WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 359,947: 79,730 123,490 111,868 136,478 88,727 328,076 324,086: 31,872 35,862
Old : 338,736: 78,975 119,513 102,645 127,088 83,337 308,707 305,494: 30,029 33,242
Other: 21,211: 7,558 10,780 2,421 9,390 5,391 19,369 18,591: 1,843 2,620
: : :
: : Changes in Commitments from: June 20, 2023 :
: -91,297: -2,704 -31,490 -58,935 -22,825 -1,146 -84,464 -91,571: -6,833 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 34.3 31.1 37.9 24.7 91.1 90.0: 8.9 10.0
Old : 100.0: 23.3 35.3 30.3 37.5 24.6 91.1 90.2: 8.9 9.8
Other: 100.0: 35.6 50.8 11.4 44.3 25.4 91.3 87.6: 8.7 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 90 103 118 104 97 268 253:
Old : 324: 93 102 114 103 96 265 248:
Other: 110: 12 34 22 30 43 61 83:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 12.5 23.0 21.0 11.8 9.4 19.0 15.2
Old : 13.1 12.6 23.3 21.2 11.8 10.0 19.1 15.9
Other: 42.2 32.2 58.8 50.6 42.2 32.2 58.6 48.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 172,529: 37,652 30,729 48,122 69,399 72,381 155,173 151,232: 17,356 21,297
Old : 167,513: 36,183 30,149 47,022 67,827 70,601 151,032 147,771: 16,481 19,742
Other: 5,016: 2,204 1,315 366 1,571 1,780 4,141 3,460: 875 1,555
: : :
: : Changes in Commitments from: June 20, 2023 :
: -21,920: -70 -7,800 -4,651 -15,426 -7,865 -20,147 -20,316: -1,773 -1,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 17.8 27.9 40.2 42.0 89.9 87.7: 10.1 12.3
Old : 100.0: 21.6 18.0 28.1 40.5 42.1 90.2 88.2: 9.8 11.8
Other: 100.0: 43.9 26.2 7.3 31.3 35.5 82.6 69.0: 17.4 31.0
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 54 47 62 66 82 157 159:
Old : 198: 56 45 62 66 79 156 156:
Other: 61: 9 14 7 14 29 28 45:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 17.4 28.3 28.5 13.5 14.7 21.7 21.2
Old : 17.9 17.9 28.8 29.3 13.9 15.2 22.3 21.9
Other: 55.7 28.9 67.7 45.2 55.7 26.0 65.4 40.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 1,691,668: 294,717 178,323 511,310 718,026 774,086 1,524,052 1,463,719: 167,616 227,949
Old : 694,512: 152,811 155,557 170,756 316,326 315,298 639,894 641,612: 54,619 52,901
Other: 997,156: 243,793 124,653 238,666 401,700 458,788 884,158 822,107: 112,997 175,048
: : :
: : Changes in Commitments from: June 20, 2023 :
: -184,767: -15,701 -17,588 -104,974 -48,533 -49,169 -169,209 -171,731: -15,559 -13,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 10.5 30.2 42.4 45.8 90.1 86.5: 9.9 13.5
Old : 100.0: 22.0 22.4 24.6 45.5 45.4 92.1 92.4: 7.9 7.6
Other: 100.0: 24.4 12.5 23.9 40.3 46.0 88.7 82.4: 11.3 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 748: 166 136 216 357 371 641 626:
Old : 610: 125 115 114 270 288 453 462:
Other: 686: 147 124 156 292 347 518 553:
:----------------------------------------------------------------------------------------------------
: 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 8.4 20.8 15.3 11.3 5.7 16.6 9.9
Old : 17.0 11.2 26.7 19.9 15.8 9.8 22.2 15.7
Other: 11.6 8.9 19.3 16.4 10.7 6.9 16.8 12.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 4,385: 718 68 397 1,365 2,641 2,480 3,106: 1,905 1,279
Old : 4,378: 718 61 397 1,365 2,641 2,480 3,099: 1,898 1,279
Other: 7: 0 7 0 0 0 0 7: 7 0
: : :
: : Changes in Commitments from: June 20, 2023 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 1.6 9.1 31.1 60.2 56.6 70.8: 43.4 29.2
Old : 100.0: 16.4 1.4 9.1 31.2 60.3 56.6 70.8: 43.4 29.2
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: 7 1 4 8 8 17 12:
Old : 20: 7 1 4 8 8 17 12:
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 : 30.4 52.4 43.2 66.6 19.5 42.5 30.9 49.3
Old : 30.5 52.3 43.3 66.5 19.5 42.6 31.0 49.2
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 27, 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 : 766,683: 172,557 62,475 195,721 347,034 434,313 715,312 692,510: 51,371 74,173
Old : 126,350: 34,748 7,478 28,673 52,026 77,651 115,448 113,801: 10,903 12,549
Other: 640,333: 158,579 75,767 146,278 295,008 356,663 599,865 578,708: 40,468 61,625
: : :
: : Changes in Commitments from: June 20, 2023 :
: -108,423: 21,445 -5,137 -62,645 -62,646 -36,576 -103,847 -104,358: -4,577 -4,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 8.1 25.5 45.3 56.6 93.3 90.3: 6.7 9.7
Old : 100.0: 27.5 5.9 22.7 41.2 61.5 91.4 90.1: 8.6 9.9
Other: 100.0: 24.8 11.8 22.8 46.1 55.7 93.7 90.4: 6.3 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 519: 170 113 182 188 204 441 426:
Old : 317: 87 55 67 112 130 231 220:
Other: 499: 150 124 160 158 190 387 399:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 14.4 19.7 23.7 10.1 12.4 15.3 18.0
Old : 17.9 17.9 28.0 27.4 17.3 16.9 25.4 25.5
Other: 12.6 15.3 22.0 25.6 11.6 13.7 17.9 21.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 559,720: 77,036 43,046 138,258 314,521 352,112 529,815 533,416: 29,905 26,304
Old : 214,792: 41,459 18,722 42,987 120,751 142,802 205,196 204,510: 9,596 10,282
Other: 344,928: 70,427 59,174 60,422 193,770 209,310 324,618 328,906: 20,309 16,022
: : :
: : Changes in Commitments from: June 20, 2023 :
: -58,873: 3,946 -644 -36,536 -24,962 -19,149 -57,552 -56,329: -1,320 -2,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 7.7 24.7 56.2 62.9 94.7 95.3: 5.3 4.7
Old : 100.0: 19.3 8.7 20.0 56.2 66.5 95.5 95.2: 4.5 4.8
Other: 100.0: 20.4 17.2 17.5 56.2 60.7 94.1 95.4: 5.9 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 80 64 97 107 111 241 235:
Old : 220: 60 40 48 86 95 170 160:
Other: 265: 67 78 65 83 88 191 192:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 20.3 22.5 31.6 8.6 12.8 13.8 19.5
Old : 18.1 22.0 28.9 31.8 16.3 16.5 24.3 23.0
Other: 16.4 24.5 27.9 36.0 13.2 19.2 20.0 28.0
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 1,311,449: 73,113 191,525 57,532 994,358 919,727 1,125,004 1,168,784: 186,445 142,665
Old : 1,311,449: 73,113 191,525 57,532 994,358 919,727 1,125,004 1,168,784: 186,445 142,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2023 :
: -24,840: -7,603 3,248 -14,584 200 -2,018 -21,987 -13,354: -2,853 -11,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 14.6 4.4 75.8 70.1 85.8 89.1: 14.2 10.9
Old : 100.0: 5.6 14.6 4.4 75.8 70.1 85.8 89.1: 14.2 10.9
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 : 184: 24 27 33 111 108 153 150:
Old : 184: 24 27 33 111 108 153 150:
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 : 22.6 22.5 36.3 35.6 20.8 20.0 32.4 30.5
Old : 22.6 22.5 36.3 35.6 20.8 20.0 32.4 30.5
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 27, 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 : 1,484,507: 76,410 500,101 5,414 1,227,202 870,044 1,309,026 1,375,559: 175,482 108,948
Old : 1,484,507: 76,410 500,101 5,414 1,227,202 870,044 1,309,026 1,375,559: 175,482 108,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2023 :
: 11,796: -6,396 13,997 280 15,133 -7 9,016 14,269: 2,780 -2,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 33.7 0.4 82.7 58.6 88.2 92.7: 11.8 7.3
Old : 100.0: 5.1 33.7 0.4 82.7 58.6 88.2 92.7: 11.8 7.3
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 : 166: 17 21 13 108 83 132 110:
Old : 166: 17 21 13 108 83 132 110:
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 : 21.5 37.1 37.5 53.0 19.3 37.1 32.0 47.0
Old : 21.5 37.1 37.5 53.0 19.3 37.1 32.0 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 27, 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 : 532,054: 110,835 20,802 166,513 206,011 312,535 483,359 499,851: 48,695 32,204
Old : 194,542: 66,933 10,162 39,954 69,147 131,148 176,034 181,264: 18,508 13,278
Other: 337,512: 96,902 63,640 73,559 136,865 181,387 307,326 318,586: 30,187 18,926
: : :
: : Changes in Commitments from: June 20, 2023 :
: -37,293: -4,579 -1,290 -18,093 -10,809 -15,857 -33,481 -35,240: -3,813 -2,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 3.9 31.3 38.7 58.7 90.8 93.9: 9.2 6.1
Old : 100.0: 34.4 5.2 20.5 35.5 67.4 90.5 93.2: 9.5 6.8
Other: 100.0: 28.7 18.9 21.8 40.6 53.7 91.1 94.4: 8.9 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 95 38 100 117 110 259 224:
Old : 211: 70 19 45 97 87 185 136:
Other: 264: 73 68 74 99 92 214 195:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 26.3 19.7 38.5 8.2 23.6 13.9 30.7
Old : 17.4 31.7 29.0 46.7 12.5 26.2 20.5 36.1
Other: 13.0 24.1 23.3 36.5 12.3 22.9 20.6 31.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 9,758: 3,735 497 850 3,279 7,723 7,865 9,070: 1,893 688
Old : 591: 3 22 0 407 504 410 526: 181 65
Other: 9,167: 3,743 485 840 2,872 7,219 7,455 8,544: 1,712 623
: : :
: : Changes in Commitments from: June 20, 2023 :
: -681: 763 5 -486 -818 -60 -541 -541: -140 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 5.1 8.7 33.6 79.1 80.6 93.0: 19.4 7.0
Old : 100.0: 0.5 3.7 0.0 68.9 85.3 69.4 89.0: 30.6 11.0
Other: 100.0: 40.8 5.3 9.2 31.3 78.8 81.3 93.2: 18.7 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 24 6 9 16 19 43 32:
Old : 11: 1 2 0 3 5 4 7:
Other: 54: 25 5 9 14 18 41 31:
:----------------------------------------------------------------------------------------------------
: 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 : 28.0 58.5 40.7 71.9 25.5 56.6 36.2 68.4
Old : 69.4 85.6 69.4 89.0 69.4 85.6 69.4 89.0
Other: 29.8 60.1 42.9 73.0 27.5 59.2 38.9 70.9
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 3,676,596: 420,970 1,442,529 46,318 2,960,580 2,027,167 3,427,868 3,516,014: 248,728 160,582
Old : 3,676,596: 420,970 1,442,529 46,318 2,960,580 2,027,167 3,427,868 3,516,014: 248,728 160,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2023 :
: 89,742: 17,707 13,969 -23,995 95,709 98,929 89,422 88,903: 321 840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 39.2 1.3 80.5 55.1 93.2 95.6: 6.8 4.4
Old : 100.0: 11.4 39.2 1.3 80.5 55.1 93.2 95.6: 6.8 4.4
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 : 426: 93 47 41 224 180 329 256:
Old : 426: 93 47 41 224 180 329 256:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 36.5 36.3 50.8 25.3 36.3 33.7 50.6
Old : 27.8 36.5 36.3 50.8 25.3 36.3 33.7 50.6
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 27, 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 : 5,120,302: 387,989 1,215,165 360,940 3,926,450 3,182,277 4,675,379 4,758,382: 444,923 361,920
Old : 5,120,302: 387,989 1,215,165 360,940 3,926,450 3,182,277 4,675,379 4,758,382: 444,923 361,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2023 :
: -85,703: 22,430 45,337 -55,880 -56,929 -74,186 -90,380 -84,729: 4,677 -973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 23.7 7.0 76.7 62.2 91.3 92.9: 8.7 7.1
Old : 100.0: 7.6 23.7 7.0 76.7 62.2 91.3 92.9: 8.7 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 : 418: 70 76 78 234 202 348 312:
Old : 418: 70 76 78 234 202 348 312:
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 : 25.7 20.8 38.1 32.3 23.8 19.3 33.1 28.7
Old : 25.7 20.8 38.1 32.3 23.8 19.3 33.1 28.7
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 27, 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 : 1,705,217: 187,790 318,978 22,925 1,295,032 1,121,223 1,505,747 1,463,126: 199,470 242,091
Old : 1,705,217: 187,790 318,978 22,925 1,295,032 1,121,223 1,505,747 1,463,126: 199,470 242,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2023 :
: 3,953: 8,564 5,066 -656 -11,738 15,102 -3,830 19,512: 7,783 -15,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 18.7 1.3 75.9 65.8 88.3 85.8: 11.7 14.2
Old : 100.0: 11.0 18.7 1.3 75.9 65.8 88.3 85.8: 11.7 14.2
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 : 170: 18 24 14 89 98 112 131:
Old : 170: 18 24 14 89 98 112 131:
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 34.1 46.4 46.5 33.6 31.2 44.0 41.9
Old : 33.7 34.1 46.4 46.5 33.6 31.2 44.0 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 5,291,636: 335,461 1,369,117 236,051 4,358,298 3,348,932 4,929,809 4,954,100: 361,826 337,536
Old : 5,291,636: 335,461 1,369,117 236,051 4,358,298 3,348,932 4,929,809 4,954,100: 361,826 337,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2023 :
: -34,593: -3,731 22,584 -88,245 70,012 42,609 -21,963 -23,053: -12,630 -11,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 25.9 4.5 82.4 63.3 93.2 93.6: 6.8 6.4
Old : 100.0: 6.3 25.9 4.5 82.4 63.3 93.2 93.6: 6.8 6.4
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 : 390: 51 65 54 215 197 298 284:
Old : 390: 51 65 54 215 197 298 284:
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 : 28.7 20.5 38.1 32.0 27.1 20.3 33.6 31.1
Old : 28.7 20.5 38.1 32.0 27.1 20.3 33.6 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 1,746,985: 148,958 238,163 322,957 1,241,141 1,137,811 1,713,056 1,698,931: 33,929 48,054
Old : 1,746,985: 148,958 238,163 322,957 1,241,141 1,137,811 1,713,056 1,698,931: 33,929 48,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2023 :
: 53,843: 1,666 -10,771 27,026 36,591 48,868 65,283 65,123: -11,440 -11,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 13.6 18.5 71.0 65.1 98.1 97.2: 1.9 2.8
Old : 100.0: 8.5 13.6 18.5 71.0 65.1 98.1 97.2: 1.9 2.8
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 : 159: 30 25 47 85 93 136 148:
Old : 159: 30 25 47 85 93 136 148:
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 21.4 36.4 32.9 14.9 13.7 22.6 21.6
Old : 22.8 21.4 36.4 32.9 14.9 13.7 22.6 21.6
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 27, 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 : 92,578: 21,039 39,958 458 58,835 38,687 80,332 79,103: 12,246 13,474
Old : 92,578: 21,039 39,958 458 58,835 38,687 80,332 79,103: 12,246 13,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2023 :
: 4,650: 1,704 4,767 -610 4,037 342 5,131 4,499: -481 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 43.2 0.5 63.6 41.8 86.8 85.4: 13.2 14.6
Old : 100.0: 22.7 43.2 0.5 63.6 41.8 86.8 85.4: 13.2 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 : 88: 21 21 6 28 26 54 48:
Old : 88: 21 21 6 28 26 54 48:
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 : 37.6 42.9 51.5 61.2 37.3 42.7 51.2 60.9
Old : 37.6 42.9 51.5 61.2 37.3 42.7 51.2 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 92,578: 21,039 39,958 458 58,835 38,687 80,332 79,103: 12,246 13,474
Old : 92,578: 21,039 39,958 458 58,835 38,687 80,332 79,103: 12,246 13,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2023 :
: 4,650: 1,704 4,767 -610 4,037 342 5,131 4,499: -481 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 43.2 0.5 63.6 41.8 86.8 85.4: 13.2 14.6
Old : 100.0: 22.7 43.2 0.5 63.6 41.8 86.8 85.4: 13.2 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 : 88: 21 21 6 28 26 54 48:
Old : 88: 21 21 6 28 26 54 48:
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 : 37.6 42.9 51.5 61.2 37.3 42.7 51.2 60.9
Old : 37.6 42.9 51.5 61.2 37.3 42.7 51.2 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 37,118: 0 4,657 0 35,405 30,927 35,405 35,584: 1,713 1,534
Old : 37,118: 0 4,657 0 35,405 30,927 35,405 35,584: 1,713 1,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2023 :
: 280: 0 730 0 386 -344 386 386: -106 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.5 0.0 95.4 83.3 95.4 95.9: 4.6 4.1
Old : 100.0: 0.0 12.5 0.0 95.4 83.3 95.4 95.9: 4.6 4.1
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 : 39: 0 4 0 28 10 28 14:
Old : 39: 0 4 0 28 10 28 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 : 38.3 71.5 61.4 87.5 36.0 71.5 58.2 86.5
Old : 38.3 71.5 61.4 87.5 36.0 71.5 58.2 86.5
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, June 27, 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 : 55,927: 6,927 12,323 582 48,144 42,932 55,653 55,837: 274 90
Old : 55,927: 6,927 12,323 582 48,144 42,932 55,653 55,837: 274 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2023 :
: -13,771: -8,947 -5,061 -13 -4,775 -8,723 -13,735 -13,797: -36 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 22.0 1.0 86.1 76.8 99.5 99.8: 0.5 0.2
Old : 100.0: 12.4 22.0 1.0 86.1 76.8 99.5 99.8: 0.5 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 : 31: 14 10 3 6 2 22 13:
Old : 31: 14 10 3 6 2 22 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 : 90.1 94.5 95.5 99.1 90.1 94.5 95.1 97.4
Old : 90.1 94.5 95.5 99.1 90.1 94.5 95.1 97.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 30, 2023