WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 451,245: 82,434 154,980 170,803 159,303 89,873 412,540 415,656: 38,705 35,588
Old : 431,549: 82,252 151,369 162,012 150,261 84,756 394,525 398,136: 37,024 33,414
Other: 19,695: 7,547 10,977 1,426 9,042 5,118 18,015 17,521: 1,680 2,175
: : :
: : Changes in Commitments from: June 13, 2023 :
: -14,086: -8,028 -31,357 9,703 -11,167 7,571 -9,492 -14,083: -4,594 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 34.3 37.9 35.3 19.9 91.4 92.1: 8.6 7.9
Old : 100.0: 19.1 35.1 37.5 34.8 19.6 91.4 92.3: 8.6 7.7
Other: 100.0: 38.3 55.7 7.2 45.9 26.0 91.5 89.0: 8.5 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 99 109 132 108 93 285 267:
Old : 336: 102 106 130 108 93 283 265:
Other: 106: 10 36 19 25 44 54 81:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 11.9 22.1 21.0 9.5 8.8 15.6 15.9
Old : 12.9 11.9 22.2 21.3 9.4 9.2 15.5 16.6
Other: 45.8 32.0 63.2 48.4 45.8 30.9 63.1 46.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 194,449: 37,722 38,529 52,773 84,825 80,246 175,320 171,548: 19,129 22,901
Old : 189,586: 36,588 37,812 51,465 83,112 78,637 171,166 167,914: 18,420 21,672
Other: 4,864: 2,179 1,763 262 1,713 1,609 4,154 3,634: 709 1,230
: : :
: : Changes in Commitments from: June 13, 2023 :
: -8,844: -1,102 -3,440 -2,229 -5,385 -1,278 -8,717 -6,947: -127 -1,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 19.8 27.1 43.6 41.3 90.2 88.2: 9.8 11.8
Old : 100.0: 19.3 19.9 27.1 43.8 41.5 90.3 88.6: 9.7 11.4
Other: 100.0: 44.8 36.2 5.4 35.2 33.1 85.4 74.7: 14.6 25.3
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 54 46 66 71 80 161 163:
Old : 200: 55 45 66 71 80 160 163:
Other: 63: 10 16 8 15 27 30 46:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 15.2 23.6 25.2 12.0 12.6 18.7 18.9
Old : 14.0 15.6 23.9 25.8 12.3 13.0 19.1 19.4
Other: 58.9 30.8 70.4 49.4 58.9 27.1 68.8 42.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 1,876,435: 310,418 195,912 616,284 766,559 823,254 1,693,261 1,635,450: 183,174 240,985
Old : 877,437: 163,670 156,247 269,341 373,431 378,970 806,442 804,558: 70,995 72,879
Other: 998,998: 244,032 136,949 249,659 393,128 444,284 886,819 830,892: 112,179 168,106
: : :
: : Changes in Commitments from: June 13, 2023 :
: 101,014: 53,815 -28,267 43,941 -9,389 72,973 88,367 88,647: 12,647 12,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 10.4 32.8 40.9 43.9 90.2 87.2: 9.8 12.8
Old : 100.0: 18.7 17.8 30.7 42.6 43.2 91.9 91.7: 8.1 8.3
Other: 100.0: 24.4 13.7 25.0 39.4 44.5 88.8 83.2: 11.2 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 763: 158 151 219 372 389 654 648:
Old : 646: 132 114 125 304 329 495 510:
Other: 691: 132 137 158 287 352 511 561:
:----------------------------------------------------------------------------------------------------
: 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 10.1 21.4 17.2 9.9 5.3 14.7 8.9
Old : 14.0 11.3 24.7 19.9 12.2 7.8 17.5 12.9
Other: 11.6 9.6 20.2 17.1 10.6 6.1 17.4 10.8
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 17,627: 1,765 6,985 8,409 6,470 1,801 16,645 17,196: 982 432
Old : 16,950: 1,927 7,069 7,842 6,328 1,672 16,097 16,583: 853 367
Other: 677: 393 471 13 142 128 549 613: 128 64
: : :
: : Changes in Commitments from: June 13, 2023 :
: -4,988: 958 -3,142 -1,195 -4,531 -683 -4,768 -5,020: -219 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 39.6 47.7 36.7 10.2 94.4 97.6: 5.6 2.4
Old : 100.0: 11.4 41.7 46.3 37.3 9.9 95.0 97.8: 5.0 2.2
Other: 100.0: 58.1 69.6 2.0 20.9 19.0 81.0 90.5: 19.0 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 5 8 13 12 24 21:
Old : 28: 6 5 8 12 12 22 21:
Other: 9: 4 2 1 2 1 6 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 : 56.2 66.9 77.4 87.7 31.9 37.4 38.5 47.1
Old : 57.8 67.1 79.4 88.3 35.6 39.6 42.3 49.5
Other: 74.4 90.5 81.0 90.5 72.4 88.5 79.1 88.5
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 10,715: 2,449 3,189 5,728 1,785 1,304 9,963 10,221: 752 494
Old : 7,336: 2,133 2,585 3,592 1,222 1,067 6,946 7,243: 390 93
Other: 3,379: 1,961 2,249 492 563 237 3,017 2,978: 362 401
: : :
: : Changes in Commitments from: June 13, 2023 :
: -699: -349 1,054 -514 356 -1,251 -507 -712: -192 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 29.8 53.5 16.7 12.2 93.0 95.4: 7.0 4.6
Old : 100.0: 29.1 35.2 49.0 16.7 14.5 94.7 98.7: 5.3 1.3
Other: 100.0: 58.0 66.6 14.6 16.7 7.0 89.3 88.1: 10.7 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 6 7 7 8 17 17:
Old : 19: 6 4 7 5 8 15 15:
Other: 11: 3 5 5 3 2 8 10:
:----------------------------------------------------------------------------------------------------
: 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 : 61.0 65.4 84.8 85.9 30.7 26.0 33.7 33.6
Old : 59.8 81.2 90.1 94.9 40.6 37.8 41.6 45.0
Other: 76.8 67.0 89.3 85.1 65.1 65.7 67.7 66.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 875,106: 151,112 67,612 258,366 409,681 470,889 819,159 796,868: 55,947 78,238
Old : 265,296: 45,025 18,838 85,480 117,377 143,633 247,882 247,951: 17,414 17,345
Other: 609,810: 132,587 75,275 146,386 292,304 327,256 571,277 548,918: 38,534 60,893
: : :
: : Changes in Commitments from: June 13, 2023 :
: 30,087: 16,702 -12,833 1,507 6,928 41,974 25,136 30,648: 4,951 -561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 7.7 29.5 46.8 53.8 93.6 91.1: 6.4 8.9
Old : 100.0: 17.0 7.1 32.2 44.2 54.1 93.4 93.5: 6.6 6.5
Other: 100.0: 21.7 12.3 24.0 47.9 53.7 93.7 90.0: 6.3 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 529: 173 111 193 199 207 460 436:
Old : 374: 113 63 92 133 150 278 274:
Other: 496: 143 122 157 167 189 390 396:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 12.8 20.9 22.1 8.5 9.1 12.7 13.7
Old : 20.1 14.2 30.6 24.8 16.0 12.1 20.8 18.2
Other: 13.5 15.4 23.4 26.1 12.1 13.0 18.1 20.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 618,592: 73,091 43,691 174,794 339,483 371,261 587,367 589,745: 31,225 28,847
Old : 283,326: 53,340 25,523 70,831 145,505 173,391 269,676 269,745: 13,650 13,581
Other: 335,266: 63,849 62,266 59,865 193,977 197,870 317,691 320,001: 17,576 15,266
: : :
: : Changes in Commitments from: June 13, 2023 :
: 11,189: -5,978 -21,263 11,522 5,064 24,819 10,608 15,078: 581 -3,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 7.1 28.3 54.9 60.0 95.0 95.3: 5.0 4.7
Old : 100.0: 18.8 9.0 25.0 51.4 61.2 95.2 95.2: 4.8 4.8
Other: 100.0: 19.0 18.6 17.9 57.9 59.0 94.8 95.4: 5.2 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 80 65 110 118 119 255 250:
Old : 249: 66 48 61 96 108 189 192:
Other: 263: 64 73 75 87 90 197 195:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 19.2 21.5 29.7 7.6 12.0 12.3 17.7
Old : 15.2 21.3 26.2 31.3 12.8 13.7 18.5 18.6
Other: 17.0 24.8 27.9 35.4 12.8 19.4 19.7 28.6
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 1,336,289: 80,716 188,277 72,117 994,158 921,745 1,146,991 1,182,138: 189,298 154,150
Old : 1,336,289: 80,716 188,277 72,117 994,158 921,745 1,146,991 1,182,138: 189,298 154,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2023 :
: -6,881: -680 -2,367 -3,897 -1,010 -5,344 -5,587 -11,607: -1,294 4,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 14.1 5.4 74.4 69.0 85.8 88.5: 14.2 11.5
Old : 100.0: 6.0 14.1 5.4 74.4 69.0 85.8 88.5: 14.2 11.5
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 : 183: 27 24 37 112 108 157 151:
Old : 183: 27 24 37 112 108 157 151:
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 22.5 35.3 35.6 20.6 20.2 31.5 30.4
Old : 22.4 22.5 35.3 35.6 20.6 20.2 31.5 30.4
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 20, 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 : 1,472,711: 82,806 486,104 5,134 1,212,069 870,051 1,300,010 1,361,290: 172,702 111,421
Old : 1,472,711: 82,806 486,104 5,134 1,212,069 870,051 1,300,010 1,361,290: 172,702 111,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2023 :
: 9,372: -1,517 5,264 374 5,053 7,761 3,910 13,398: 5,463 -4,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 33.0 0.3 82.3 59.1 88.3 92.4: 11.7 7.6
Old : 100.0: 5.6 33.0 0.3 82.3 59.1 88.3 92.4: 11.7 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 20 22 14 107 83 135 111:
Old : 166: 20 22 14 107 83 135 111:
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 : 21.3 37.4 37.4 52.9 19.5 37.2 32.2 47.0
Old : 21.3 37.4 37.4 52.9 19.5 37.2 32.2 47.0
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 20, 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 : 569,348: 115,414 22,093 184,606 216,820 328,392 516,840 535,091: 52,507 34,257
Old : 251,987: 80,331 14,471 60,944 85,905 160,397 227,181 235,812: 24,806 16,175
Other: 317,361: 88,994 61,534 69,750 130,915 167,995 289,659 299,279: 27,702 18,081
: : :
: : Changes in Commitments from: June 13, 2023 :
: -6,490: 1,477 -6,739 -5,979 -2,118 9,312 -6,620 -3,406: 131 -3,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 3.9 32.4 38.1 57.7 90.8 94.0: 9.2 6.0
Old : 100.0: 31.9 5.7 24.2 34.1 63.7 90.2 93.6: 9.8 6.4
Other: 100.0: 28.0 19.4 22.0 41.3 52.9 91.3 94.3: 8.7 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 94 47 105 116 108 259 229:
Old : 220: 70 28 61 100 93 193 162:
Other: 264: 69 73 77 95 90 210 198:
:----------------------------------------------------------------------------------------------------
: 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 26.1 19.0 37.5 7.6 22.4 13.7 29.3
Old : 15.6 31.1 26.6 44.7 10.4 25.0 17.1 33.1
Other: 13.9 23.7 25.1 35.8 13.4 21.9 22.7 31.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 10,439: 2,973 492 1,336 4,097 7,783 8,406 9,611: 2,033 828
Old : 1,992: 311 119 378 937 1,294 1,626 1,791: 366 201
Other: 8,447: 2,732 444 887 3,160 6,489 6,780 7,820: 1,667 627
: : :
: : Changes in Commitments from: June 13, 2023 :
: 398: 237 -96 99 161 646 497 649: -99 -251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 4.7 12.8 39.2 74.6 80.5 92.1: 19.5 7.9
Old : 100.0: 15.6 5.9 19.0 47.0 65.0 81.6 89.9: 18.4 10.1
Other: 100.0: 32.3 5.3 10.5 37.4 76.8 80.3 92.6: 19.7 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 22 5 8 18 20 43 31:
Old : 26: 7 4 6 9 11 19 18:
Other: 51: 24 3 8 15 17 40 28:
:----------------------------------------------------------------------------------------------------
: 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 53.0 41.0 66.2 23.5 48.7 32.6 57.9
Old : 48.1 50.8 65.9 71.8 39.0 44.3 50.1 55.7
Other: 34.3 60.7 45.2 73.3 30.0 59.5 40.1 70.1
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 3,586,854: 403,263 1,428,560 70,313 2,864,871 1,928,239 3,338,447 3,427,111: 248,407 159,743
Old : 3,586,854: 403,263 1,428,560 70,313 2,864,871 1,928,239 3,338,447 3,427,111: 248,407 159,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2023 :
: 140,196: 88,557 68,916 -3,602 51,272 72,291 136,227 137,605: 3,969 2,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 39.8 2.0 79.9 53.8 93.1 95.5: 6.9 4.5
Old : 100.0: 11.2 39.8 2.0 79.9 53.8 93.1 95.5: 6.9 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 : 409: 85 51 41 214 172 316 247:
Old : 409: 85 51 41 214 172 316 247:
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 : 28.1 36.2 35.9 50.5 25.6 36.0 33.1 50.3
Old : 28.1 36.2 35.9 50.5 25.6 36.0 33.1 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 5,206,005: 365,559 1,169,828 416,821 3,983,379 3,256,462 4,765,759 4,843,112: 440,246 362,893
Old : 5,206,005: 365,559 1,169,828 416,821 3,983,379 3,256,462 4,765,759 4,843,112: 440,246 362,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2023 :
: -12,614: -14,657 46,801 -24,241 33,000 -40,887 -5,899 -18,327: -6,715 5,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 22.5 8.0 76.5 62.6 91.5 93.0: 8.5 7.0
Old : 100.0: 7.0 22.5 8.0 76.5 62.6 91.5 93.0: 8.5 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 : 426: 70 77 84 237 209 355 322:
Old : 426: 70 77 84 237 209 355 322:
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 : 25.0 19.8 37.1 30.5 23.3 18.2 32.5 27.3
Old : 25.0 19.8 37.1 30.5 23.3 18.2 32.5 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 1,701,263: 179,226 313,912 23,581 1,306,770 1,106,121 1,509,577 1,443,614: 191,686 257,650
Old : 1,701,263: 179,226 313,912 23,581 1,306,770 1,106,121 1,509,577 1,443,614: 191,686 257,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2023 :
: 25,664: 123 -1,517 50 27,465 31,394 27,638 29,927: -1,974 -4,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 18.5 1.4 76.8 65.0 88.7 84.9: 11.3 15.1
Old : 100.0: 10.5 18.5 1.4 76.8 65.0 88.7 84.9: 11.3 15.1
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 : 166: 21 19 14 91 98 116 127:
Old : 166: 21 19 14 91 98 116 127:
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 : 34.1 33.3 46.6 45.0 34.0 30.6 43.7 40.6
Old : 34.1 33.3 46.6 45.0 34.0 30.6 43.7 40.6
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 20, 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 : 5,326,229: 339,192 1,346,534 324,296 4,288,285 3,306,323 4,951,773 4,977,152: 374,456 349,076
Old : 5,326,229: 339,192 1,346,534 324,296 4,288,285 3,306,323 4,951,773 4,977,152: 374,456 349,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2023 :
: 31,884: 19,688 -60,577 45,408 -43,389 50,769 21,707 35,600: 10,177 -3,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 25.3 6.1 80.5 62.1 93.0 93.4: 7.0 6.6
Old : 100.0: 6.4 25.3 6.1 80.5 62.1 93.0 93.4: 7.0 6.6
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 : 393: 55 60 55 223 202 309 286:
Old : 393: 55 60 55 223 202 309 286:
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 : 27.7 20.4 36.8 31.4 25.9 20.3 32.2 30.6
Old : 27.7 20.4 36.8 31.4 25.9 20.3 32.2 30.6
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 20, 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 : 1,693,142: 147,292 248,934 295,931 1,204,550 1,088,943 1,647,773 1,633,808: 45,369 59,334
Old : 1,693,142: 147,292 248,934 295,931 1,204,550 1,088,943 1,647,773 1,633,808: 45,369 59,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2023 :
: 136,461: 86,613 2,101 -872 38,574 120,495 124,315 121,724: 12,146 14,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 14.7 17.5 71.1 64.3 97.3 96.5: 2.7 3.5
Old : 100.0: 8.7 14.7 17.5 71.1 64.3 97.3 96.5: 2.7 3.5
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 : 153: 27 27 44 83 91 132 143:
Old : 153: 27 27 44 83 91 132 143:
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 : 22.8 23.1 35.7 34.5 14.9 14.1 22.7 21.9
Old : 22.8 23.1 35.7 34.5 14.9 14.1 22.7 21.9
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, June 20, 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 : 87,928: 19,335 35,191 1,068 54,798 38,345 75,201 74,604: 12,727 13,324
Old : 87,928: 19,335 35,191 1,068 54,798 38,345 75,201 74,604: 12,727 13,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2023 :
: -18,669: 751 897 -6,069 -10,056 -11,390 -15,374 -16,562: -3,296 -2,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 40.0 1.2 62.3 43.6 85.5 84.8: 14.5 15.2
Old : 100.0: 22.0 40.0 1.2 62.3 43.6 85.5 84.8: 14.5 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 : 89: 20 20 11 29 28 56 52:
Old : 89: 20 20 11 29 28 56 52:
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 : 35.4 44.4 49.0 59.0 35.0 44.2 48.7 58.8
Old : 35.4 44.4 49.0 59.0 35.0 44.2 48.7 58.8
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 20, 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 : 87,928: 19,335 35,191 1,068 54,798 38,345 75,201 74,604: 12,727 13,324
Old : 87,928: 19,335 35,191 1,068 54,798 38,345 75,201 74,604: 12,727 13,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2023 :
: -15,470: 269 605 -3,801 -9,939 -11,322 -13,471 -14,518: -1,999 -951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 40.0 1.2 62.3 43.6 85.5 84.8: 14.5 15.2
Old : 100.0: 22.0 40.0 1.2 62.3 43.6 85.5 84.8: 14.5 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 : 89: 20 20 11 29 28 56 52:
Old : 89: 20 20 11 29 28 56 52:
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 : 35.4 44.4 49.0 59.0 35.0 44.2 48.7 58.8
Old : 35.4 44.4 49.0 59.0 35.0 44.2 48.7 58.8
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 20, 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 : 36,838: 0 3,927 0 35,019 31,271 35,019 35,198: 1,819 1,640
Old : 36,838: 0 3,927 0 35,019 31,271 35,019 35,198: 1,819 1,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2023 :
: -13,197: 0 -590 -100 -9,171 -12,229 -9,271 -12,919: -3,926 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.7 0.0 95.1 84.9 95.1 95.5: 4.9 4.5
Old : 100.0: 0.0 10.7 0.0 95.1 84.9 95.1 95.5: 4.9 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 : 39: 0 3 0 29 10 29 13:
Old : 39: 0 3 0 29 10 29 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 : 38.5 70.8 61.4 87.6 36.7 70.8 58.3 87.6
Old : 38.5 70.8 61.4 87.6 36.7 70.8 58.3 87.6
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 20, 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 : 69,698: 15,874 17,384 595 52,919 51,655 69,388 69,634: 310 64
Old : 69,698: 15,874 17,384 595 52,919 51,655 69,388 69,634: 310 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2023 :
: 9,374: -2,363 -2,315 -541 13,659 13,595 10,755 10,739: -1,381 -1,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 24.9 0.9 75.9 74.1 99.6 99.9: 0.4 0.1
Old : 100.0: 22.8 24.9 0.9 75.9 74.1 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 18 11 5 7 3 27 17:
Old : 36: 18 11 5 7 3 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 : 81.5 88.9 90.8 98.2 64.9 74.0 72.8 78.2
Old : 81.5 88.9 90.8 98.2 64.9 74.0 72.8 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 23, 2023