WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 441,354: 80,983 132,466 160,111 160,162 109,817 401,256 402,394: 40,098 38,960
Old : 266,054: 78,227 106,273 80,188 80,663 57,245 239,078 243,706: 26,976 22,348
Other: 175,300: 43,263 66,700 39,415 79,499 52,572 162,178 158,688: 13,122 16,612
: : :
: : Changes in Commitments from: February 14, 2023 :
: -16,174: -3,807 8,404 -14,925 1,009 -7,127 -17,724 -13,648: 1,550 -2,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 30.0 36.3 36.3 24.9 90.9 91.2: 9.1 8.8
Old : 100.0: 29.4 39.9 30.1 30.3 21.5 89.9 91.6: 10.1 8.4
Other: 100.0: 24.7 38.0 22.5 45.4 30.0 92.5 90.5: 7.5 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 109 111 144 111 112 303 300:
Old : 347: 110 99 111 97 100 263 262:
Other: 258: 66 83 66 74 90 181 201:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 11.1 20.3 19.0 9.3 7.6 15.5 13.3
Old : 12.6 12.0 20.8 21.9 9.3 11.0 16.5 18.7
Other: 17.7 17.2 32.0 26.7 17.3 14.4 29.7 21.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 198,418: 51,235 39,023 46,343 79,298 90,707 176,875 176,073: 21,543 22,345
Old : 118,345: 51,483 29,103 18,412 35,603 58,532 105,498 106,047: 12,847 12,298
Other: 80,073: 14,531 24,699 13,151 43,695 32,175 71,377 70,026: 8,696 10,047
: : :
: : Changes in Commitments from: February 14, 2023 :
: -8,505: 1,654 -562 -10,108 437 2,874 -8,016 -7,795: -488 -709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 19.7 23.4 40.0 45.7 89.1 88.7: 10.9 11.3
Old : 100.0: 43.5 24.6 15.6 30.1 49.5 89.1 89.6: 10.9 10.4
Other: 100.0: 18.1 30.8 16.4 54.6 40.2 89.1 87.5: 10.9 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 64 49 67 75 80 177 164:
Old : 200: 60 44 49 62 69 148 139:
Other: 166: 37 42 36 55 64 117 118:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 17.9 25.5 28.5 12.3 14.9 19.8 21.2
Old : 18.4 24.7 29.9 33.4 16.9 24.6 27.9 32.6
Other: 22.8 25.3 33.8 39.6 16.0 21.7 24.9 29.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 1,647,324: 383,976 119,454 460,749 651,404 836,264 1,496,129 1,416,468: 151,195 230,856
Old : 1,319,233: 335,380 136,921 342,689 524,155 681,614 1,202,224 1,161,224: 117,009 158,009
Other: 328,091: 110,687 44,624 55,969 127,249 154,650 293,905 255,244: 34,185 72,847
: : :
: : Changes in Commitments from: February 14, 2023 :
: -38,500: -16,972 7,053 -13,394 -5,474 -22,276 -35,840 -28,617: -2,661 -9,884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 7.3 28.0 39.5 50.8 90.8 86.0: 9.2 14.0
Old : 100.0: 25.4 10.4 26.0 39.7 51.7 91.1 88.0: 8.9 12.0
Other: 100.0: 33.7 13.6 17.1 38.8 47.1 89.6 77.8: 10.4 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 752: 179 106 178 357 406 625 614:
Old : 728: 169 98 158 335 395 583 584:
Other: 539: 77 74 61 179 324 287 428:
:----------------------------------------------------------------------------------------------------
: 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 : 9.4 9.6 16.7 16.0 8.2 6.9 13.9 10.3
Old : 10.6 10.5 18.2 16.6 9.5 7.6 16.4 11.8
Other: 16.2 11.0 27.7 19.1 16.1 9.2 25.9 15.1
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 20,501: 5,655 9,330 9,604 3,735 905 18,993 19,838: 1,509 663
Old : 20,501: 5,655 9,330 9,604 3,735 905 18,993 19,838: 1,509 663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2023 :
: 566: -909 -1,003 1,570 52 35 713 601: -147 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 45.5 46.8 18.2 4.4 92.6 96.8: 7.4 3.2
Old : 100.0: 27.6 45.5 46.8 18.2 4.4 92.6 96.8: 7.4 3.2
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 : 20: 7 4 9 9 8 19 18:
Old : 20: 7 4 9 9 8 19 18:
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 : 63.3 71.8 77.9 91.9 29.9 45.5 36.1 45.5
Old : 63.3 71.8 77.9 91.9 29.9 45.5 36.1 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 3,873: 698 1,038 120 830 1,427 1,648 2,585: 2,225 1,288
Old : 3,022: 730 1,038 46 610 1,029 1,386 2,113: 1,636 909
Other: 851: 0 32 42 220 398 262 472: 589 379
: : :
: : Changes in Commitments from: February 14, 2023 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 26.8 3.1 21.4 36.8 42.5 66.7: 57.5 33.3
Old : 100.0: 24.2 34.3 1.5 20.2 34.1 45.9 69.9: 54.1 30.1
Other: 100.0: 0.0 3.8 4.9 25.8 46.8 30.8 55.4: 69.2 44.6
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 7 1 8 8 12 16:
Old : 21: 4 7 1 7 8 11 16:
Other: 9: 0 1 1 4 6 5 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 33.5 38.3 52.6 24.0 31.9 31.8 49.1
Old : 26.4 35.0 41.2 54.6 26.4 35.0 35.8 52.4
Other: 30.5 52.7 30.8 55.4 25.4 47.6 25.4 50.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 860,772: 235,348 40,796 204,080 367,294 514,095 806,723 758,972: 54,049 101,800
Old : 688,984: 218,134 46,960 144,146 284,163 434,040 646,442 625,147: 42,542 63,838
Other: 171,788: 46,674 23,295 30,475 83,131 80,055 160,280 133,825: 11,507 37,962
: : :
: : Changes in Commitments from: February 14, 2023 :
: -7,742: 5,049 1,766 5,882 -17,748 -15,652 -6,817 -8,004: -925 261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 4.7 23.7 42.7 59.7 93.7 88.2: 6.3 11.8
Old : 100.0: 31.7 6.8 20.9 41.2 63.0 93.8 90.7: 6.2 9.3
Other: 100.0: 27.2 13.6 17.7 48.4 46.6 93.3 77.9: 6.7 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 587: 193 113 177 199 247 465 475:
Old : 568: 185 107 155 186 236 428 450:
Other: 353: 81 66 61 93 172 199 274:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 13.5 17.1 21.5 8.7 11.3 14.6 16.2
Old : 10.2 16.4 18.6 24.8 9.5 14.2 15.9 20.4
Other: 21.4 17.3 31.6 25.5 21.4 14.9 30.5 19.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 507,077: 82,764 49,108 129,611 258,415 303,393 470,790 482,113: 36,287 24,965
Old : 423,700: 94,077 55,309 94,134 205,546 252,591 393,758 402,035: 29,942 21,665
Other: 83,378: 11,658 16,770 12,506 52,868 50,802 77,033 80,078: 6,345 3,299
: : :
: : Changes in Commitments from: February 14, 2023 :
: 1,821: 5,497 -4,068 -1,102 -2,494 12,816 1,900 7,645: -79 -5,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 9.7 25.6 51.0 59.8 92.8 95.1: 7.2 4.9
Old : 100.0: 22.2 13.1 22.2 48.5 59.6 92.9 94.9: 7.1 5.1
Other: 100.0: 14.0 20.1 15.0 63.4 60.9 92.4 96.0: 7.6 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 110 50 102 115 115 264 244:
Old : 316: 109 57 98 111 114 259 239:
Other: 144: 30 34 27 61 36 103 86:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 26.0 17.5 35.0 8.1 20.7 13.8 27.7
Old : 9.7 24.6 16.9 33.7 6.8 19.5 12.7 26.2
Other: 27.0 40.7 45.7 55.0 24.3 38.9 40.1 49.4
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 1,505,447: 66,265 249,992 164,655 1,053,352 901,996 1,284,272 1,316,643: 221,175 188,804
Old : 1,505,447: 66,265 249,992 164,655 1,053,352 901,996 1,284,272 1,316,643: 221,175 188,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2023 :
: 125,357: 7,484 -9,550 59,806 18,088 47,454 85,379 97,710: 39,978 27,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 16.6 10.9 70.0 59.9 85.3 87.5: 14.7 12.5
Old : 100.0: 4.4 16.6 10.9 70.0 59.9 85.3 87.5: 14.7 12.5
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 : 195: 21 36 37 117 110 163 158:
Old : 195: 21 36 37 117 110 163 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 22.5 31.8 33.6 18.5 19.7 28.8 29.1
Old : 20.4 22.5 31.8 33.6 18.5 19.7 28.8 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 1,502,688: 81,167 484,508 12,013 1,228,626 864,651 1,321,806 1,361,172: 180,882 141,516
Old : 1,502,688: 81,167 484,508 12,013 1,228,626 864,651 1,321,806 1,361,172: 180,882 141,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2023 :
: 23,360: 7,548 -6,470 -14,667 18,710 25,299 11,591 4,162: 11,769 19,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 32.2 0.8 81.8 57.5 88.0 90.6: 12.0 9.4
Old : 100.0: 5.4 32.2 0.8 81.8 57.5 88.0 90.6: 12.0 9.4
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 : 163: 19 17 13 102 96 128 119:
Old : 163: 19 17 13 102 96 128 119:
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 : 22.3 34.6 35.9 51.5 19.9 33.4 30.6 46.9
Old : 22.3 34.6 35.9 51.5 19.9 33.4 30.6 46.9
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, February 21, 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 : 517,351: 185,728 12,038 105,173 172,839 362,196 463,740 479,407: 53,611 37,944
Old : 454,383: 177,688 18,574 83,101 146,771 318,340 407,560 420,015: 46,823 34,368
Other: 62,968: 16,566 1,989 13,547 26,068 43,856 56,180 59,392: 6,788 3,577
: : :
: : Changes in Commitments from: February 14, 2023 :
: 4,647: 2,306 -728 4,305 -772 1,321 5,839 4,898: -1,192 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 2.3 20.3 33.4 70.0 89.6 92.7: 10.4 7.3
Old : 100.0: 39.1 4.1 18.3 32.3 70.1 89.7 92.4: 10.3 7.6
Other: 100.0: 26.3 3.2 21.5 41.4 69.6 89.2 94.3: 10.8 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 120 42 91 113 127 271 232:
Old : 314: 117 44 88 109 126 263 229:
Other: 130: 35 14 21 63 43 109 68:
:----------------------------------------------------------------------------------------------------
: 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 : 9.2 34.7 17.0 45.9 8.8 33.6 16.0 43.4
Old : 10.0 34.1 18.2 45.2 9.6 32.9 17.5 43.2
Other: 24.2 48.9 35.7 64.4 19.5 48.0 28.9 53.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 8,415: 1,206 2,246 785 4,944 4,072 6,934 7,102: 1,481 1,313
Old : 6,414: 1,231 2,251 721 3,095 2,245 5,047 5,216: 1,367 1,198
Other: 2,001: 6 26 33 1,849 1,827 1,887 1,886: 114 115
: : :
: : Changes in Commitments from: February 14, 2023 :
: 620: -552 251 367 1,006 -189 821 429: -201 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 26.7 9.3 58.8 48.4 82.4 84.4: 17.6 15.6
Old : 100.0: 19.2 35.1 11.2 48.3 35.0 78.7 81.3: 21.3 18.7
Other: 100.0: 0.3 1.3 1.6 92.4 91.3 94.3 94.3: 5.7 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 12 15 6 12 17 27 35:
Old : 47: 12 15 5 11 16 26 33:
Other: 21: 2 3 2 6 10 9 14:
:----------------------------------------------------------------------------------------------------
: 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 : 50.9 37.9 63.5 54.7 45.0 32.6 51.8 43.5
Old : 39.4 32.9 55.6 50.3 34.8 28.8 45.1 43.0
Other: 92.4 85.2 94.3 91.1 91.8 85.2 92.7 91.0
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 2,942,369: 181,133 885,695 123,850 2,310,541 1,641,725 2,615,524 2,651,270: 326,845 291,099
Old : 2,942,369: 181,133 885,695 123,850 2,310,541 1,641,725 2,615,524 2,651,270: 326,845 291,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2023 :
: 168,133: 7,596 3,989 14,633 44,564 40,789 66,792 59,411: 101,341 108,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 30.1 4.2 78.5 55.8 88.9 90.1: 11.1 9.9
Old : 100.0: 6.2 30.1 4.2 78.5 55.8 88.9 90.1: 11.1 9.9
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 : 393: 65 67 41 201 180 287 267:
Old : 393: 65 67 41 201 180 287 267:
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 : 27.7 21.1 35.5 33.7 25.3 20.5 31.0 31.3
Old : 27.7 21.1 35.5 33.7 25.3 20.5 31.0 31.3
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, February 21, 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 : 5,425,669: 392,808 915,762 762,298 3,820,295 3,206,845 4,975,401 4,884,904: 450,269 540,765
Old : 5,425,669: 392,808 915,762 762,298 3,820,295 3,206,845 4,975,401 4,884,904: 450,269 540,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2023 :
: 233,514: -12,215 -39,108 99,505 82,276 118,565 169,565 178,961: 63,949 54,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 16.9 14.0 70.4 59.1 91.7 90.0: 8.3 10.0
Old : 100.0: 7.2 16.9 14.0 70.4 59.1 91.7 90.0: 8.3 10.0
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 : 439: 72 85 93 241 221 366 346:
Old : 439: 72 85 93 241 221 366 346:
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 : 17.9 15.1 29.1 24.2 14.5 12.6 22.6 17.3
Old : 17.9 15.1 29.1 24.2 14.5 12.6 22.6 17.3
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, February 21, 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 : 1,572,877: 152,355 292,131 37,445 1,175,572 958,398 1,365,372 1,287,974: 207,505 284,903
Old : 1,572,877: 152,355 292,131 37,445 1,175,572 958,398 1,365,372 1,287,974: 207,505 284,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2023 :
: 83,792: -12,702 5,644 14,686 36,567 41,780 38,551 62,110: 45,241 21,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 18.6 2.4 74.7 60.9 86.8 81.9: 13.2 18.1
Old : 100.0: 9.7 18.6 2.4 74.7 60.9 86.8 81.9: 13.2 18.1
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: 15 23 18 86 97 111 128:
Old : 151: 15 23 18 86 97 111 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 30.1 49.2 41.5 34.8 27.5 47.2 37.4
Old : 34.9 30.1 49.2 41.5 34.8 27.5 47.2 37.4
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, February 21, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,260: 1,342 1,317 2,749 0 357 4,091 4,423: 1,169 837
Old : 5,260: 1,342 1,317 2,749 0 357 4,091 4,423: 1,169 837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2023 :
: -541: -141 -774 -186 -236 357 -563 -603: 22 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 25.0 52.3 0.0 6.8 77.8 84.1: 22.2 15.9
Old : 100.0: 25.5 25.0 52.3 0.0 6.8 77.8 84.1: 22.2 15.9
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 : 30: 8 21 1 0 1 9 22:
Old : 30: 8 21 1 0 1 9 22:
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 : 72.2 69.2 77.1 75.2 21.4 17.0 25.5 22.9
Old : 72.2 69.2 77.1 75.2 21.4 17.0 25.5 22.9
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, February 21, 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 : 4,869,482: 266,146 935,520 404,462 3,783,773 3,080,943 4,454,381 4,420,926: 415,101 448,556
Old : 4,869,482: 266,146 935,520 404,462 3,783,773 3,080,943 4,454,381 4,420,926: 415,101 448,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2023 :
: 129,180: -22,686 -1,900 10,682 64,646 39,689 52,642 48,471: 76,538 80,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 19.2 8.3 77.7 63.3 91.5 90.8: 8.5 9.2
Old : 100.0: 5.5 19.2 8.3 77.7 63.3 91.5 90.8: 8.5 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 : 365: 36 70 56 204 207 276 297:
Old : 365: 36 70 56 204 207 276 297:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 16.9 36.7 26.2 24.4 15.7 31.3 23.4
Old : 28.5 16.9 36.7 26.2 24.4 15.7 31.3 23.4
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, February 21, 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 : 1,810,074: 146,386 236,410 268,853 1,357,910 1,252,941 1,773,149 1,758,204: 36,925 51,870
Old : 1,810,074: 146,386 236,410 268,853 1,357,910 1,252,941 1,773,149 1,758,204: 36,925 51,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2023 :
: 127,125: 40,074 17,754 -7,319 91,491 112,228 124,246 122,663: 2,879 4,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 13.1 14.9 75.0 69.2 98.0 97.1: 2.0 2.9
Old : 100.0: 8.1 13.1 14.9 75.0 69.2 98.0 97.1: 2.0 2.9
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 : 148: 25 31 41 82 84 128 136:
Old : 148: 25 31 41 82 84 128 136:
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 : 36.0 24.0 49.3 37.7 21.0 11.0 27.8 17.4
Old : 36.0 24.0 49.3 37.7 21.0 11.0 27.8 17.4
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, February 21, 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 : 45,710: 13,672 21,774 2,055 22,991 14,208 38,718 38,037: 6,992 7,674
Old : 45,710: 13,672 21,774 2,055 22,991 14,208 38,718 38,037: 6,992 7,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2023 :
: 1,926: -584 4,174 212 1,697 -2,032 1,325 2,354: 602 -427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 47.6 4.5 50.3 31.1 84.7 83.2: 15.3 16.8
Old : 100.0: 29.9 47.6 4.5 50.3 31.1 84.7 83.2: 15.3 16.8
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 : 91: 22 26 12 29 23 58 54:
Old : 91: 22 26 12 29 23 58 54:
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 : 42.7 40.3 55.9 52.1 42.0 39.8 54.1 51.1
Old : 42.7 40.3 55.9 52.1 42.0 39.8 54.1 51.1
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, February 21, 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 : 91,420: 27,344 43,548 4,110 45,982 28,415 77,436 76,073: 13,984 15,347
Old : 91,420: 27,344 43,548 4,110 45,982 28,415 77,436 76,073: 13,984 15,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2023 :
: 3,853: -1,167 8,347 423 3,393 -4,063 2,649 4,707: 1,204 -854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 47.6 4.5 50.3 31.1 84.7 83.2: 15.3 16.8
Old : 100.0: 29.9 47.6 4.5 50.3 31.1 84.7 83.2: 15.3 16.8
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 : 91: 22 26 12 29 23 58 54:
Old : 91: 22 26 12 29 23 58 54:
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 : 42.7 40.3 55.9 52.1 42.0 39.8 54.1 51.1
Old : 42.7 40.3 55.9 52.1 42.0 39.8 54.1 51.1
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, February 21, 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 : 44,575: 3,017 641 0 39,102 43,045 42,119 43,686: 2,456 889
Old : 44,575: 3,017 641 0 39,102 43,045 42,119 43,686: 2,456 889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2023 :
: -74: 507 -200 0 -326 79 181 -121: -255 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 1.4 0.0 87.7 96.6 94.5 98.0: 5.5 2.0
Old : 100.0: 6.8 1.4 0.0 87.7 96.6 94.5 98.0: 5.5 2.0
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 : 32: 3 2 0 21 9 24 11:
Old : 32: 3 2 0 21 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 : 51.3 85.0 69.9 96.4 50.1 85.0 67.7 93.9
Old : 51.3 85.0 69.9 96.4 50.1 85.0 67.7 93.9
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, February 21, 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 : 22,517: 7,732 10,062 227 1,034 242 8,993 10,531: 13,524 11,986
Old : 22,517: 7,732 10,062 227 1,034 242 8,993 10,531: 13,524 11,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2023 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 44.7 1.0 4.6 1.1 39.9 46.8: 60.1 53.2
Old : 100.0: 34.3 44.7 1.0 4.6 1.1 39.9 46.8: 60.1 53.2
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 : 21: 7 10 6 3 1 13 14:
Old : 21: 7 10 6 3 1 13 14:
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 : 30.4 37.2 37.6 43.4 29.9 37.1 37.1 43.4
Old : 30.4 37.2 37.6 43.4 29.9 37.1 37.1 43.4
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, February 21, 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 : 62,681: 16,923 21,645 829 44,675 40,128 62,427 62,602: 254 79
Old : 62,681: 16,923 21,645 829 44,675 40,128 62,427 62,602: 254 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2023 :
: -2,512: 4,870 -2,699 6 -7,385 158 -2,509 -2,535: -3 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 34.5 1.3 71.3 64.0 99.6 99.9: 0.4 0.1
Old : 100.0: 27.0 34.5 1.3 71.3 64.0 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 : 44: 19 15 3 8 3 28 21:
Old : 44: 19 15 3 8 3 28 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.9 89.4 90.6 97.5 76.8 89.4 90.5 97.1
Old : 76.9 89.4 90.6 97.5 76.8 89.4 90.5 97.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 10, 2023