WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 407,327: 84,131 153,050 129,839 151,790 84,676 365,760 367,564: 41,567 39,763
Old : 223,626: 85,092 117,582 47,163 66,374 38,106 198,628 202,851: 24,998 20,776
Other: 183,701: 43,157 79,586 38,558 85,416 46,570 167,131 164,714: 16,569 18,987
: : :
: : Changes in Commitments from: February 21, 2023 :
: -34,026: 3,149 20,584 -30,272 -8,372 -25,141 -35,496 -34,829: 1,469 803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 37.6 31.9 37.3 20.8 89.8 90.2: 10.2 9.8
Old : 100.0: 38.1 52.6 21.1 29.7 17.0 88.8 90.7: 11.2 9.3
Other: 100.0: 23.5 43.3 21.0 46.5 25.4 91.0 89.7: 9.0 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 107 117 127 100 99 276 284:
Old : 329: 112 102 74 78 80 218 228:
Other: 249: 57 90 58 73 82 170 192:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 12.3 20.9 21.4 9.8 9.5 16.4 16.3
Old : 14.6 16.4 23.9 26.9 11.3 15.8 20.0 25.4
Other: 18.1 17.2 31.7 26.4 17.8 14.2 30.3 22.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 180,456: 43,587 46,629 36,894 80,778 74,892 161,260 158,416: 19,196 22,041
Old : 94,294: 41,892 35,268 9,070 32,500 39,208 83,463 83,546: 10,831 10,748
Other: 86,163: 15,717 25,383 13,802 48,278 35,684 77,797 74,870: 8,365 11,293
: : :
: : Changes in Commitments from: February 21, 2023 :
: -17,962: -7,647 7,606 -9,448 1,480 -15,815 -15,615 -17,657: -2,347 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 25.8 20.4 44.8 41.5 89.4 87.8: 10.6 12.2
Old : 100.0: 44.4 37.4 9.6 34.5 41.6 88.5 88.6: 11.5 11.4
Other: 100.0: 18.2 29.5 16.0 56.0 41.4 90.3 86.9: 9.7 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 55 57 63 75 76 165 165:
Old : 192: 54 47 32 57 59 125 124:
Other: 170: 35 43 39 58 66 119 124:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 17.2 26.2 26.5 13.8 14.8 21.7 21.8
Old : 22.6 25.1 35.2 37.3 21.8 24.9 34.5 37.1
Other: 20.9 22.8 31.8 36.7 14.7 19.5 24.0 28.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 1,522,958: 307,313 187,693 395,746 673,878 716,792 1,376,937 1,300,230: 146,021 222,728
Old : 1,163,285: 255,339 203,116 266,167 532,290 549,069 1,053,797 1,018,352: 109,488 144,933
Other: 359,673: 121,494 54,096 60,059 141,588 167,723 323,141 281,878: 36,533 77,795
: : :
: : Changes in Commitments from: February 21, 2023 :
: -124,366: -76,663 68,238 -65,003 22,474 -119,472 -119,192 -116,238: -5,174 -8,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 12.3 26.0 44.2 47.1 90.4 85.4: 9.6 14.6
Old : 100.0: 21.9 17.5 22.9 45.8 47.2 90.6 87.5: 9.4 12.5
Other: 100.0: 33.8 15.0 16.7 39.4 46.6 89.8 78.4: 10.2 21.6
: : :
:# Traders : Number of Traders in Each Category :
All : 754: 154 140 188 322 399 582 632:
Old : 725: 143 133 155 296 386 523 600:
Other: 547: 86 81 72 176 318 297 436:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.8 7.3 17.0 13.9 9.4 4.7 15.5 8.4
Old : 11.5 7.8 18.5 14.2 11.2 6.1 17.9 10.2
Other: 15.7 10.9 26.9 19.4 15.6 9.9 25.3 15.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 4,170: 607 1,331 231 1,122 1,147 1,960 2,709: 2,210 1,461
Old : 3,048: 732 1,331 0 753 672 1,485 2,003: 1,563 1,045
Other: 1,122: 0 125 106 369 475 475 706: 647 416
: : :
: : Changes in Commitments from: February 21, 2023 :
: 296: -91 293 111 292 -280 312 124: -16 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 31.9 5.5 26.9 27.5 47.0 65.0: 53.0 35.0
Old : 100.0: 24.0 43.7 0.0 24.7 22.1 48.7 65.7: 51.3 34.3
Other: 100.0: 0.0 11.1 9.4 32.9 42.3 42.3 62.9: 57.7 37.1
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 7 3 9 8 14 18:
Old : 24: 5 7 0 8 6 13 13:
Other: 11: 0 3 2 5 5 7 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 30.9 37.2 50.2 23.1 29.2 33.7 47.8
Old : 24.7 34.3 38.2 55.0 24.1 34.3 37.5 52.7
Other: 34.7 52.2 42.3 62.9 30.8 42.9 30.8 51.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 789,610: 191,793 49,927 199,858 351,014 445,672 742,666 695,457: 46,944 94,152
Old : 599,487: 173,472 58,734 130,189 260,975 356,431 564,636 545,354: 34,851 54,133
Other: 190,123: 54,200 27,072 33,790 90,040 89,241 178,030 150,103: 12,093 40,019
: : :
: : Changes in Commitments from: February 21, 2023 :
: -71,162: -43,556 9,131 -4,222 -16,280 -68,423 -64,057 -63,515: -7,105 -7,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 6.3 25.3 44.5 56.4 94.1 88.1: 5.9 11.9
Old : 100.0: 28.9 9.8 21.7 43.5 59.5 94.2 91.0: 5.8 9.0
Other: 100.0: 28.5 14.2 17.8 47.4 46.9 93.6 79.0: 6.4 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 557: 167 113 170 178 240 418 461:
Old : 537: 164 108 143 158 221 375 422:
Other: 361: 82 72 62 101 171 210 279:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 13.2 20.5 21.3 10.1 9.1 15.9 15.1
Old : 13.5 17.0 23.1 26.4 11.0 12.3 17.6 20.8
Other: 20.4 16.8 30.0 25.4 20.1 14.1 28.8 20.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 463,290: 78,838 51,919 111,807 239,762 274,303 430,407 438,028: 32,884 25,262
Old : 375,208: 86,550 57,390 77,091 186,506 219,035 350,147 353,515: 25,062 21,693
Other: 88,082: 13,192 15,433 13,812 53,256 55,268 80,260 84,513: 7,822 3,569
: : :
: : Changes in Commitments from: February 21, 2023 :
: -43,787: -3,926 2,810 -17,805 -18,653 -29,090 -40,384 -44,084: -3,403 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 11.2 24.1 51.8 59.2 92.9 94.5: 7.1 5.5
Old : 100.0: 23.1 15.3 20.5 49.7 58.4 93.3 94.2: 6.7 5.8
Other: 100.0: 15.0 17.5 15.7 60.5 62.7 91.1 95.9: 8.9 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 88 58 88 104 106 236 223:
Old : 295: 85 67 84 99 103 229 217:
Other: 141: 30 33 23 62 35 103 80:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.1 24.1 18.9 33.8 8.8 20.0 14.9 27.8
Old : 10.5 22.5 18.3 31.6 7.9 18.0 14.4 25.1
Other: 27.1 41.2 44.0 56.7 23.3 39.5 37.8 51.3
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 1,356,081: 66,234 244,080 108,799 1,001,434 843,504 1,176,467 1,196,382: 179,614 159,699
Old : 1,356,081: 66,234 244,080 108,799 1,001,434 843,504 1,176,467 1,196,382: 179,614 159,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2023 :
: -149,366: -31 -5,913 -55,856 -51,918 -58,492 -107,805 -120,261: -41,561 -29,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 18.0 8.0 73.8 62.2 86.8 88.2: 13.2 11.8
Old : 100.0: 4.9 18.0 8.0 73.8 62.2 86.8 88.2: 13.2 11.8
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 : 191: 20 35 36 116 107 159 155:
Old : 191: 20 35 36 116 107 159 155:
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 : 21.7 23.4 33.8 36.0 19.7 20.1 30.7 30.7
Old : 21.7 23.4 33.8 36.0 19.7 20.1 30.7 30.7
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 28, 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 : 1,475,604: 76,064 498,699 31,812 1,212,518 818,683 1,320,394 1,349,194: 155,209 126,410
Old : 1,475,604: 76,064 498,699 31,812 1,212,518 818,683 1,320,394 1,349,194: 155,209 126,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2023 :
: -27,085: -5,103 14,191 19,799 -16,108 -45,968 -1,412 -11,978: -25,672 -15,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 33.8 2.2 82.2 55.5 89.5 91.4: 10.5 8.6
Old : 100.0: 5.2 33.8 2.2 82.2 55.5 89.5 91.4: 10.5 8.6
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 : 167: 18 21 14 104 95 131 121:
Old : 167: 18 21 14 104 95 131 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 35.6 37.1 53.6 20.4 33.9 32.2 47.7
Old : 22.4 35.6 37.1 53.6 20.4 33.9 32.2 47.7
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 28, 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 : 462,185: 173,262 17,018 79,907 160,982 329,750 414,151 426,675: 48,034 35,510
Old : 392,233: 166,082 26,468 54,063 132,039 281,004 352,184 361,536: 40,049 30,698
Other: 69,952: 19,374 2,745 13,650 28,942 48,745 61,967 65,140: 7,986 4,812
: : :
: : Changes in Commitments from: February 21, 2023 :
: -55,166: -12,466 4,981 -25,266 -11,857 -32,446 -49,589 -52,732: -5,576 -2,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 3.7 17.3 34.8 71.3 89.6 92.3: 10.4 7.7
Old : 100.0: 42.3 6.7 13.8 33.7 71.6 89.8 92.2: 10.2 7.8
Other: 100.0: 27.7 3.9 19.5 41.4 69.7 88.6 93.1: 11.4 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 108 40 77 106 113 248 202:
Old : 290: 105 41 70 101 108 234 196:
Other: 129: 34 15 19 63 45 109 67:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.1 37.3 18.3 48.5 10.0 36.0 17.8 46.0
Old : 11.3 36.7 20.2 48.8 11.2 35.6 19.8 47.2
Other: 24.9 47.1 36.3 62.4 21.0 45.9 30.3 52.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 9,669: 1,098 3,649 709 6,060 3,577 7,868 7,935: 1,801 1,734
Old : 7,368: 1,101 3,649 643 3,955 1,505 5,698 5,796: 1,669 1,572
Other: 2,301: 20 23 44 2,106 2,072 2,169 2,139: 132 162
: : :
: : Changes in Commitments from: February 21, 2023 :
: 1,254: -108 1,403 -75 1,116 -495 933 833: 320 421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 37.7 7.3 62.7 37.0 81.4 82.1: 18.6 17.9
Old : 100.0: 14.9 49.5 8.7 53.7 20.4 77.3 78.7: 22.7 21.3
Other: 100.0: 0.9 1.0 1.9 91.5 90.0 94.3 93.0: 5.7 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 13 19 7 16 15 31 39:
Old : 53: 13 19 6 15 14 30 37:
Other: 18: 3 2 2 5 8 9 11:
:----------------------------------------------------------------------------------------------------
: 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 : 48.1 31.4 61.7 47.3 42.2 27.4 51.0 39.7
Old : 36.3 24.3 53.7 42.4 33.4 23.5 47.5 38.6
Other: 90.8 84.5 94.2 91.0 90.8 84.5 92.4 90.8
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 2,672,350: 206,980 857,625 82,901 2,169,142 1,534,725 2,459,023 2,475,251: 213,327 197,099
Old : 2,672,350: 206,980 857,625 82,901 2,169,142 1,534,725 2,459,023 2,475,251: 213,327 197,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2023 :
: -270,019: 25,847 -28,070 -40,949 -141,399 -107,000 -156,501 -176,019: -113,518 -94,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 32.1 3.1 81.2 57.4 92.0 92.6: 8.0 7.4
Old : 100.0: 7.7 32.1 3.1 81.2 57.4 92.0 92.6: 8.0 7.4
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 : 383: 58 60 35 195 183 275 256:
Old : 383: 58 60 35 195 183 275 256:
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 : 28.6 22.5 36.9 35.2 25.8 21.3 32.4 32.9
Old : 28.6 22.5 36.9 35.2 25.8 21.3 32.4 32.9
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 28, 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 : 4,970,682: 389,111 996,915 499,853 3,724,550 3,017,626 4,613,515 4,514,394: 357,167 456,288
Old : 4,970,682: 389,111 996,915 499,853 3,724,550 3,017,626 4,613,515 4,514,394: 357,167 456,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2023 :
: -454,987: -3,696 81,153 -262,445 -95,745 -189,219 -361,886 -370,510: -93,101 -84,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 20.1 10.1 74.9 60.7 92.8 90.8: 7.2 9.2
Old : 100.0: 7.8 20.1 10.1 74.9 60.7 92.8 90.8: 7.2 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 : 435: 60 93 79 233 225 344 346:
Old : 435: 60 93 79 233 225 344 346:
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 : 22.5 15.6 34.9 26.0 19.4 13.2 28.5 19.5
Old : 22.5 15.6 34.9 26.0 19.4 13.2 28.5 19.5
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 28, 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 : 1,530,969: 123,575 326,022 21,689 1,218,648 915,339 1,363,912 1,263,050: 167,057 267,919
Old : 1,530,969: 123,575 326,022 21,689 1,218,648 915,339 1,363,912 1,263,050: 167,057 267,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2023 :
: -41,908: -28,780 33,891 -15,756 43,077 -43,059 -1,459 -24,924: -40,448 -16,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 21.3 1.4 79.6 59.8 89.1 82.5: 10.9 17.5
Old : 100.0: 8.1 21.3 1.4 79.6 59.8 89.1 82.5: 10.9 17.5
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 : 147: 15 20 12 87 92 106 120:
Old : 147: 15 20 12 87 92 106 120:
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 : 37.9 32.2 52.6 43.7 37.9 29.6 49.8 39.4
Old : 37.9 32.2 52.6 43.7 37.9 29.6 49.8 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 4,517,558: 279,583 955,165 285,332 3,612,969 2,883,991 4,177,884 4,124,487: 339,675 393,071
Old : 4,517,558: 279,583 955,165 285,332 3,612,969 2,883,991 4,177,884 4,124,487: 339,675 393,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2023 :
: -351,923: 13,437 19,644 -119,131 -170,804 -196,952 -276,498 -296,439: -75,426 -55,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 21.1 6.3 80.0 63.8 92.5 91.3: 7.5 8.7
Old : 100.0: 6.2 21.1 6.3 80.0 63.8 92.5 91.3: 7.5 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 43 68 51 197 198 271 286:
Old : 372: 43 68 51 197 198 271 286:
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 : 30.9 18.5 40.0 28.9 27.2 17.6 34.5 26.1
Old : 30.9 18.5 40.0 28.9 27.2 17.6 34.5 26.1
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 28, 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 : 2,008,904: 156,167 327,383 300,784 1,517,611 1,330,675 1,974,562 1,958,842: 34,342 50,062
Old : 2,008,904: 156,167 327,383 300,784 1,517,611 1,330,675 1,974,562 1,958,842: 34,342 50,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2023 :
: 198,830: 9,781 90,973 31,931 159,701 77,734 201,413 200,638: -2,583 -1,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 16.3 15.0 75.5 66.2 98.3 97.5: 1.7 2.5
Old : 100.0: 7.8 16.3 15.0 75.5 66.2 98.3 97.5: 1.7 2.5
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 : 150: 24 32 40 85 85 131 136:
Old : 150: 24 32 40 85 85 131 136:
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 : 38.1 25.4 50.8 39.7 21.7 13.2 28.0 19.9
Old : 38.1 25.4 50.8 39.7 21.7 13.2 28.0 19.9
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 28, 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 : 45,015: 12,808 20,802 1,254 23,590 14,899 37,652 36,956: 7,363 8,059
Old : 45,015: 12,808 20,802 1,254 23,590 14,899 37,652 36,956: 7,363 8,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2023 :
: -695: -864 -971 -801 599 692 -1,066 -1,080: 371 386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 46.2 2.8 52.4 33.1 83.6 82.1: 16.4 17.9
Old : 100.0: 28.5 46.2 2.8 52.4 33.1 83.6 82.1: 16.4 17.9
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 : 88: 18 27 11 28 23 53 54:
Old : 88: 18 27 11 28 23 53 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 : 42.1 38.6 53.0 52.8 42.0 38.1 52.3 49.9
Old : 42.1 38.6 53.0 52.8 42.0 38.1 52.3 49.9
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 28, 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 : 90,031: 25,616 41,605 2,509 47,180 29,799 75,305 73,912: 14,726 16,118
Old : 90,031: 25,616 41,605 2,509 47,180 29,799 75,305 73,912: 14,726 16,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2023 :
: -1,390: -1,728 -1,943 -1,602 1,198 1,384 -2,132 -2,161: 742 771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 46.2 2.8 52.4 33.1 83.6 82.1: 16.4 17.9
Old : 100.0: 28.5 46.2 2.8 52.4 33.1 83.6 82.1: 16.4 17.9
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 : 88: 18 27 11 28 23 53 54:
Old : 88: 18 27 11 28 23 53 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 : 42.1 38.6 53.0 52.8 42.0 38.1 52.3 49.9
Old : 42.1 38.6 53.0 52.8 42.0 38.1 52.3 49.9
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 28, 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 : 45,135: 1,999 1,298 145 40,788 42,691 42,932 44,134: 2,203 1,001
Old : 45,135: 1,999 1,298 145 40,788 42,691 42,932 44,134: 2,203 1,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2023 :
: 560: -1,018 657 145 1,686 -354 813 448: -253 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 2.9 0.3 90.4 94.6 95.1 97.8: 4.9 2.2
Old : 100.0: 4.4 2.9 0.3 90.4 94.6 95.1 97.8: 4.9 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 : 34: 3 2 1 23 9 26 12:
Old : 34: 3 2 1 23 9 26 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 83.2 68.3 95.4 48.8 83.2 66.0 93.1
Old : 49.3 83.2 68.3 95.4 48.8 83.2 66.0 93.1
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 28, 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 : 22,169: 6,071 8,616 435 771 624 7,277 9,675: 14,892 12,494
Old : 22,169: 6,071 8,616 435 771 624 7,277 9,675: 14,892 12,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2023 :
: -348: -1,661 -1,446 208 -263 382 -1,716 -856: 1,368 508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 38.9 2.0 3.5 2.8 32.8 43.6: 67.2 56.4
Old : 100.0: 27.4 38.9 2.0 3.5 2.8 32.8 43.6: 67.2 56.4
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 : 20: 5 11 5 2 2 11 14:
Old : 20: 5 11 5 2 2 11 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 : 25.9 31.8 32.3 38.4 25.8 30.3 30.9 37.0
Old : 25.9 31.8 32.3 38.4 25.8 30.3 30.9 37.0
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 28, 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 : 60,775: 16,714 19,404 873 42,911 40,431 60,498 60,708: 277 67
Old : 60,775: 16,714 19,404 873 42,911 40,431 60,498 60,708: 277 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2023 :
: -1,906: -209 -2,241 44 -1,764 303 -1,929 -1,894: 23 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 31.9 1.4 70.6 66.5 99.5 99.9: 0.5 0.1
Old : 100.0: 27.5 31.9 1.4 70.6 66.5 99.5 99.9: 0.5 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: 20 15 4 7 3 28 22:
Old : 44: 20 15 4 7 3 28 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 : 79.1 91.5 91.3 97.3 78.9 91.5 91.0 96.4
Old : 79.1 91.5 91.3 97.3 78.9 91.5 91.0 96.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 14, 2023