WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 387,675
COMMITMENTS
81,906 119,225 120,577 150,786 110,542 353,270 350,345 34,405 37,331
CHANGES FROM 12/20/22 (CHANGE IN OPEN INTEREST: -14,706)
-257 -3,729 -14,055 494 3,832 -13,818 -13,952 -888 -754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 30.8 31.1 38.9 28.5 91.1 90.4 8.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
100 101 113 96 102 257 264
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 162,296
COMMITMENTS
33,456 36,976 36,548 73,104 68,160 143,109 141,684 19,188 20,612
CHANGES FROM 12/20/22 (CHANGE IN OPEN INTEREST: -3,331)
-294 -149 -1,389 -887 -2,029 -2,571 -3,568 -760 237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 22.8 22.5 45.0 42.0 88.2 87.3 11.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
54 40 52 72 70 149 142
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,423,239
COMMITMENTS
301,810 92,489 348,243 615,460 782,781 1265513 1223513 157,726 199,726
CHANGES FROM 12/20/22 (CHANGE IN OPEN INTEREST: -20,416)
36,645 -12,539 -31,877 -22,827 22,759 -18,058 -21,657 -2,358 1,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 6.5 24.5 43.2 55.0 88.9 86.0 11.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 719)
149 102 165 323 400 556 597
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 3,968
COMMITMENTS
687 1,697 53 1,098 1,077 1,838 2,827 2,130 1,141
CHANGES FROM 12/20/22 (CHANGE IN OPEN INTEREST: -470)
-95 -311 -18 -123 0 -236 -329 -234 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 42.8 1.3 27.7 27.1 46.3 71.2 53.7 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 6 1 9 6 13 13
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 682,246
COMMITMENTS
178,389 45,609 139,905 311,894 408,585 630,188 594,100 52,059 88,147
CHANGES FROM 12/20/22 (CHANGE IN OPEN INTEREST: -50,869)
4,618 -2,255 -30,364 -25,454 -18,791 -51,200 -51,410 331 541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 6.7 20.5 45.7 59.9 92.4 87.1 7.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 499)
160 87 153 186 214 410 403
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 403,106
COMMITMENTS
96,860 27,877 85,436 184,740 267,223 367,035 380,536 36,071 22,570
CHANGES FROM 12/20/22 (CHANGE IN OPEN INTEREST: -42,350)
3,621 -3,118 -28,040 -17,642 -9,022 -42,060 -40,180 -290 -2,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 6.9 21.2 45.8 66.3 91.1 94.4 8.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
86 45 77 98 103 221 202
UST BOND - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,307,508
COMMITMENTS
60,844 213,942 75,713 986,418 871,417 1122975 1161071 184,533 146,437
CHANGES FROM 12/20/22 (CHANGE IN OPEN INTEREST: -49,096)
-4,836 4,524 -19,810 -25,231 -31,279 -49,877 -46,565 782 -2,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 16.4 5.8 75.4 66.6 85.9 88.8 14.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
25 27 32 120 109 162 151
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,412,882
COMMITMENTS
62,145 431,048 2,936 1182030 863,817 1247111 1297801 165,771 115,081
CHANGES FROM 12/20/22 (CHANGE IN OPEN INTEREST: -1,989)
-1,471 5,631 -789 -806 -6,824 -3,066 -1,982 1,077 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 30.5 0.2 83.7 61.1 88.3 91.9 11.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
14 13 9 98 87 116 105
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 435,113
COMMITMENTS
157,348 11,619 73,859 155,035 319,243 386,242 404,721 48,871 30,392
CHANGES FROM 12/20/22 (CHANGE IN OPEN INTEREST: -18,151)
6,700 959 -14,051 -5,421 -3,239 -12,772 -16,330 -5,379 -1,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 2.7 17.0 35.6 73.4 88.8 93.0 11.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
109 33 85 108 112 255 204
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,550
COMMITMENTS
1,470 2,228 732 4,841 4,496 7,044 7,456 1,507 1,094
CHANGES FROM 12/20/22 (CHANGE IN OPEN INTEREST: -659)
465 -820 -467 -911 610 -913 -677 254 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 26.1 8.6 56.6 52.6 82.4 87.2 17.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
11 15 8 12 20 29 37
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,245,087
COMMITMENTS
189,200 739,834 53,315 1816282 1273380 2058797 2066529 186,290 178,557
CHANGES FROM 12/20/22 (CHANGE IN OPEN INTEREST: 4,597)
-3,790 41,817 -7,588 13,191 -21,186 1,813 13,042 2,784 -8,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 33.0 2.4 80.9 56.7 91.7 92.0 8.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
50 64 37 173 181 240 265
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,672,954
COMMITMENTS
446,013 721,600 596,053 3274406 2924379 4316471 4242032 356,482 430,922
CHANGES FROM 12/20/22 (CHANGE IN OPEN INTEREST: -127,011)
1,451 14,345 -73,960 -71,895 -48,377 -144,404 -107,992 17,394 -19,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 15.4 12.8 70.1 62.6 92.4 90.8 7.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
63 72 75 208 201 311 308
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,426,917
COMMITMENTS
159,385 242,651 11,224 1104107 930,404 1274716 1184279 152,201 242,638
CHANGES FROM 12/20/22 (CHANGE IN OPEN INTEREST: -766)
1,406 -25,022 -795 -2,019 19,394 -1,408 -6,423 642 5,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 17.0 0.8 77.4 65.2 89.3 83.0 10.7 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
16 24 9 74 84 94 113
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 x Index Points OPEN INTEREST: 2,364
COMMITMENTS
900 1,459 250 0 0 1,150 1,709 1,214 655
CHANGES FROM 12/20/22 (CHANGE IN OPEN INTEREST: -124)
-163 -375 249 0 0 86 -126 -210 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 61.7 10.6 0.0 0.0 48.6 72.3 51.4 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
17 9 3 0 0 20 10
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,380,860
COMMITMENTS
241,690 900,427 193,149 3625933 2897515 4060772 3991091 320,087 389,768
CHANGES FROM 12/20/22 (CHANGE IN OPEN INTEREST: -81,346)
-4,531 -8,453 -35,171 -34,488 -45,413 -74,190 -89,037 -7,156 7,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 20.6 4.4 82.8 66.1 92.7 91.1 7.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
39 55 40 176 181 234 257
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,556,477
COMMITMENTS
142,267 236,514 162,827 1219869 1116229 1524963 1515570 31,514 40,907
CHANGES FROM 12/20/22 (CHANGE IN OPEN INTEREST: 25,428)
-6,076 2,801 9,550 27,103 15,999 30,577 28,350 -5,149 -2,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 15.2 10.5 78.4 71.7 98.0 97.4 2.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
18 26 34 76 81 118 119
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,507
COMMITMENTS
11,737 17,749 582 18,825 11,343 31,144 29,674 6,363 7,833
CHANGES FROM 12/20/22 (CHANGE IN OPEN INTEREST: 1,167)
-790 2,004 309 1,292 -1,000 811 1,313 356 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 47.3 1.6 50.2 30.2 83.0 79.1 17.0 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
18 25 10 27 21 53 48
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 75,013
COMMITMENTS
23,473 35,497 1,164 37,651 22,687 62,287 59,348 12,726 15,665
CHANGES FROM 12/20/22 (CHANGE IN OPEN INTEREST: 2,334)
-1,579 4,008 618 2,584 -2,000 1,623 2,626 711 -292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 47.3 1.6 50.2 30.2 83.0 79.1 17.0 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
18 25 10 27 21 53 48
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 44,412
COMMITMENTS
2,048 874 2 40,000 42,533 42,050 43,409 2,362 1,003
CHANGES FROM 12/20/22 (CHANGE IN OPEN INTEREST: 1,619)
65 219 2 1,911 1,318 1,978 1,539 -359 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.0 0.0 90.1 95.8 94.7 97.7 5.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 20 9 24 11
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($0.5 X DJIA INDEX) OPEN INTEREST: 20,549
COMMITMENTS
11,474 3,824 155 1,767 622 13,396 4,601 7,153 15,948
CHANGES FROM 12/20/22 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.8 18.6 0.8 8.6 3.0 65.2 22.4 34.8 77.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 8 4 3 2 13 12
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 55,525
COMMITMENTS
11,056 14,377 733 43,403 40,322 55,192 55,432 333 93
CHANGES FROM 12/20/22 (CHANGE IN OPEN INTEREST: -9,143)
-5,697 -4,962 -2,702 -676 -1,476 -9,075 -9,140 -68 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 25.9 1.3 78.2 72.6 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 16 2 7 2 24 20
Updated December 30, 2022