WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 443,433
COMMITMENTS
81,519 114,657 163,154 162,208 126,862 406,880 404,672 36,552 38,761
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -5,019)
1,353 7,560 -8,164 1,147 -1,130 -5,664 -1,734 645 -3,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 25.9 36.8 36.6 28.6 91.8 91.3 8.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
99 103 127 98 111 271 282
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 165,174
COMMITMENTS
36,261 22,368 34,081 73,405 87,128 143,748 143,577 21,426 21,597
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -8,804)
-1,848 2,299 -4,329 -1,676 -5,514 -7,853 -7,543 -951 -1,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 13.5 20.6 44.4 52.7 87.0 86.9 13.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
61 40 64 69 79 161 158
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,766,134
COMMITMENTS
312,710 99,510 556,588 724,791 908,609 1594089 1564706 172,045 201,428
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -85,072)
-13,889 -3,056 -22,970 -43,760 -46,401 -80,619 -72,427 -4,453 -12,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 5.6 31.5 41.0 51.4 90.3 88.6 9.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 809)
176 122 219 384 422 677 679
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,691
COMMITMENTS
1,960 5,406 5,224 3,266 651 10,450 11,282 1,241 410
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -1,948)
-912 -1,062 -555 -298 -265 -1,766 -1,882 -182 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 46.2 44.7 27.9 5.6 89.4 96.5 10.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 7 7 12 9 19 18
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,167
COMMITMENTS
741 1,158 264 1,626 1,666 2,630 3,088 1,536 1,079
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -356)
163 -23 -80 -249 -173 -166 -276 -190 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 27.8 6.3 39.0 40.0 63.1 74.1 36.9 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 4 5 9 5 17 13
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 718,082
COMMITMENTS
133,370 61,585 183,862 347,390 392,336 664,622 637,783 53,460 80,299
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 6,435)
-4,414 5,362 4,292 6,546 -1,102 6,424 8,551 11 -2,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 8.6 25.6 48.4 54.6 92.6 88.8 7.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 542)
139 116 175 196 242 426 459
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 520,069
COMMITMENTS
130,808 29,518 136,936 215,220 328,631 482,964 495,085 37,105 24,984
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -16,509)
-6,825 1,954 -779 -3,120 -14,738 -10,724 -13,563 -5,785 -2,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 5.7 26.3 41.4 63.2 92.9 95.2 7.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
110 54 95 111 126 263 242
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,447,535
COMMITMENTS
46,095 148,270 141,840 1049564 991,116 1237499 1281226 210,036 166,309
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 49,793)
6,509 -5,782 12,441 7,851 43,231 26,801 49,890 22,991 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 10.2 9.8 72.5 68.5 85.5 88.5 14.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
22 32 39 113 110 158 158
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,557,467
COMMITMENTS
76,599 453,610 20,719 1276219 952,836 1373537 1427165 183,930 130,303
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 63,266)
-17,941 -18,637 9,741 58,298 61,551 50,098 52,655 13,168 10,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 29.1 1.3 81.9 61.2 88.2 91.6 11.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
14 18 10 100 90 121 111
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 433,521
COMMITMENTS
115,468 21,201 86,786 179,651 296,320 381,906 404,306 51,615 29,214
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -7,399)
-2,139 1,179 -3,646 -2,157 -4,833 -7,942 -7,300 543 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 4.9 20.0 41.4 68.4 88.1 93.3 11.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
95 36 82 112 104 241 198
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,972
COMMITMENTS
1,938 1,916 793 4,712 5,373 7,443 8,082 1,529 890
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 484)
13 99 120 248 298 381 517 103 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 21.4 8.8 52.5 59.9 83.0 90.1 17.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
15 13 11 12 21 33 39
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,310,608
COMMITMENTS
168,490 739,217 97,530 1833201 1244779 2099221 2081526 211,387 229,082
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 27,036)
20,904 2,138 17,469 -34,384 -28,988 3,990 -9,380 23,046 36,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 32.0 4.2 79.3 53.9 90.9 90.1 9.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
44 73 43 176 187 244 279
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,156,536
COMMITMENTS
440,303 759,810 852,483 3456197 3095012 4748982 4707304 407,554 449,232
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 75,371)
29,914 -10,736 72,381 -27,839 25,637 74,457 87,283 914 -11,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 14.7 16.5 67.0 60.0 92.1 91.3 7.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418)
70 72 87 220 216 336 331
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,428,976
COMMITMENTS
132,287 237,419 12,219 1119397 923,085 1263903 1172723 165,073 256,253
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 33,088)
-1,684 24,377 -1,596 4,675 -7,383 1,395 15,398 31,693 17,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 16.6 0.9 78.3 64.6 88.4 82.1 11.6 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
17 21 12 84 83 107 110
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 3,362
COMMITMENTS
1,493 2,723 72 0 0 1,565 2,795 1,797 567
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -5)
-155 27 39 0 0 -116 66 111 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 81.0 2.1 0.0 0.0 46.5 83.1 53.5 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
18 6 4 0 0 20 10
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,796,839
COMMITMENTS
321,946 822,022 346,612 3752185 3173208 4420742 4341842 376,096 454,997
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -38,008)
23,512 -5,590 -12,707 -99,944 -63,352 -89,139 -81,650 51,131 43,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 17.1 7.2 78.2 66.2 92.2 90.5 7.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
38 67 53 187 188 261 273
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,587,065
COMMITMENTS
196,688 185,515 194,391 1161988 1164865 1553066 1544770 33,999 42,295
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 97,020)
47,264 9,537 17,845 36,431 72,399 101,540 99,781 -4,520 -2,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 11.7 12.2 73.2 73.4 97.9 97.3 2.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
20 22 34 78 80 119 117
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,779
COMMITMENTS
10,335 13,506 597 22,605 15,516 33,537 29,619 6,243 10,160
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 2,632)
2,832 731 168 -250 866 2,750 1,765 -118 867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 34.0 1.5 56.8 39.0 84.3 74.5 15.7 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
27 23 11 31 26 63 55
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 79,559
COMMITMENTS
20,670 27,012 1,194 45,210 31,031 67,073 59,238 12,485 20,321
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 5,265)
5,665 1,461 336 -501 1,732 5,501 3,530 -236 1,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 34.0 1.5 56.8 39.0 84.3 74.5 15.7 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
27 23 11 31 26 63 55
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 51,579
COMMITMENTS
2,053 2,738 9 46,572 47,748 48,634 50,495 2,945 1,084
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 1,169)
98 668 9 951 766 1,058 1,443 111 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 5.3 0.0 90.3 92.6 94.3 97.9 5.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 1 20 9 24 12
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($0.5 X DJIA INDEX) OPEN INTEREST: 36,133
COMMITMENTS
16,222 10,600 1,807 3,906 659 21,935 13,066 14,198 23,067
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 29.3 5.0 10.8 1.8 60.7 36.2 39.3 63.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 8 5 4 2 13 13
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 56,651
COMMITMENTS
12,031 16,910 2,162 42,119 37,531 56,312 56,603 339 48
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 237)
-206 -325 594 -127 0 261 269 -24 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 29.8 3.8 74.3 66.2 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
21 13 4 8 2 29 19
Updated November 28, 2022