 60,128 60,392: 357 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2022 :
: 478: -1,303 -1,452 1,927 -112 0 512 475: -34 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 33.4 4.5 66.7 62.0 99.4 99.8: 0.6 0.2
Old : 100.0: 28.3 33.4 4.5 66.7 62.0 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 21 15 5 7 1 28 21:
Old : 44: 21 15 5 7 1 28 21:
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 : 74.2 85.0 86.4 95.3 72.5 85.0 83.2 94.2
Old : 74.2 85.0 86.4 95.3 72.5 85.0 83.2 94.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2022