WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 387,675: 81,906 119,225 120,577 150,786 110,542 353,270 350,345: 34,405 37,331
Old : 262,239: 82,906 106,798 60,900 91,995 69,447 235,802 237,145: 26,437 25,093
Other: 125,437: 35,661 49,088 23,016 58,791 41,095 117,468 113,199: 7,968 12,237
: : :
: : Changes in Commitments from: December 20, 2022 :
: -14,706: -257 -3,729 -14,055 494 3,832 -13,818 -13,952: -888 -754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 30.8 31.1 38.9 28.5 91.1 90.4: 8.9 9.6
Old : 100.0: 31.6 40.7 23.2 35.1 26.5 89.9 90.4: 10.1 9.6
Other: 100.0: 28.4 39.1 18.3 46.9 32.8 93.6 90.2: 6.4 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 100 101 113 96 102 257 264:
Old : 318: 102 95 95 88 94 231 246:
Other: 196: 42 65 44 53 68 125 148:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 11.3 22.0 20.7 10.4 9.9 17.6 16.1
Old : 13.1 13.8 22.5 24.2 11.7 12.8 18.9 21.2
Other: 26.4 23.1 42.1 34.0 25.1 21.3 40.5 29.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 162,296: 33,456 36,976 36,548 73,104 68,160 143,109 141,684: 19,188 20,612
Old : 120,162: 39,334 38,722 15,337 51,005 52,023 105,675 106,082: 14,487 14,080
Other: 42,135: 7,639 11,771 7,695 22,100 16,137 37,433 35,602: 4,701 6,532
: : :
: : Changes in Commitments from: December 20, 2022 :
: -3,331: -294 -149 -1,389 -887 -2,029 -2,571 -3,568: -760 237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 22.8 22.5 45.0 42.0 88.2 87.3: 11.8 12.7
Old : 100.0: 32.7 32.2 12.8 42.4 43.3 87.9 88.3: 12.1 11.7
Other: 100.0: 18.1 27.9 18.3 52.5 38.3 88.8 84.5: 11.2 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 54 40 52 72 70 149 142:
Old : 190: 58 37 40 67 64 137 130:
Other: 121: 19 28 25 44 49 78 88:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 19.2 23.8 29.8 13.2 17.0 20.9 23.9
Old : 16.8 24.4 27.1 35.0 15.5 22.6 25.2 32.0
Other: 22.9 29.7 37.5 44.1 21.9 26.7 36.5 36.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,423,239: 301,810 92,489 348,243 615,460 782,781 1,265,513 1,223,513: 157,726 199,726
Old : 1,209,048: 267,574 99,595 277,143 529,641 678,466 1,074,357 1,055,205: 134,691 153,843
Other: 214,191: 75,900 34,558 29,436 85,819 104,314 191,156 168,308: 23,035 45,883
: : :
: : Changes in Commitments from: December 20, 2022 :
: -20,416: 36,645 -12,539 -31,877 -22,827 22,759 -18,058 -21,657: -2,358 1,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 6.5 24.5 43.2 55.0 88.9 86.0: 11.1 14.0
Old : 100.0: 22.1 8.2 22.9 43.8 56.1 88.9 87.3: 11.1 12.7
Other: 100.0: 35.4 16.1 13.7 40.1 48.7 89.2 78.6: 10.8 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 719: 149 102 165 323 400 556 597:
Old : 703: 152 94 149 314 388 534 569:
Other: 491: 61 69 45 141 306 227 395:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 8.9 16.3 14.6 9.5 7.5 15.3 11.3
Old : 10.6 9.4 17.6 15.3 10.4 8.2 16.9 12.2
Other: 22.5 12.2 34.7 19.9 22.5 10.7 34.3 17.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 3,968: 687 1,697 53 1,098 1,077 1,838 2,827: 2,130 1,141
Old : 3,789: 713 1,697 27 1,098 1,053 1,838 2,777: 1,951 1,012
Other: 180: 0 26 0 0 24 0 50: 180 130
: : :
: : Changes in Commitments from: December 20, 2022 :
: -470: -95 -311 -18 -123 0 -236 -329: -234 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 42.8 1.3 27.7 27.1 46.3 71.2: 53.7 28.8
Old : 100.0: 18.8 44.8 0.7 29.0 27.8 48.5 73.3: 51.5 26.7
Other: 100.0: 0.0 14.5 0.0 0.0 13.4 0.0 27.8: 100.0 72.2
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 6 1 9 6 13 13:
Old : 22: 4 6 1 9 5 13 12:
Other: 3: 0 1 0 0 2 0 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 : 25.4 43.0 38.1 63.7 25.4 42.1 37.3 62.8
Old : 26.6 44.5 39.9 66.2 26.6 43.6 39.1 65.2
Other: 0.0 27.8 0.0 27.8 0.0 27.8 0.0 27.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 682,246: 178,389 45,609 139,905 311,894 408,585 630,188 594,100: 52,059 88,147
Old : 592,477: 163,977 41,225 112,739 270,431 373,452 547,147 527,415: 45,331 65,062
Other: 89,769: 27,132 17,104 14,446 41,463 35,134 83,041 66,684: 6,728 23,085
: : :
: : Changes in Commitments from: December 20, 2022 :
: -50,869: 4,618 -2,255 -30,364 -25,454 -18,791 -51,200 -51,410: 331 541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 6.7 20.5 45.7 59.9 92.4 87.1: 7.6 12.9
Old : 100.0: 27.7 7.0 19.0 45.6 63.0 92.3 89.0: 7.7 11.0
Other: 100.0: 30.2 19.1 16.1 46.2 39.1 92.5 74.3: 7.5 25.7
: : :
:# Traders : Number of Traders in Each Category :
All : 499: 160 87 153 186 214 410 403:
Old : 491: 150 94 143 182 203 397 384:
Other: 264: 51 48 35 66 140 133 208:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.3 13.9 19.6 22.1 10.7 11.8 17.9 19.1
Old : 11.7 15.5 20.5 24.4 11.5 13.4 19.1 21.0
Other: 25.0 17.6 40.2 26.5 23.4 14.1 36.1 20.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 403,106: 96,860 27,877 85,436 184,740 267,223 367,035 380,536: 36,071 22,570
Old : 360,960: 101,690 28,786 68,000 159,541 243,898 329,231 340,685: 31,729 20,275
Other: 42,147: 4,876 8,796 7,730 25,199 23,325 37,805 39,851: 4,342 2,295
: : :
: : Changes in Commitments from: December 20, 2022 :
: -42,350: 3,621 -3,118 -28,040 -17,642 -9,022 -42,060 -40,180: -290 -2,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 6.9 21.2 45.8 66.3 91.1 94.4: 8.9 5.6
Old : 100.0: 28.2 8.0 18.8 44.2 67.6 91.2 94.4: 8.8 5.6
Other: 100.0: 11.6 20.9 18.3 59.8 55.3 89.7 94.6: 10.3 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 86 45 77 98 103 221 202:
Old : 267: 87 45 75 98 100 220 197:
Other: 104: 20 21 17 47 32 77 60:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.2 28.8 19.5 39.8 9.6 25.6 15.9 34.5
Old : 11.5 29.4 20.0 39.3 9.6 26.6 16.4 34.9
Other: 30.4 39.1 46.1 60.5 23.4 31.6 37.1 45.6
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,307,508: 60,844 213,942 75,713 986,418 871,417 1,122,975 1,161,071: 184,533 146,437
Old : 1,307,508: 60,844 213,942 75,713 986,418 871,417 1,122,975 1,161,071: 184,533 146,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2022 :
: -49,096: -4,836 4,524 -19,810 -25,231 -31,279 -49,877 -46,565: 782 -2,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 16.4 5.8 75.4 66.6 85.9 88.8: 14.1 11.2
Old : 100.0: 4.7 16.4 5.8 75.4 66.6 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 : 194: 25 27 32 120 109 162 151:
Old : 194: 25 27 32 120 109 162 151:
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 : 21.2 26.4 35.0 38.0 19.3 24.1 31.3 34.0
Old : 21.2 26.4 35.0 38.0 19.3 24.1 31.3 34.0
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 27, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,412,882: 62,145 431,048 2,936 1,182,030 863,817 1,247,111 1,297,801: 165,771 115,081
Old : 1,412,882: 62,145 431,048 2,936 1,182,030 863,817 1,247,111 1,297,801: 165,771 115,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2022 :
: -1,989: -1,471 5,631 -789 -806 -6,824 -3,066 -1,982: 1,077 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 30.5 0.2 83.7 61.1 88.3 91.9: 11.7 8.1
Old : 100.0: 4.4 30.5 0.2 83.7 61.1 88.3 91.9: 11.7 8.1
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 : 151: 14 13 9 98 87 116 105:
Old : 151: 14 13 9 98 87 116 105:
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 : 23.6 34.7 37.4 55.6 21.3 34.7 33.1 52.0
Old : 23.6 34.7 37.4 55.6 21.3 34.7 33.1 52.0
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, December 27, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 435,113: 157,348 11,619 73,859 155,035 319,243 386,242 404,721: 48,871 30,392
Old : 407,021: 153,856 15,115 61,996 145,546 301,629 361,398 378,741: 45,623 28,281
Other: 28,091: 9,430 2,443 5,924 9,490 17,613 24,844 25,980: 3,248 2,111
: : :
: : Changes in Commitments from: December 20, 2022 :
: -18,151: 6,700 959 -14,051 -5,421 -3,239 -12,772 -16,330: -5,379 -1,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 2.7 17.0 35.6 73.4 88.8 93.0: 11.2 7.0
Old : 100.0: 37.8 3.7 15.2 35.8 74.1 88.8 93.1: 11.2 6.9
Other: 100.0: 33.6 8.7 21.1 33.8 62.7 88.4 92.5: 11.6 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 109 33 85 108 112 255 204:
Old : 290: 109 36 82 108 108 252 199:
Other: 106: 27 14 17 47 32 83 55:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.8 36.3 18.9 47.3 10.0 34.7 17.4 44.0
Old : 11.2 36.6 19.6 47.4 10.5 35.4 18.2 44.4
Other: 31.1 42.2 41.9 60.8 20.7 36.0 30.0 46.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,550: 1,470 2,228 732 4,841 4,496 7,044 7,456: 1,507 1,094
Old : 7,725: 1,470 2,229 730 4,034 3,682 6,235 6,641: 1,491 1,084
Other: 825: 1 0 1 807 814 809 815: 16 10
: : :
: : Changes in Commitments from: December 20, 2022 :
: -659: 465 -820 -467 -911 610 -913 -677: 254 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 26.1 8.6 56.6 52.6 82.4 87.2: 17.6 12.8
Old : 100.0: 19.0 28.9 9.5 52.2 47.7 80.7 86.0: 19.3 14.0
Other: 100.0: 0.1 0.0 0.1 97.8 98.7 98.1 98.8: 1.9 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 11 15 8 12 20 29 37:
Old : 51: 11 15 8 11 20 28 37:
Other: 10: 2 0 2 5 3 7 5:
:----------------------------------------------------------------------------------------------------
: 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 : 53.8 35.5 65.4 50.0 46.7 32.1 55.2 43.9
Old : 50.2 31.6 62.5 46.2 43.2 29.2 53.2 42.2
Other: 97.1 98.7 98.1 98.8 97.1 98.7 97.9 98.7
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 2,245,087: 189,200 739,834 53,315 1,816,282 1,273,380 2,058,797 2,066,529: 186,290 178,557
Old : 2,245,087: 189,200 739,834 53,315 1,816,282 1,273,380 2,058,797 2,066,529: 186,290 178,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2022 :
: 4,597: -3,790 41,817 -7,588 13,191 -21,186 1,813 13,042: 2,784 -8,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 33.0 2.4 80.9 56.7 91.7 92.0: 8.3 8.0
Old : 100.0: 8.4 33.0 2.4 80.9 56.7 91.7 92.0: 8.3 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 : 366: 50 64 37 173 181 240 265:
Old : 366: 50 64 37 173 181 240 265:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 23.8 31.3 33.7 19.1 22.5 26.6 30.8
Old : 21.2 23.8 31.3 33.7 19.1 22.5 26.6 30.8
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 27, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 4,672,954: 446,013 721,600 596,053 3,274,406 2,924,379 4,316,471 4,242,032: 356,482 430,922
Old : 4,672,954: 446,013 721,600 596,053 3,274,406 2,924,379 4,316,471 4,242,032: 356,482 430,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2022 :
: -127,011: 1,451 14,345 -73,960 -71,895 -48,377 -144,404 -107,992: 17,394 -19,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 15.4 12.8 70.1 62.6 92.4 90.8: 7.6 9.2
Old : 100.0: 9.5 15.4 12.8 70.1 62.6 92.4 90.8: 7.6 9.2
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 : 395: 63 72 75 208 201 311 308:
Old : 395: 63 72 75 208 201 311 308:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 16.7 30.3 27.7 15.5 14.1 22.4 18.9
Old : 19.5 16.7 30.3 27.7 15.5 14.1 22.4 18.9
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, December 27, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,426,917: 159,385 242,651 11,224 1,104,107 930,404 1,274,716 1,184,279: 152,201 242,638
Old : 1,426,917: 159,385 242,651 11,224 1,104,107 930,404 1,274,716 1,184,279: 152,201 242,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2022 :
: -766: 1,406 -25,022 -795 -2,019 19,394 -1,408 -6,423: 642 5,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 17.0 0.8 77.4 65.2 89.3 83.0: 10.7 17.0
Old : 100.0: 11.2 17.0 0.8 77.4 65.2 89.3 83.0: 10.7 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 16 24 9 74 84 94 113:
Old : 142: 16 24 9 74 84 94 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 29.4 50.5 42.8 35.0 26.3 48.6 38.5
Old : 35.0 29.4 50.5 42.8 35.0 26.3 48.6 38.5
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 27, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 x Index Points :
: : :
All : 2,364: 900 1,459 250 0 0 1,150 1,709: 1,214 655
Old : 2,364: 900 1,459 250 0 0 1,150 1,709: 1,214 655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2022 :
: -124: -163 -375 249 0 0 86 -126: -210 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 61.7 10.6 0.0 0.0 48.6 72.3: 51.4 27.7
Old : 100.0: 38.1 61.7 10.6 0.0 0.0 48.6 72.3: 51.4 27.7
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 : 27: 17 9 3 0 0 20 10:
Old : 27: 17 9 3 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 : 22.4 63.3 33.7 69.8 16.8 54.0 26.1 60.4
Old : 22.4 63.3 33.7 69.8 16.8 54.0 26.1 60.4
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 27, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 4,380,860: 241,690 900,427 193,149 3,625,933 2,897,515 4,060,772 3,991,091: 320,087 389,768
Old : 4,380,860: 241,690 900,427 193,149 3,625,933 2,897,515 4,060,772 3,991,091: 320,087 389,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2022 :
: -81,346: -4,531 -8,453 -35,171 -34,488 -45,413 -74,190 -89,037: -7,156 7,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 20.6 4.4 82.8 66.1 92.7 91.1: 7.3 8.9
Old : 100.0: 5.5 20.6 4.4 82.8 66.1 92.7 91.1: 7.3 8.9
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 : 329: 39 55 40 176 181 234 257:
Old : 329: 39 55 40 176 181 234 257:
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 : 34.4 17.5 45.0 27.4 29.9 16.7 38.7 25.9
Old : 34.4 17.5 45.0 27.4 29.9 16.7 38.7 25.9
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 27, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,556,477: 142,267 236,514 162,827 1,219,869 1,116,229 1,524,963 1,515,570: 31,514 40,907
Old : 1,556,477: 142,267 236,514 162,827 1,219,869 1,116,229 1,524,963 1,515,570: 31,514 40,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2022 :
: 25,428: -6,076 2,801 9,550 27,103 15,999 30,577 28,350: -5,149 -2,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 15.2 10.5 78.4 71.7 98.0 97.4: 2.0 2.6
Old : 100.0: 9.1 15.2 10.5 78.4 71.7 98.0 97.4: 2.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 18 26 34 76 81 118 119:
Old : 132: 18 26 34 76 81 118 119:
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 : 30.6 26.4 45.7 38.7 24.7 20.7 31.8 29.4
Old : 30.6 26.4 45.7 38.7 24.7 20.7 31.8 29.4
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, December 27, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 37,507: 11,737 17,749 582 18,825 11,343 31,144 29,674: 6,363 7,833
Old : 37,507: 11,737 17,749 582 18,825 11,343 31,144 29,674: 6,363 7,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2022 :
: 1,167: -790 2,004 309 1,292 -1,000 811 1,313: 356 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 47.3 1.6 50.2 30.2 83.0 79.1: 17.0 20.9
Old : 100.0: 31.3 47.3 1.6 50.2 30.2 83.0 79.1: 17.0 20.9
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 : 84: 18 25 10 27 21 53 48:
Old : 84: 18 25 10 27 21 53 48:
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 : 36.6 42.5 51.9 55.5 36.4 42.5 51.4 54.5
Old : 36.6 42.5 51.9 55.5 36.4 42.5 51.4 54.5
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 27, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 75,013: 23,473 35,497 1,164 37,651 22,687 62,287 59,348: 12,726 15,665
Old : 75,013: 23,473 35,497 1,164 37,651 22,687 62,287 59,348: 12,726 15,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2022 :
: 2,334: -1,579 4,008 618 2,584 -2,000 1,623 2,626: 711 -292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 47.3 1.6 50.2 30.2 83.0 79.1: 17.0 20.9
Old : 100.0: 31.3 47.3 1.6 50.2 30.2 83.0 79.1: 17.0 20.9
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 : 84: 18 25 10 27 21 53 48:
Old : 84: 18 25 10 27 21 53 48:
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 : 36.6 42.5 51.9 55.5 36.4 42.5 51.4 54.5
Old : 36.6 42.5 51.9 55.5 36.4 42.5 51.4 54.5
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 27, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X DJ US REAL ESTATE INDEX) :
: : :
All : 44,412: 2,048 874 2 40,000 42,533 42,050 43,409: 2,362 1,003
Old : 44,412: 2,048 874 2 40,000 42,533 42,050 43,409: 2,362 1,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2022 :
: 1,619: 65 219 2 1,911 1,318 1,978 1,539: -359 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 2.0 0.0 90.1 95.8 94.7 97.7: 5.3 2.3
Old : 100.0: 4.6 2.0 0.0 90.1 95.8 94.7 97.7: 5.3 2.3
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 : 31: 3 2 1 20 9 24 11:
Old : 31: 3 2 1 20 9 24 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 : 50.6 74.3 69.4 95.2 48.4 72.6 66.6 92.3
Old : 50.6 74.3 69.4 95.2 48.4 72.6 66.6 92.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 20,549: 11,474 3,824 155 1,767 622 13,396 4,601: 7,153 15,948
Old : 20,549: 11,474 3,824 155 1,767 622 13,396 4,601: 7,153 15,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2022 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 18.6 0.8 8.6 3.0 65.2 22.4: 34.8 77.6
Old : 100.0: 55.8 18.6 0.8 8.6 3.0 65.2 22.4: 34.8 77.6
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 : 20: 8 8 4 3 2 13 12:
Old : 20: 8 8 4 3 2 13 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 : 50.3 14.8 61.1 20.2 50.1 14.6 59.1 19.4
Old : 50.3 14.8 61.1 20.2 50.1 14.6 59.1 19.4
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 27, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 55,525: 11,056 14,377 733 43,403 40,322 55,192 55,432: 333 93
Old : 55,525: 11,056 14,377 733 43,403 40,322 55,192 55,432: 333 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2022 :
: -9,143: -5,697 -4,962 -2,702 -676 -1,476 -9,075 -9,140: -68 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 25.9 1.3 78.2 72.6 99.4 99.8: 0.6 0.2
Old : 100.0: 19.9 25.9 1.3 78.2 72.6 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 : 41: 17 16 2 7 2 24 20:
Old : 41: 17 16 2 7 2 24 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 : 81.8 88.5 92.9 96.3 81.8 88.5 92.5 96.3
Old : 81.8 88.5 92.9 96.3 81.8 88.5 92.5 96.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2022