WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 489,163: 91,409 192,780 172,017 181,141 86,639 444,567 451,436: 44,596 37,727
Old : 472,376: 92,542 191,988 161,985 174,668 82,169 429,195 436,143: 43,181 36,233
Other: 16,787: 7,789 9,714 1,110 6,474 4,470 15,372 15,294: 1,415 1,493
: : :
: : Changes in Commitments from: May 30, 2023 :
: 13,293: -666 -6,783 10,416 1,440 7,961 11,189 11,594: 2,104 1,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 39.4 35.2 37.0 17.7 90.9 92.3: 9.1 7.7
Old : 100.0: 19.6 40.6 34.3 37.0 17.4 90.9 92.3: 9.1 7.7
Other: 100.0: 46.4 57.9 6.6 38.6 26.6 91.6 91.1: 8.4 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 369: 117 114 137 112 95 306 284:
Old : 369: 125 112 136 112 94 306 282:
Other: 104: 12 38 18 26 37 54 77:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.9 11.4 18.9 20.7 8.2 9.6 13.8 16.7
Old : 11.1 11.4 19.2 20.9 8.2 9.8 14.0 17.2
Other: 44.1 35.8 57.6 56.4 44.1 33.9 57.6 52.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 212,187: 41,599 41,788 57,944 92,442 87,326 191,985 187,059: 20,202 25,128
Old : 207,711: 41,247 41,413 56,545 90,611 85,873 188,403 183,831: 19,308 23,880
Other: 4,476: 1,538 1,561 213 1,831 1,453 3,582 3,228: 894 1,248
: : :
: : Changes in Commitments from: May 30, 2023 :
: 7,580: -2,593 1,608 3,547 6,201 3,499 7,155 8,654: 425 -1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 19.7 27.3 43.6 41.2 90.5 88.2: 9.5 11.8
Old : 100.0: 19.9 19.9 27.2 43.6 41.3 90.7 88.5: 9.3 11.5
Other: 100.0: 34.4 34.9 4.8 40.9 32.5 80.0 72.1: 20.0 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 59 51 67 73 79 169 170:
Old : 213: 61 51 66 73 78 169 168:
Other: 57: 10 12 6 14 24 27 39:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 13.5 21.9 23.0 10.9 11.0 17.9 16.7
Old : 12.1 13.8 22.3 23.4 11.1 11.3 18.3 17.2
Other: 46.2 32.6 60.7 50.8 46.2 29.1 60.1 45.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 1,785,372: 251,226 283,935 570,888 794,497 711,534 1,616,611 1,566,358: 168,761 219,014
Old : 1,006,819: 191,185 221,549 312,749 423,022 387,090 926,957 921,388: 79,862 85,430
Other: 778,553: 149,044 151,390 169,136 371,474 324,444 689,654 644,969: 88,899 133,584
: : :
: : Changes in Commitments from: May 30, 2023 :
: 23,490: -2,118 -15,627 31,735 -10,634 4,852 18,982 20,959: 4,509 2,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 15.9 32.0 44.5 39.9 90.5 87.7: 9.5 12.3
Old : 100.0: 19.0 22.0 31.1 42.0 38.4 92.1 91.5: 7.9 8.5
Other: 100.0: 19.1 19.4 21.7 47.7 41.7 88.6 82.8: 11.4 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 774: 158 160 220 381 379 664 647:
Old : 694: 147 132 153 321 336 539 553:
Other: 664: 112 139 132 295 328 492 516:
:----------------------------------------------------------------------------------------------------
: 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 9.2 21.3 16.2 11.0 5.2 16.4 8.5
Old : 14.9 11.1 24.2 19.0 12.1 7.4 17.6 12.4
Other: 13.8 9.3 22.8 16.1 13.4 6.4 21.5 11.2
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 26,222: 929 10,832 10,911 13,442 4,301 25,282 26,045: 940 177
Old : 25,576: 686 10,478 10,766 13,233 4,155 24,685 25,399: 891 177
Other: 646: 374 485 15 209 146 597 646: 49 0
: : :
: : Changes in Commitments from: May 30, 2023 :
: 833: 321 359 731 -332 -273 719 817: 113 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 41.3 41.6 51.3 16.4 96.4 99.3: 3.6 0.7
Old : 100.0: 2.7 41.0 42.1 51.7 16.2 96.5 99.3: 3.5 0.7
Other: 100.0: 57.9 75.2 2.3 32.3 22.6 92.5 100.0: 7.5 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 6 9 16 16 27 26:
Old : 31: 5 6 9 16 16 26 26:
Other: 8: 3 2 1 2 1 5 4:
:----------------------------------------------------------------------------------------------------
: 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 : 54.3 67.6 74.8 87.4 28.4 38.1 33.9 42.9
Old : 55.1 67.6 76.1 87.7 29.1 39.3 34.8 42.4
Other: 90.2 100.0 92.5 100.0 87.9 97.7 90.2 97.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 4,506: 528 806 257 1,568 1,831 2,353 2,894: 2,153 1,613
Old : 4,501: 528 801 257 1,568 1,831 2,353 2,889: 2,148 1,613
Other: 5: 0 5 0 0 0 0 5: 5 0
: : :
: : Changes in Commitments from: May 30, 2023 :
: 72: -134 -22 29 168 276 63 283: 9 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 17.9 5.7 34.8 40.6 52.2 64.2: 47.8 35.8
Old : 100.0: 11.7 17.8 5.7 34.8 40.7 52.3 64.2: 47.7 35.8
Other: 100.0: 0.0 100.0 0.0 0.0 0.0 0.0 100.0: 100.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 5 3 8 7 14 14:
Old : 20: 5 5 3 8 7 14 14:
Other: 1: 0 1 0 0 0 0 1:
:----------------------------------------------------------------------------------------------------
: 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 : 30.0 39.7 42.7 54.9 26.4 38.4 36.9 48.8
Old : 30.0 39.8 42.7 54.8 26.4 38.4 36.9 48.8
Other: 0.0 100.0 0.0 100.0 0.0 100.0 0.0 100.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 854,072: 118,879 92,566 274,650 405,572 407,446 799,101 774,661: 54,971 79,411
Old : 390,950: 89,584 74,969 105,186 171,507 184,042 366,278 364,197: 24,672 26,752
Other: 463,122: 90,250 78,552 108,509 234,064 223,404 432,823 410,464: 30,299 52,658
: : :
: : Changes in Commitments from: May 30, 2023 :
: 6,205: 1,102 -7,530 11,051 -8,939 3,711 3,214 7,231: 2,992 -1,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 10.8 32.2 47.5 47.7 93.6 90.7: 6.4 9.3
Old : 100.0: 22.9 19.2 26.9 43.9 47.1 93.7 93.2: 6.3 6.8
Other: 100.0: 19.5 17.0 23.4 50.5 48.2 93.5 88.6: 6.5 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 544: 171 126 198 202 207 468 449:
Old : 467: 138 108 116 151 160 345 329:
Other: 472: 125 123 133 162 173 361 362:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 11.9 20.6 19.7 9.0 8.3 13.7 12.9
Old : 16.8 13.6 25.3 22.3 12.7 10.0 19.0 17.5
Other: 14.6 16.6 23.8 25.7 12.7 13.2 19.9 19.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 610,612: 77,210 91,594 157,015 344,164 327,327 578,389 575,936: 32,224 34,676
Old : 322,727: 85,125 74,783 57,757 162,712 166,612 305,595 299,152: 17,132 23,575
Other: 287,885: 47,847 72,574 43,495 181,452 160,715 272,794 276,784: 15,091 11,101
: : :
: : Changes in Commitments from: May 30, 2023 :
: -2,920: 6,632 -20,533 -10,256 1,801 27,458 -1,823 -3,332: -1,097 411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 15.0 25.7 56.4 53.6 94.7 94.3: 5.3 5.7
Old : 100.0: 26.4 23.2 17.9 50.4 51.6 94.7 92.7: 5.3 7.3
Other: 100.0: 16.6 25.2 15.1 63.0 55.8 94.8 96.1: 5.2 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 83 84 119 115 110 264 263:
Old : 300: 94 73 70 101 97 228 208:
Other: 256: 56 82 58 91 81 184 187:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 15.6 20.8 25.1 7.9 10.5 13.0 15.2
Old : 12.9 16.3 21.9 24.7 10.2 12.0 17.7 18.4
Other: 18.2 23.8 31.0 33.8 15.0 17.6 24.3 26.2
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 1,342,913: 92,555 185,474 81,654 984,405 933,063 1,158,615 1,200,191: 184,299 142,723
Old : 1,342,913: 92,555 185,474 81,654 984,405 933,063 1,158,615 1,200,191: 184,299 142,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2023 :
: -33,277: -3,392 18,252 -23,324 8,244 -20,266 -18,472 -25,339: -14,805 -7,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 13.8 6.1 73.3 69.5 86.3 89.4: 13.7 10.6
Old : 100.0: 6.9 13.8 6.1 73.3 69.5 86.3 89.4: 13.7 10.6
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 : 183: 23 29 34 112 106 154 150:
Old : 183: 23 29 34 112 106 154 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 24.6 34.2 37.8 19.6 21.5 30.5 31.9
Old : 21.6 24.6 34.2 37.8 19.6 21.5 30.5 31.9
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, June 06, 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 : 1,464,315: 85,819 492,790 6,492 1,205,231 848,794 1,297,541 1,348,076: 166,774 116,239
Old : 1,464,315: 85,819 492,790 6,492 1,205,231 848,794 1,297,541 1,348,076: 166,774 116,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2023 :
: -5,089: 4,343 11,798 -8,108 7,030 -7,085 3,265 -3,396: -8,354 -1,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 33.7 0.4 82.3 58.0 88.6 92.1: 11.4 7.9
Old : 100.0: 5.9 33.7 0.4 82.3 58.0 88.6 92.1: 11.4 7.9
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 : 166: 24 19 14 102 83 130 112:
Old : 166: 24 19 14 102 83 130 112:
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 : 22.2 37.2 37.9 52.2 20.0 36.6 31.9 46.0
Old : 22.2 37.2 37.9 52.2 20.0 36.6 31.9 46.0
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, June 06, 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 : 551,768: 112,641 26,760 175,757 210,377 313,227 498,776 515,745: 52,993 36,024
Old : 304,955: 98,084 38,785 65,990 108,584 176,950 272,658 281,725: 32,297 23,230
Other: 246,814: 77,460 50,877 46,865 101,793 136,278 226,118 234,020: 20,696 12,794
: : :
: : Changes in Commitments from: May 30, 2023 :
: 12,989: 7,372 -157 8,526 -4,573 4,717 11,325 13,086: 1,664 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 4.8 31.9 38.1 56.8 90.4 93.5: 9.6 6.5
Old : 100.0: 32.2 12.7 21.6 35.6 58.0 89.4 92.4: 10.6 7.6
Other: 100.0: 31.4 20.6 19.0 41.2 55.2 91.6 94.8: 8.4 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 103 50 113 108 107 254 240:
Old : 265: 94 45 68 97 96 214 189:
Other: 237: 64 62 65 84 81 183 177:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 25.3 18.2 36.4 7.7 22.9 13.7 29.2
Old : 11.2 29.4 18.6 41.6 7.6 25.1 13.1 34.6
Other: 16.6 25.4 27.2 38.6 14.2 24.4 23.5 34.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 9,358: 2,153 830 999 4,383 6,269 7,535 8,098: 1,823 1,260
Old : 2,938: 904 802 229 1,223 1,213 2,356 2,244: 582 694
Other: 6,421: 1,342 121 677 3,160 5,056 5,179 5,854: 1,242 566
: : :
: : Changes in Commitments from: May 30, 2023 :
: -294: 456 -507 -175 -475 401 -194 -281: -100 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 8.9 10.7 46.8 67.0 80.5 86.5: 19.5 13.5
Old : 100.0: 30.8 27.3 7.8 41.6 41.3 80.2 76.4: 19.8 23.6
Other: 100.0: 20.9 1.9 10.5 49.2 78.7 80.7 91.2: 19.3 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 18 5 5 16 20 34 30:
Old : 36: 10 9 5 9 10 23 20:
Other: 38: 14 2 5 13 16 27 23:
:----------------------------------------------------------------------------------------------------
: 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 : 34.0 48.0 47.1 62.3 29.0 44.5 39.6 54.5
Old : 35.2 39.5 54.0 56.2 35.2 39.5 54.0 56.2
Other: 47.3 66.1 59.1 77.9 42.0 64.6 52.1 73.4
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 3,414,265: 370,196 1,328,441 64,893 2,736,073 1,873,328 3,171,162 3,266,662: 243,103 147,603
Old : 3,414,265: 370,196 1,328,441 64,893 2,736,073 1,873,328 3,171,162 3,266,662: 243,103 147,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2023 :
: 192,157: 128,975 116,562 -4,377 61,150 83,471 185,749 195,656: 6,408 -3,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 38.9 1.9 80.1 54.9 92.9 95.7: 7.1 4.3
Old : 100.0: 10.8 38.9 1.9 80.1 54.9 92.9 95.7: 7.1 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 389: 74 47 35 208 167 295 236:
Old : 389: 74 47 35 208 167 295 236:
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 : 29.6 35.5 38.1 49.9 28.0 35.2 34.9 49.6
Old : 29.6 35.5 38.1 49.9 28.0 35.2 34.9 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 5,102,015: 380,259 1,156,372 407,825 3,894,702 3,183,116 4,682,785 4,747,313: 419,230 354,703
Old : 5,102,015: 380,259 1,156,372 407,825 3,894,702 3,183,116 4,682,785 4,747,313: 419,230 354,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2023 :
: -167,471: -2,934 -97,658 -51,221 -93,601 -28,964 -147,756 -177,843: -19,715 10,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 22.7 8.0 76.3 62.4 91.8 93.0: 8.2 7.0
Old : 100.0: 7.5 22.7 8.0 76.3 62.4 91.8 93.0: 8.2 7.0
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 : 420: 75 72 76 238 201 353 309:
Old : 420: 75 72 76 238 201 353 309:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 20.2 37.3 31.7 23.8 17.5 31.3 26.5
Old : 24.9 20.2 37.3 31.7 23.8 17.5 31.3 26.5
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, June 06, 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 : 1,661,297: 174,272 316,849 29,183 1,275,948 1,057,947 1,479,403 1,403,979: 181,894 257,318
Old : 1,661,297: 174,272 316,849 29,183 1,275,948 1,057,947 1,479,403 1,403,979: 181,894 257,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2023 :
: -14,957: -29,495 2,288 1,008 17,556 -29,969 -10,931 -26,673: -4,026 11,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 19.1 1.8 76.8 63.7 89.1 84.5: 10.9 15.5
Old : 100.0: 10.5 19.1 1.8 76.8 63.7 89.1 84.5: 10.9 15.5
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 : 167: 22 23 16 89 96 117 129:
Old : 167: 22 23 16 89 96 117 129:
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 : 33.7 33.3 46.3 45.2 33.7 31.0 43.4 40.7
Old : 33.7 33.3 46.3 45.2 33.7 31.0 43.4 40.7
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, June 06, 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 : 5,192,076: 300,354 1,365,535 288,447 4,234,272 3,176,646 4,823,073 4,830,629: 369,003 361,447
Old : 5,192,076: 300,354 1,365,535 288,447 4,234,272 3,176,646 4,823,073 4,830,629: 369,003 361,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2023 :
: 8,310: 15,355 41,477 -31,015 36,383 -41,532 20,723 -31,070: -12,413 39,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 26.3 5.6 81.6 61.2 92.9 93.0: 7.1 7.0
Old : 100.0: 5.8 26.3 5.6 81.6 61.2 92.9 93.0: 7.1 7.0
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 : 378: 43 68 54 214 193 292 280:
Old : 378: 43 68 54 214 193 292 280:
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 : 27.6 21.1 37.3 31.6 25.7 20.8 33.2 30.9
Old : 27.6 21.1 37.3 31.6 25.7 20.8 33.2 30.9
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, June 06, 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 : 1,482,369: 52,857 299,715 227,876 1,167,235 912,171 1,447,968 1,439,762: 34,401 42,607
Old : 1,482,369: 52,857 299,715 227,876 1,167,235 912,171 1,447,968 1,439,762: 34,401 42,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2023 :
: -373,482: -62,419 4,284 -42,046 -259,947 -325,031 -364,412 -362,793: -9,070 -10,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 20.2 15.4 78.7 61.5 97.7 97.1: 2.3 2.9
Old : 100.0: 3.6 20.2 15.4 78.7 61.5 97.7 97.1: 2.3 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 : 133: 21 26 38 79 76 118 122:
Old : 133: 21 26 38 79 76 118 122:
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 : 28.8 28.3 43.0 41.8 20.3 16.9 29.4 25.7
Old : 28.8 28.3 43.0 41.8 20.3 16.9 29.4 25.7
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, June 06, 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 : 103,767: 19,208 42,409 4,606 62,543 40,951 86,357 87,966: 17,410 15,801
Old : 103,767: 19,208 42,409 4,606 62,543 40,951 86,357 87,966: 17,410 15,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2023 :
: 5,615: -1,082 -47 614 4,395 5,125 3,927 5,692: 1,688 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 40.9 4.4 60.3 39.5 83.2 84.8: 16.8 15.2
Old : 100.0: 18.5 40.9 4.4 60.3 39.5 83.2 84.8: 16.8 15.2
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 : 112: 31 30 19 31 29 69 72:
Old : 112: 31 30 19 31 29 69 72:
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 : 33.4 34.1 46.5 51.7 30.8 33.6 43.4 49.1
Old : 33.4 34.1 46.5 51.7 30.8 33.6 43.4 49.1
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, June 06, 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 : 100,669: 19,873 42,622 2,375 62,517 40,951 84,764 85,949: 15,905 14,721
Old : 100,669: 19,873 42,622 2,375 62,517 40,951 84,764 85,949: 15,905 14,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2023 :
: 5,615: -1,157 -40 685 4,395 5,162 3,923 5,806: 1,692 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 42.3 2.4 62.1 40.7 84.2 85.4: 15.8 14.6
Old : 100.0: 19.7 42.3 2.4 62.1 40.7 84.2 85.4: 15.8 14.6
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 : 101: 27 25 13 30 29 61 63:
Old : 101: 27 25 13 30 29 61 63:
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 : 34.4 35.2 47.9 53.3 31.7 34.6 44.7 50.6
Old : 34.4 35.2 47.9 53.3 31.7 34.6 44.7 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 41,769: 0 4,269 100 39,693 35,614 39,793 39,983: 1,976 1,786
Old : 41,769: 0 4,269 100 39,693 35,614 39,793 39,983: 1,976 1,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2023 :
: 712: 0 19 0 826 572 826 591: -114 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.2 0.2 95.0 85.3 95.3 95.7: 4.7 4.3
Old : 100.0: 0.0 10.2 0.2 95.0 85.3 95.3 95.7: 4.7 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 4 1 25 10 26 14:
Old : 36: 0 4 1 25 10 26 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 : 37.8 72.2 62.5 85.8 37.0 72.2 59.9 85.8
Old : 37.8 72.2 62.5 85.8 37.0 72.2 59.9 85.8
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, June 06, 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 : 30,974: 13,971 18,486 1,689 263 0 15,923 20,175: 15,051 10,799
Old : 30,974: 13,971 18,486 1,689 263 0 15,923 20,175: 15,051 10,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2023 :
: -2: -27 -842 67 0 -365 40 -1,140: -42 1,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 59.7 5.5 0.8 0.0 51.4 65.1: 48.6 34.9
Old : 100.0: 45.1 59.7 5.5 0.8 0.0 51.4 65.1: 48.6 34.9
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 : 20: 8 11 5 1 0 12 13:
Old : 20: 8 11 5 1 0 12 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 : 44.5 45.0 49.0 61.3 41.2 44.2 45.1 58.0
Old : 44.5 45.0 49.0 61.3 41.2 44.2 45.1 58.0
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, June 06, 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 : 58,353: 18,245 19,732 501 39,311 38,060 58,057 58,293: 296 60
Old : 58,353: 18,245 19,732 501 39,311 38,060 58,057 58,293: 296 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2023 :
: 732: 809 628 23 -107 130 725 781: 7 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 33.8 0.9 67.4 65.2 99.5 99.9: 0.5 0.1
Old : 100.0: 31.3 33.8 0.9 67.4 65.2 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 : 35: 17 11 5 6 2 24 17:
Old : 35: 17 11 5 6 2 24 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 : 81.5 88.6 91.6 98.5 81.4 88.6 91.5 97.3
Old : 81.5 88.6 91.6 98.5 81.4 88.6 91.5 97.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 19,825: 19,817 10,303 8 0 9,492 19,825 19,803: 0 22
Old : 19,825: 19,817 10,303 8 0 9,492 19,825 19,803: 0 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2023 :
: -203: -201 -201 -2 0 0 -203 -203: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 100.0 52.0 0.0 0.0 47.9 100.0 99.9: 0.0 0.1
Old : 100.0: 100.0 52.0 0.0 0.0 47.9 100.0 99.9: 0.0 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 : 21: 6 13 1 0 2 7 15:
Old : 21: 6 13 1 0 2 7 15:
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 : 92.0 69.3 100.0 87.2 92.0 69.2 100.0 87.2
Old : 92.0 69.3 100.0 87.2 92.0 69.2 100.0 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 09, 2023