WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 454,791: 92,215 156,340 169,794 153,347 90,719 415,355 416,853: 39,436 37,939
Old : 236,981: 104,843 124,519 55,191 55,406 37,962 215,440 217,672: 21,541 19,309
Other: 217,810: 58,431 102,881 43,544 97,940 52,756 199,915 199,181: 17,895 18,629
: : :
: : Changes in Commitments from: March 14, 2023 :
: -4,508: -3,530 -11,257 6,433 -7,012 399 -4,109 -4,425: -399 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 34.4 37.3 33.7 19.9 91.3 91.7: 8.7 8.3
Old : 100.0: 44.2 52.5 23.3 23.4 16.0 90.9 91.9: 9.1 8.1
Other: 100.0: 26.8 47.2 20.0 45.0 24.2 91.8 91.4: 8.2 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 120 107 133 105 104 290 287:
Old : 323: 114 92 78 82 82 227 221:
Other: 271: 71 81 71 82 86 197 202:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 11.4 20.4 19.7 8.5 8.2 14.0 13.9
Old : 18.8 14.9 29.0 26.4 16.5 13.9 24.1 24.0
Other: 15.7 18.9 27.9 29.0 15.1 17.5 26.3 26.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 188,590: 39,674 48,091 45,847 83,733 72,210 169,255 166,148: 19,335 22,442
Old : 87,356: 37,478 30,682 12,409 28,609 32,810 78,496 75,900: 8,860 11,456
Other: 101,234: 20,849 36,062 14,786 55,124 39,400 90,759 90,248: 10,475 10,987
: : :
: : Changes in Commitments from: March 14, 2023 :
: -2,585: -1,500 -5,548 1,705 -403 1,932 -199 -1,912: -2,387 -673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 25.5 24.3 44.4 38.3 89.7 88.1: 10.3 11.9
Old : 100.0: 42.9 35.1 14.2 32.7 37.6 89.9 86.9: 10.1 13.1
Other: 100.0: 20.6 35.6 14.6 54.5 38.9 89.7 89.1: 10.3 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 56 54 64 74 76 165 162:
Old : 187: 54 47 37 57 57 129 123:
Other: 162: 42 33 35 57 65 117 117:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 17.8 25.0 28.2 11.9 13.2 18.3 19.6
Old : 18.3 25.5 29.8 38.0 18.2 25.2 29.0 37.4
Other: 23.8 22.7 35.3 37.1 16.0 20.6 25.5 30.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,690,830: 272,004 258,040 483,544 777,880 726,643 1,533,428 1,468,226: 157,402 222,604
Old : 1,251,170: 228,667 264,481 325,936 584,084 522,584 1,138,687 1,113,001: 112,483 138,169
Other: 439,659: 123,978 74,200 76,967 193,796 204,058 394,741 355,225: 44,919 84,435
: : :
: : Changes in Commitments from: March 14, 2023 :
: 23,227: 8,065 -4,053 17,939 -1,640 12,118 24,363 26,003: -1,136 -2,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 15.3 28.6 46.0 43.0 90.7 86.8: 9.3 13.2
Old : 100.0: 18.3 21.1 26.1 46.7 41.8 91.0 89.0: 9.0 11.0
Other: 100.0: 28.2 16.9 17.5 44.1 46.4 89.8 80.8: 10.2 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 762: 165 139 207 344 393 612 644:
Old : 727: 158 131 173 317 370 559 594:
Other: 556: 79 93 77 196 316 322 444:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 9.1 19.3 15.4 10.6 5.5 15.8 9.6
Old : 12.7 9.6 20.5 17.0 11.4 7.4 17.8 12.3
Other: 16.1 10.8 27.3 18.8 15.9 8.8 26.2 15.0
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 25,191: 10,356 11,420 10,419 2,707 2,665 23,481 24,503: 1,710 688
Old : 25,191: 10,356 11,420 10,419 2,707 2,665 23,481 24,503: 1,710 688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2023 :
: 5,128: 3,068 1,547 2,694 -723 875 5,039 5,116: 89 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 45.3 41.4 10.7 10.6 93.2 97.3: 6.8 2.7
Old : 100.0: 41.1 45.3 41.4 10.7 10.6 93.2 97.3: 6.8 2.7
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 : 22: 6 5 9 10 9 19 20:
Old : 22: 6 5 9 10 9 19 20:
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 : 70.6 70.2 82.8 90.3 40.8 48.9 46.2 53.1
Old : 70.6 70.2 82.8 90.3 40.8 48.9 46.2 53.1
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, March 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 : 4,606: 824 1,258 455 1,511 1,636 2,790 3,349: 1,816 1,257
Old : 2,903: 1,023 1,258 0 753 746 1,776 2,004: 1,127 899
Other: 1,703: 0 199 256 758 889 1,014 1,344: 689 358
: : :
: : Changes in Commitments from: March 14, 2023 :
: 2: -26 -277 33 194 341 201 97: -199 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 27.3 9.9 32.8 35.5 60.6 72.7: 39.4 27.3
Old : 100.0: 35.2 43.3 0.0 25.9 25.7 61.2 69.0: 38.8 31.0
Other: 100.0: 0.0 11.7 15.0 44.5 52.2 59.5 79.0: 40.5 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 6 6 5 11 9 18 20:
Old : 26: 7 6 0 9 6 16 12:
Other: 15: 0 5 3 7 7 10 12:
:----------------------------------------------------------------------------------------------------
: 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 : 24.4 38.6 39.9 54.0 23.5 35.3 37.3 49.1
Old : 32.3 42.5 49.0 61.4 32.2 38.0 46.4 56.2
Other: 45.2 49.6 58.4 71.1 39.8 47.5 39.8 57.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 867,790: 174,491 40,374 253,777 385,380 483,504 813,648 777,656: 54,142 90,134
Old : 617,138: 151,429 55,590 161,080 268,105 353,417 580,614 570,087: 36,525 47,052
Other: 250,652: 70,517 32,239 45,243 117,275 130,087 233,034 207,569: 17,617 43,083
: : :
: : Changes in Commitments from: March 14, 2023 :
: 27,500: -10,731 777 18,637 15,008 10,705 22,914 30,119: 4,586 -2,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 4.7 29.2 44.4 55.7 93.8 89.6: 6.2 10.4
Old : 100.0: 24.5 9.0 26.1 43.4 57.3 94.1 92.4: 5.9 7.6
Other: 100.0: 28.1 12.9 18.1 46.8 51.9 93.0 82.8: 7.0 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 557: 196 94 185 188 236 453 456:
Old : 532: 177 99 149 171 217 408 408:
Other: 388: 97 80 88 115 180 252 309:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 14.7 21.3 23.5 8.7 10.1 14.4 15.4
Old : 15.6 16.1 24.9 26.5 10.5 10.9 17.3 18.7
Other: 20.5 18.6 30.2 30.7 18.6 17.6 25.7 24.2
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 7,481: 1,379 2,670 4,107 1,722 467 7,208 7,244: 273 237
Old : 7,481: 1,379 2,670 4,107 1,722 467 7,208 7,244: 273 237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2023 :
: 420: 262 1 370 -134 131 497 502: -77 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 35.7 54.9 23.0 6.2 96.4 96.8: 3.6 3.2
Old : 100.0: 18.4 35.7 54.9 23.0 6.2 96.4 96.8: 3.6 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 : 21: 7 6 11 6 7 19 18:
Old : 21: 7 6 11 6 7 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 : 41.5 69.9 69.5 88.3 22.5 33.5 32.5 37.4
Old : 41.5 69.9 69.5 88.3 22.5 33.5 32.5 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 496,457: 71,210 75,413 119,493 274,523 269,825 465,226 464,732: 31,231 31,725
Old : 378,351: 83,538 78,867 75,019 197,630 196,862 356,187 350,748: 22,164 27,603
Other: 118,107: 14,408 23,282 17,739 76,892 72,963 109,039 113,984: 9,067 4,122
: : :
: : Changes in Commitments from: March 14, 2023 :
: -5,291: 1,001 2,681 -719 -4,064 -6,796 -3,783 -4,834: -1,508 -456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 15.2 24.1 55.3 54.4 93.7 93.6: 6.3 6.4
Old : 100.0: 22.1 20.8 19.8 52.2 52.0 94.1 92.7: 5.9 7.3
Other: 100.0: 12.2 19.7 15.0 65.1 61.8 92.3 96.5: 7.7 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 74 74 94 107 104 232 232:
Old : 292: 79 73 89 100 100 223 225:
Other: 155: 33 34 29 66 47 118 92:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 19.9 19.7 29.3 8.9 13.2 15.1 19.9
Old : 11.0 18.4 19.8 27.1 7.9 12.4 13.8 17.4
Other: 21.7 36.4 37.5 52.5 19.2 31.8 32.4 43.6
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,422,193: 102,604 182,152 108,302 1,034,055 1,007,167 1,244,961 1,297,620: 177,232 124,573
Old : 1,422,193: 102,604 182,152 108,302 1,034,055 1,007,167 1,244,961 1,297,620: 177,232 124,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2023 :
: 19,562: 32,774 -18,564 -8,858 -645 68,205 23,271 40,782: -3,709 -21,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 12.8 7.6 72.7 70.8 87.5 91.2: 12.5 8.8
Old : 100.0: 7.2 12.8 7.6 72.7 70.8 87.5 91.2: 12.5 8.8
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 : 207: 29 33 41 122 116 175 166:
Old : 207: 29 33 41 122 116 175 166:
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 : 22.0 24.3 33.1 36.5 18.6 21.8 28.8 31.0
Old : 22.0 24.3 33.1 36.5 18.6 21.8 28.8 31.0
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, March 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 : 1,427,968: 62,308 506,270 1,039 1,206,983 815,041 1,270,330 1,322,350: 157,638 105,618
Old : 1,427,968: 62,308 506,270 1,039 1,206,983 815,041 1,270,330 1,322,350: 157,638 105,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2023 :
: -19,029: -8,875 -8,439 -3,845 -3,057 615 -15,776 -11,668: -3,252 -7,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 35.5 0.1 84.5 57.1 89.0 92.6: 11.0 7.4
Old : 100.0: 4.4 35.5 0.1 84.5 57.1 89.0 92.6: 11.0 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 : 163: 15 15 8 109 92 128 111:
Old : 163: 15 15 8 109 92 128 111:
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 : 22.6 40.6 37.3 56.6 20.4 40.6 31.3 52.6
Old : 22.6 40.6 37.3 56.6 20.4 40.6 31.3 52.6
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, March 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 : 481,613: 151,004 23,092 102,631 176,911 322,576 430,546 448,299: 51,067 33,314
Old : 384,425: 139,231 33,277 68,079 135,964 255,506 343,275 356,862: 41,150 27,563
Other: 97,188: 29,482 7,525 16,843 40,946 67,069 87,271 91,437: 9,917 5,751
: : :
: : Changes in Commitments from: March 14, 2023 :
: -8,197: -23,069 2,574 7,705 10,169 -16,938 -5,195 -6,659: -3,003 -1,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 4.8 21.3 36.7 67.0 89.4 93.1: 10.6 6.9
Old : 100.0: 36.2 8.7 17.7 35.4 66.5 89.3 92.8: 10.7 7.2
Other: 100.0: 30.3 7.7 17.3 42.1 69.0 89.8 94.1: 10.2 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 107 44 84 116 120 259 216:
Old : 290: 101 42 73 108 114 241 201:
Other: 161: 44 24 25 73 55 132 90:
:----------------------------------------------------------------------------------------------------
: 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 33.8 17.5 44.2 8.9 32.3 16.5 41.2
Old : 10.6 33.2 19.9 44.1 10.5 31.6 18.5 42.1
Other: 20.2 39.6 30.8 54.3 18.2 38.8 27.4 46.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 9,010: 1,320 3,197 753 5,257 3,196 7,329 7,145: 1,681 1,865
Old : 6,379: 1,304 3,138 623 2,984 894 4,911 4,655: 1,468 1,724
Other: 2,632: 49 92 96 2,273 2,302 2,418 2,490: 214 141
: : :
: : Changes in Commitments from: March 14, 2023 :
: -662: 37 -726 -38 -399 93 -399 -671: -262 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 35.5 8.4 58.3 35.5 81.3 79.3: 18.7 20.7
Old : 100.0: 20.4 49.2 9.8 46.8 14.0 77.0 73.0: 23.0 27.0
Other: 100.0: 1.9 3.5 3.7 86.4 87.5 91.9 94.6: 8.1 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 11 19 7 16 14 31 36:
Old : 50: 12 18 4 16 12 30 32:
Other: 19: 5 2 3 4 8 9 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 : 43.2 34.1 59.1 47.6 36.8 27.9 46.7 39.1
Old : 32.7 23.9 49.7 41.9 27.4 22.5 39.8 38.0
Other: 86.4 81.4 91.8 90.2 86.4 81.4 88.2 89.2
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 2,379,497: 147,529 599,749 74,716 1,965,915 1,533,128 2,188,160 2,207,593: 191,337 171,904
Old : 2,379,497: 147,529 599,749 74,716 1,965,915 1,533,128 2,188,160 2,207,593: 191,337 171,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2023 :
: -26,811: 20,979 -52,034 -35,130 -7,221 65,707 -21,372 -21,457: -5,438 -5,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 25.2 3.1 82.6 64.4 92.0 92.8: 8.0 7.2
Old : 100.0: 6.2 25.2 3.1 82.6 64.4 92.0 92.8: 8.0 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 : 369: 59 55 34 186 186 255 265:
Old : 369: 59 55 34 186 186 255 265:
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 : 29.4 24.6 39.3 39.4 27.2 24.0 34.3 37.4
Old : 29.4 24.6 39.3 39.4 27.2 24.0 34.3 37.4
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, March 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 : 5,251,293: 389,646 906,933 716,758 3,752,946 3,256,450 4,859,350 4,880,141: 391,943 371,152
Old : 5,251,293: 389,646 906,933 716,758 3,752,946 3,256,450 4,859,350 4,880,141: 391,943 371,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2023 :
: -85,203: -47,676 -451 -39,940 -22,306 27,983 -109,923 -12,408: 24,720 -72,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 17.3 13.6 71.5 62.0 92.5 92.9: 7.5 7.1
Old : 100.0: 7.4 17.3 13.6 71.5 62.0 92.5 92.9: 7.5 7.1
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 : 406: 62 72 73 223 212 327 315:
Old : 406: 62 72 73 223 212 327 315:
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 : 21.4 18.4 32.8 28.7 18.3 13.9 25.7 21.9
Old : 21.4 18.4 32.8 28.7 18.3 13.9 25.7 21.9
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, March 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 : 1,576,319: 153,805 311,931 22,054 1,224,379 1,005,841 1,400,238 1,339,826: 176,082 236,494
Old : 1,576,319: 153,805 311,931 22,054 1,224,379 1,005,841 1,400,238 1,339,826: 176,082 236,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2023 :
: 16,766: 33,362 -1,034 -10,421 -4,852 -7,307 18,089 -18,762: -1,323 35,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 19.8 1.4 77.7 63.8 88.8 85.0: 11.2 15.0
Old : 100.0: 9.8 19.8 1.4 77.7 63.8 88.8 85.0: 11.2 15.0
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 : 154: 18 19 12 83 96 106 122:
Old : 154: 18 19 12 83 96 106 122:
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 : 37.0 29.8 51.8 40.7 37.0 28.1 48.5 36.3
Old : 37.0 29.8 51.8 40.7 37.0 28.1 48.5 36.3
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, March 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 : 4,967,498: 389,745 963,573 393,835 3,839,819 3,269,898 4,623,398 4,627,306: 344,099 340,192
Old : 4,967,498: 389,745 963,573 393,835 3,839,819 3,269,898 4,623,398 4,627,306: 344,099 340,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2023 :
: 41,537: -28,227 21,358 323 80,716 64,961 52,812 86,641: -11,275 -45,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 19.4 7.9 77.3 65.8 93.1 93.2: 6.9 6.8
Old : 100.0: 7.8 19.4 7.9 77.3 65.8 93.1 93.2: 6.9 6.8
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 : 369: 55 53 60 206 201 289 286:
Old : 369: 55 53 60 206 201 289 286:
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 : 28.8 16.3 39.7 26.5 22.9 16.1 31.8 25.3
Old : 28.8 16.3 39.7 26.5 22.9 16.1 31.8 25.3
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, March 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 : 1,847,792: 161,900 186,252 229,688 1,414,738 1,384,160 1,806,326 1,800,100: 41,466 47,692
Old : 1,847,792: 161,900 186,252 229,688 1,414,738 1,384,160 1,806,326 1,800,100: 41,466 47,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2023 :
: 135,802: 54,422 -9,933 33,569 41,483 145,982 129,474 169,618: 6,328 -33,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 10.1 12.4 76.6 74.9 97.8 97.4: 2.2 2.6
Old : 100.0: 8.8 10.1 12.4 76.6 74.9 97.8 97.4: 2.2 2.6
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 : 138: 17 28 31 83 83 118 124:
Old : 138: 17 28 31 83 83 118 124:
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 : 33.5 29.9 49.7 46.3 17.2 14.3 23.7 21.2
Old : 33.5 29.9 49.7 46.3 17.2 14.3 23.7 21.2
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, March 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 : 40,901: 7,801 18,876 208 27,583 12,555 35,592 31,640: 5,309 9,262
Old : 40,901: 7,801 18,876 208 27,583 12,555 35,592 31,640: 5,309 9,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2023 :
: -11,320: -2,300 -1,262 -866 -6,143 -7,915 -9,309 -10,042: -2,011 -1,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 46.2 0.5 67.4 30.7 87.0 77.4: 13.0 22.6
Old : 100.0: 19.1 46.2 0.5 67.4 30.7 87.0 77.4: 13.0 22.6
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 : 87: 12 32 9 27 23 45 58:
Old : 87: 12 32 9 27 23 45 58:
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 : 45.2 36.5 60.0 47.3 45.0 36.5 59.9 47.3
Old : 45.2 36.5 60.0 47.3 45.0 36.5 59.9 47.3
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, March 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 : 81,802: 15,601 37,752 417 55,166 25,110 71,184 63,279: 10,618 18,523
Old : 81,802: 15,601 37,752 417 55,166 25,110 71,184 63,279: 10,618 18,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2023 :
: -22,640: -4,601 -2,524 -1,731 -12,286 -15,830 -18,618 -20,085: -4,022 -2,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 46.2 0.5 67.4 30.7 87.0 77.4: 13.0 22.6
Old : 100.0: 19.1 46.2 0.5 67.4 30.7 87.0 77.4: 13.0 22.6
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 : 87: 12 32 9 27 23 45 58:
Old : 87: 12 32 9 27 23 45 58:
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 : 45.2 36.5 60.0 47.3 45.0 36.5 59.9 47.3
Old : 45.2 36.5 60.0 47.3 45.0 36.5 59.9 47.3
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, March 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 : 38,985: 1,537 3,358 0 35,236 33,855 36,773 37,213: 2,212 1,772
Old : 38,985: 1,537 3,358 0 35,236 33,855 36,773 37,213: 2,212 1,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2023 :
: -30,342: -71 425 0 -28,005 -28,795 -28,076 -28,370: -2,266 -1,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 8.6 0.0 90.4 86.8 94.3 95.5: 5.7 4.5
Old : 100.0: 3.9 8.6 0.0 90.4 86.8 94.3 95.5: 5.7 4.5
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 : 35: 1 4 0 24 9 25 13:
Old : 35: 1 4 0 24 9 25 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 : 35.9 78.4 58.8 91.0 34.7 78.4 56.1 88.5
Old : 35.9 78.4 58.8 91.0 34.7 78.4 56.1 88.5
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, March 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 : 61,427: 18,931 22,357 673 41,551 38,268 61,155 61,298: 272 129
Old : 61,427: 18,931 22,357 673 41,551 38,268 61,155 61,298: 272 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2023 :
: -10,203: -1,828 -1,665 -6,101 -692 -2,467 -8,621 -10,233: -1,582 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 36.4 1.1 67.6 62.3 99.6 99.8: 0.4 0.2
Old : 100.0: 30.8 36.4 1.1 67.6 62.3 99.6 99.8: 0.4 0.2
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 : 39: 19 12 4 7 2 27 17:
Old : 39: 19 12 4 7 2 27 17:
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 : 81.6 88.5 91.2 98.7 81.5 88.5 91.1 96.9
Old : 81.6 88.5 91.2 98.7 81.5 88.5 91.1 96.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 24, 2023