WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 414,563: 87,955 128,769 139,219 148,175 106,962 375,349 374,950: 39,214 39,613
Old : 269,078: 85,417 108,506 74,277 80,469 60,122 240,163 242,904: 28,915 26,174
Other: 145,486: 40,054 57,779 27,426 67,705 46,841 135,186 132,046: 10,300 13,439
: : :
: : Changes in Commitments from: January 24, 2023 :
: -5,107: 6,106 -6,945 -1,521 -11,541 1,723 -6,955 -6,743: 1,848 1,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 31.1 33.6 35.7 25.8 90.5 90.4: 9.5 9.6
Old : 100.0: 31.7 40.3 27.6 29.9 22.3 89.3 90.3: 10.7 9.7
Other: 100.0: 27.5 39.7 18.9 46.5 32.2 92.9 90.8: 7.1 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 113 110 131 112 106 297 284:
Old : 343: 113 102 105 102 98 265 256:
Other: 222: 59 65 53 67 76 156 166:
:----------------------------------------------------------------------------------------------------
: 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 11.6 20.5 20.9 9.8 9.5 16.7 14.9
Old : 12.7 13.5 21.7 23.5 10.9 12.1 18.6 20.3
Other: 21.0 20.9 35.0 31.1 19.5 19.1 32.4 27.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 202,955: 43,437 44,675 50,840 86,825 82,121 181,102 177,636: 21,853 25,320
Old : 139,068: 48,953 45,615 24,731 49,785 53,385 123,469 123,731: 15,598 15,337
Other: 63,888: 12,485 17,061 8,108 37,040 28,736 57,633 53,905: 6,255 9,983
: : :
: : Changes in Commitments from: January 24, 2023 :
: 6,767: 5,257 -2,082 -685 441 7,229 5,013 4,461: 1,755 2,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 22.0 25.0 42.8 40.5 89.2 87.5: 10.8 12.5
Old : 100.0: 35.2 32.8 17.8 35.8 38.4 88.8 89.0: 11.2 11.0
Other: 100.0: 19.5 26.7 12.7 58.0 45.0 90.2 84.4: 9.8 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 61 44 63 72 70 160 153:
Old : 192: 61 42 51 67 63 148 137:
Other: 138: 32 31 29 50 55 100 97:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 17.1 24.7 28.2 11.1 14.0 18.4 20.1
Old : 17.7 22.6 28.7 35.3 16.0 20.0 25.3 29.7
Other: 23.8 26.5 37.2 41.2 18.1 24.0 29.0 33.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,602,455: 377,852 101,443 434,941 633,478 835,028 1,446,271 1,371,412: 156,184 231,043
Old : 1,318,656: 332,669 121,687 336,587 525,747 692,882 1,195,004 1,151,156: 123,653 167,500
Other: 283,799: 97,403 31,976 46,133 107,731 142,146 251,267 220,255: 32,532 63,543
: : :
: : Changes in Commitments from: January 24, 2023 :
: 14,834: 16,041 -2,712 12,049 -14,751 5,667 13,339 15,004: 1,495 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 6.3 27.1 39.5 52.1 90.3 85.6: 9.7 14.4
Old : 100.0: 25.2 9.2 25.5 39.9 52.5 90.6 87.3: 9.4 12.7
Other: 100.0: 34.3 11.3 16.3 38.0 50.1 88.5 77.6: 11.5 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 753: 176 105 179 338 409 601 623:
Old : 738: 169 105 158 320 396 566 595:
Other: 514: 73 69 51 162 316 257 414:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 7.6 15.8 13.8 8.3 5.9 14.2 9.4
Old : 10.0 7.5 17.3 13.8 9.6 6.3 16.5 10.3
Other: 17.5 11.3 28.6 20.1 17.5 10.2 27.0 16.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,472: 795 1,074 150 620 1,359 1,565 2,583: 1,907 889
Old : 3,209: 795 1,051 150 573 1,275 1,518 2,476: 1,691 733
Other: 264: 0 23 0 47 84 47 107: 217 157
: : :
: : Changes in Commitments from: January 24, 2023 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 30.9 4.3 17.9 39.1 45.1 74.4: 54.9 25.6
Old : 100.0: 24.8 32.8 4.7 17.9 39.7 47.3 77.2: 52.7 22.8
Other: 100.0: 0.0 8.7 0.0 17.8 31.8 17.8 40.6: 82.2 59.4
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 6 2 9 8 16 15:
Old : 23: 6 6 2 7 8 14 15:
Other: 6: 0 1 0 3 4 3 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 : 25.4 34.6 37.3 55.5 25.4 33.4 36.0 54.3
Old : 27.5 35.0 39.5 57.6 27.5 34.3 38.1 56.9
Other: 17.8 39.8 17.8 40.6 16.3 39.0 16.3 39.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 807,030: 220,901 39,202 179,275 354,307 490,228 754,482 708,705: 52,547 98,325
Old : 671,560: 207,155 43,751 131,092 289,978 430,330 628,225 605,173: 43,335 66,387
Other: 135,469: 37,890 19,595 24,038 64,329 59,898 126,257 103,531: 9,212 31,938
: : :
: : Changes in Commitments from: January 24, 2023 :
: 9,673: 19,052 -11,738 -12,667 2,749 30,231 9,134 5,825: 540 3,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 4.9 22.2 43.9 60.7 93.5 87.8: 6.5 12.2
Old : 100.0: 30.8 6.5 19.5 43.2 64.1 93.5 90.1: 6.5 9.9
Other: 100.0: 28.0 14.5 17.7 47.5 44.2 93.2 76.4: 6.8 23.6
: : :
:# Traders : Number of Traders in Each Category :
All : 554: 173 107 165 185 241 431 448:
Old : 543: 162 111 148 175 234 405 431:
Other: 314: 64 51 56 82 167 173 249:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 13.3 19.1 21.4 9.8 10.6 16.1 16.8
Old : 12.5 14.7 20.5 23.1 10.9 12.3 17.9 19.6
Other: 21.9 19.8 34.9 27.9 21.8 17.8 32.9 23.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 461,965: 75,801 44,847 114,202 234,426 271,198 424,429 430,246: 37,536 31,719
Old : 396,947: 85,041 49,650 87,892 192,517 231,062 365,450 368,603: 31,497 28,344
Other: 65,018: 7,807 12,243 9,263 41,908 40,137 58,978 61,643: 6,040 3,375
: : :
: : Changes in Commitments from: January 24, 2023 :
: 19,000: 1,031 3,855 2,249 15,315 12,082 18,596 18,187: 404 813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 9.7 24.7 50.7 58.7 91.9 93.1: 8.1 6.9
Old : 100.0: 21.4 12.5 22.1 48.5 58.2 92.1 92.9: 7.9 7.1
Other: 100.0: 12.0 18.8 14.2 64.5 61.7 90.7 94.8: 9.3 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 89 48 97 105 109 234 228:
Old : 284: 93 49 94 102 107 229 224:
Other: 126: 21 30 27 57 36 94 77:
:----------------------------------------------------------------------------------------------------
: 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 25.2 17.5 34.0 8.7 19.8 15.2 26.9
Old : 9.4 24.4 17.2 33.1 8.1 19.2 14.4 25.8
Other: 31.0 37.0 50.6 55.5 28.7 34.1 46.2 48.4
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,328,775: 58,264 255,750 62,489 1,026,007 852,929 1,146,759 1,171,167: 182,016 157,608
Old : 1,328,775: 58,264 255,750 62,489 1,026,007 852,929 1,146,759 1,171,167: 182,016 157,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2023 :
: -47,694: 8,351 11,558 -13,398 -36,800 -51,218 -41,847 -53,059: -5,847 5,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 19.2 4.7 77.2 64.2 86.3 88.1: 13.7 11.9
Old : 100.0: 4.4 19.2 4.7 77.2 64.2 86.3 88.1: 13.7 11.9
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 : 189: 18 29 29 121 110 157 150:
Old : 189: 18 29 29 121 110 157 150:
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 : 21.9 27.8 35.3 40.4 19.8 25.8 32.4 36.0
Old : 21.9 27.8 35.3 40.4 19.8 25.8 32.4 36.0
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, January 31, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,448,426: 48,954 482,314 2,419 1,234,464 840,587 1,285,837 1,325,320: 162,589 123,106
Old : 1,448,426: 48,954 482,314 2,419 1,234,464 840,587 1,285,837 1,325,320: 162,589 123,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2023 :
: 21,427: -4,867 13,130 10 30,704 2,089 25,847 15,229: -4,420 6,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 33.3 0.2 85.2 58.0 88.8 91.5: 11.2 8.5
Old : 100.0: 3.4 33.3 0.2 85.2 58.0 88.8 91.5: 11.2 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 11 19 7 102 97 118 118:
Old : 163: 11 19 7 102 97 118 118:
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 : 21.8 35.1 36.5 53.5 20.5 35.1 31.7 47.9
Old : 21.8 35.1 36.5 53.5 20.5 35.1 31.7 47.9
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, January 31, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 477,982: 171,791 15,341 96,335 157,653 329,892 425,779 441,568: 52,203 36,414
Old : 435,805: 166,458 20,906 79,971 142,436 301,370 388,866 402,248: 46,939 33,558
Other: 42,177: 12,650 1,752 9,047 15,217 28,521 36,913 39,320: 5,264 2,857
: : :
: : Changes in Commitments from: January 24, 2023 :
: 7,609: 5,299 -2,086 -953 5,008 9,029 9,354 5,990: -1,746 1,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 3.2 20.2 33.0 69.0 89.1 92.4: 10.9 7.6
Old : 100.0: 38.2 4.8 18.4 32.7 69.2 89.2 92.3: 10.8 7.7
Other: 100.0: 30.0 4.2 21.4 36.1 67.6 87.5 93.2: 12.5 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 122 37 86 108 118 261 217:
Old : 306: 119 38 84 106 115 256 213:
Other: 115: 29 14 19 54 36 93 61:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 34.4 17.2 45.4 8.9 33.3 16.2 43.0
Old : 10.0 33.9 18.3 45.1 9.6 33.2 17.5 43.2
Other: 23.6 48.4 34.5 63.9 19.1 46.7 27.1 52.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,148: 2,387 2,241 414 3,649 4,453 6,450 7,109: 1,698 1,040
Old : 6,721: 2,408 2,246 380 2,353 3,102 5,140 5,728: 1,581 994
Other: 1,427: 8 24 6 1,296 1,351 1,310 1,381: 117 46
: : :
: : Changes in Commitments from: January 24, 2023 :
: -730: 162 4 -392 -575 -382 -804 -770: 75 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 27.5 5.1 44.8 54.6 79.2 87.2: 20.8 12.8
Old : 100.0: 35.8 33.4 5.6 35.0 46.1 76.5 85.2: 23.5 14.8
Other: 100.0: 0.6 1.7 0.4 90.8 94.7 91.8 96.8: 8.2 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 19 15 9 13 18 36 38:
Old : 55: 19 15 8 12 17 35 36:
Other: 17: 1 2 2 4 10 6 13:
:----------------------------------------------------------------------------------------------------
: 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 : 44.8 38.0 54.3 52.5 42.3 36.8 50.4 50.9
Old : 35.3 32.6 46.9 47.1 32.6 32.5 42.5 46.3
Other: 91.4 88.4 91.8 95.4 91.2 88.4 91.4 95.4
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,459,866: 162,894 742,526 59,490 2,036,945 1,481,807 2,259,328 2,283,822: 200,538 176,045
Old : 2,459,866: 162,894 742,526 59,490 2,036,945 1,481,807 2,259,328 2,283,822: 200,538 176,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2023 :
: 18,489: -21,225 82,549 -11,575 59,932 -42,006 27,132 28,968: -8,643 -10,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 30.2 2.4 82.8 60.2 91.8 92.8: 8.2 7.2
Old : 100.0: 6.6 30.2 2.4 82.8 60.2 91.8 92.8: 8.2 7.2
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 : 382: 57 68 34 191 183 266 267:
Old : 382: 57 68 34 191 183 266 267:
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 : 24.1 18.9 33.6 30.0 21.0 18.5 28.7 28.6
Old : 24.1 18.9 33.6 30.0 21.0 18.5 28.7 28.6
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, January 31, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,764,313: 369,339 836,113 476,999 3,555,732 3,012,385 4,402,070 4,325,496: 362,243 438,817
Old : 4,764,313: 369,339 836,113 476,999 3,555,732 3,012,385 4,402,070 4,325,496: 362,243 438,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2023 :
: -202,229: 13,208 -13,281 -60,076 -141,040 -128,220 -187,908 -201,577: -14,320 -652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 17.5 10.0 74.6 63.2 92.4 90.8: 7.6 9.2
Old : 100.0: 7.8 17.5 10.0 74.6 63.2 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 : 402: 65 78 78 210 207 321 317:
Old : 402: 65 78 78 210 207 321 317:
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 : 19.6 19.4 31.4 28.1 16.2 16.9 24.6 22.1
Old : 19.6 19.4 31.4 28.1 16.2 16.9 24.6 22.1
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, January 31, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,459,970: 148,741 281,874 14,704 1,144,113 910,641 1,307,558 1,207,219: 152,412 252,751
Old : 1,459,970: 148,741 281,874 14,704 1,144,113 910,641 1,307,558 1,207,219: 152,412 252,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2023 :
: -22,046: -10,173 -2,951 -4,904 -4,045 -20,704 -19,122 -28,559: -2,924 6,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 19.3 1.0 78.4 62.4 89.6 82.7: 10.4 17.3
Old : 100.0: 10.2 19.3 1.0 78.4 62.4 89.6 82.7: 10.4 17.3
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 : 147: 14 23 10 86 90 104 119:
Old : 147: 14 23 10 86 90 104 119:
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 : 35.6 33.3 51.7 45.0 35.4 30.8 49.5 41.1
Old : 35.6 33.3 51.7 45.0 35.4 30.8 49.5 41.1
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, January 31, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,447,472: 215,968 960,031 212,496 3,671,753 2,936,165 4,100,218 4,108,693: 347,255 338,779
Old : 4,447,472: 215,968 960,031 212,496 3,671,753 2,936,165 4,100,218 4,108,693: 347,255 338,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2023 :
: -70,129: -34,390 55,737 -29,607 8,243 -76,717 -55,753 -50,587: -14,375 -19,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 21.6 4.8 82.6 66.0 92.2 92.4: 7.8 7.6
Old : 100.0: 4.9 21.6 4.8 82.6 66.0 92.2 92.4: 7.8 7.6
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 : 355: 40 55 46 206 195 269 273:
Old : 355: 40 55 46 206 195 269 273:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 17.1 41.5 27.7 27.9 16.3 36.0 24.8
Old : 31.8 17.1 41.5 27.7 27.9 16.3 36.0 24.8
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, January 31, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,889,652: 185,358 205,486 234,954 1,435,042 1,384,555 1,855,354 1,824,995: 34,298 64,657
Old : 1,889,652: 185,358 205,486 234,954 1,435,042 1,384,555 1,855,354 1,824,995: 34,298 64,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2023 :
: 91,011: 10,892 -4,810 -1,159 78,753 90,113 88,486 84,144: 2,525 6,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 10.9 12.4 75.9 73.3 98.2 96.6: 1.8 3.4
Old : 100.0: 9.8 10.9 12.4 75.9 73.3 98.2 96.6: 1.8 3.4
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 : 142: 19 27 34 82 87 122 130:
Old : 142: 19 27 34 82 87 122 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 24.5 47.4 39.3 17.5 14.6 23.3 21.6
Old : 31.9 24.5 47.4 39.3 17.5 14.6 23.3 21.6
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, January 31, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,254: 10,670 15,352 1,853 20,942 14,902 33,465 32,107: 6,789 8,147
Old : 40,254: 10,670 15,352 1,853 20,942 14,902 33,465 32,107: 6,789 8,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2023 :
: 1,373: 117 -176 269 1,190 1,259 1,575 1,352: -202 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 38.1 4.6 52.0 37.0 83.1 79.8: 16.9 20.2
Old : 100.0: 26.5 38.1 4.6 52.0 37.0 83.1 79.8: 16.9 20.2
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 : 89: 20 26 11 26 25 52 56:
Old : 89: 20 26 11 26 25 52 56:
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 : 36.3 34.4 51.4 49.3 35.8 33.8 49.7 46.6
Old : 36.3 34.4 51.4 49.3 35.8 33.8 49.7 46.6
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, January 31, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 80,508: 21,339 30,704 3,706 41,885 29,804 66,930 64,214: 13,578 16,294
Old : 80,508: 21,339 30,704 3,706 41,885 29,804 66,930 64,214: 13,578 16,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2023 :
: 2,746: 233 -352 538 2,380 2,518 3,150 2,703: -404 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 38.1 4.6 52.0 37.0 83.1 79.8: 16.9 20.2
Old : 100.0: 26.5 38.1 4.6 52.0 37.0 83.1 79.8: 16.9 20.2
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 : 89: 20 26 11 26 25 52 56:
Old : 89: 20 26 11 26 25 52 56:
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 : 36.3 34.4 51.4 49.3 35.8 33.8 49.7 46.6
Old : 36.3 34.4 51.4 49.3 35.8 33.8 49.7 46.6
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, January 31, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 47,982: 2,435 428 0 36,101 46,507 38,536 46,935: 9,446 1,047
Old : 47,982: 2,435 428 0 36,101 46,507 38,536 46,935: 9,446 1,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2023 :
: 3,831: 491 0 0 -3,484 3,720 -2,993 3,720: 6,824 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.9 0.0 75.2 96.9 80.3 97.8: 19.7 2.2
Old : 100.0: 5.1 0.9 0.0 75.2 96.9 80.3 97.8: 19.7 2.2
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 : 31: 4 1 0 20 9 24 10:
Old : 31: 4 1 0 20 9 24 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 : 45.3 77.8 61.1 96.4 43.7 75.5 59.0 93.4
Old : 45.3 77.8 61.1 96.4 43.7 75.5 59.0 93.4
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, January 31, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,201: 8,597 3,323 3,324 1,663 265 13,584 6,912: 8,617 15,289
Old : 22,201: 8,597 3,323 3,324 1,663 265 13,584 6,912: 8,617 15,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2023 :
: 420: 1,039 -348 361 -416 265 984 278: -564 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 15.0 15.0 7.5 1.2 61.2 31.1: 38.8 68.9
Old : 100.0: 38.7 15.0 15.0 7.5 1.2 61.2 31.1: 38.8 68.9
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 : 21: 7 10 3 3 1 11 13:
Old : 21: 7 10 3 3 1 11 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 : 47.6 21.8 58.3 27.1 33.1 8.9 43.8 13.7
Old : 47.6 21.8 58.3 27.1 33.1 8.9 43.8 13.7
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, January 31, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 74,486: 9,872 33,606 823 63,515 39,979 74,210 74,408: 276 78
Old : 74,486: 9,872 33,606 823 63,515 39,979 74,210 74,408: 276 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2023 :
: 2,441: 2,437 2,446 0 1 0 2,438 2,446: 3 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 45.1 1.1 85.3 53.7 99.6 99.9: 0.4 0.1
Old : 100.0: 13.3 45.1 1.1 85.3 53.7 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 21 20 2 8 2 30 24:
Old : 51: 21 20 2 8 2 30 24:
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 : 84.3 81.1 93.8 93.6 84.3 81.1 93.8 93.6
Old : 84.3 81.1 93.8 93.6 84.3 81.1 93.8 93.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2023