WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 359,506: 80,481 125,441 113,966 135,186 85,222 329,633 324,630: 29,873 34,877
Old : 337,150: 79,658 121,676 103,819 125,752 79,340 309,229 304,835: 27,922 32,315
Other: 22,356: 7,903 10,846 3,067 9,434 5,882 20,404 19,795: 1,951 2,561
: : :
: : Changes in Commitments from: June 27, 2023 :
: -441: 751 1,951 2,098 -1,292 -3,505 1,557 544: -1,998 -985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 34.9 31.7 37.6 23.7 91.7 90.3: 8.3 9.7
Old : 100.0: 23.6 36.1 30.8 37.3 23.5 91.7 90.4: 8.3 9.6
Other: 100.0: 35.4 48.5 13.7 42.2 26.3 91.3 88.5: 8.7 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 95 112 126 98 99 274 264:
Old : 334: 98 111 124 97 98 271 261:
Other: 111: 15 32 22 29 46 60 86:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 12.3 24.2 20.2 12.5 9.3 19.5 15.1
Old : 13.6 12.3 24.4 20.6 12.6 9.9 19.7 16.0
Other: 39.6 30.5 54.9 48.1 39.6 30.5 54.7 44.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 161,776: 37,695 29,245 43,184 64,382 68,534 145,261 140,963: 16,515 20,813
Old : 156,738: 36,518 28,699 41,975 62,634 66,911 141,127 137,585: 15,611 19,153
Other: 5,038: 1,835 1,204 551 1,749 1,623 4,134 3,378: 904 1,660
: : :
: : Changes in Commitments from: June 27, 2023 :
: -10,752: 44 -1,484 -4,939 -5,017 -3,846 -9,911 -10,269: -841 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 18.1 26.7 39.8 42.4 89.8 87.1: 10.2 12.9
Old : 100.0: 23.3 18.3 26.8 40.0 42.7 90.0 87.8: 10.0 12.2
Other: 100.0: 36.4 23.9 10.9 34.7 32.2 82.1 67.0: 17.9 33.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 53 49 55 60 71 144 147:
Old : 191: 53 48 55 59 69 142 145:
Other: 58: 11 11 8 16 26 31 41:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 18.7 28.9 29.7 13.7 15.8 22.2 22.6
Old : 18.5 19.2 29.6 30.4 14.2 16.5 22.9 23.5
Other: 50.2 28.2 63.9 45.7 48.2 25.7 58.5 39.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 1,773,049: 266,599 224,087 585,952 751,880 732,168 1,604,431 1,542,207: 168,619 230,842
Old : 687,299: 156,324 180,560 186,003 300,991 273,357 643,318 639,920: 43,981 47,379
Other: 1,085,750: 237,690 170,943 272,533 450,889 458,811 961,113 902,288: 124,638 183,463
: : :
: : Changes in Commitments from: June 27, 2023 :
: 81,382: -28,118 45,764 74,642 33,854 -41,918 80,379 78,488: 1,003 2,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 12.6 33.0 42.4 41.3 90.5 87.0: 9.5 13.0
Old : 100.0: 22.7 26.3 27.1 43.8 39.8 93.6 93.1: 6.4 6.9
Other: 100.0: 21.9 15.7 25.1 41.5 42.3 88.5 83.1: 11.5 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 750: 152 148 215 356 364 633 617:
Old : 605: 119 119 100 248 254 417 423:
Other: 687: 139 126 153 301 347 522 546:
:----------------------------------------------------------------------------------------------------
: 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 9.8 21.9 17.0 10.9 5.7 15.8 9.8
Old : 17.2 12.0 27.7 21.2 15.8 9.8 22.2 15.7
Other: 11.5 9.8 20.0 17.5 10.2 7.1 16.3 11.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 790,525: 161,117 69,590 229,553 347,771 420,043 738,441 719,186: 52,084 71,339
Old : 119,254: 26,650 5,720 40,461 44,016 63,500 111,127 109,682: 8,127 9,573
Other: 671,270: 150,163 79,566 173,395 303,755 356,542 627,314 609,504: 43,956 61,766
: : :
: : Changes in Commitments from: June 27, 2023 :
: 23,842: -11,440 7,114 33,832 737 -14,271 23,129 26,676: 713 -2,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 8.8 29.0 44.0 53.1 93.4 91.0: 6.6 9.0
Old : 100.0: 22.3 4.8 33.9 36.9 53.2 93.2 92.0: 6.8 8.0
Other: 100.0: 22.4 11.9 25.8 45.3 53.1 93.5 90.8: 6.5 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 521: 167 114 169 183 203 426 419:
Old : 298: 80 50 63 88 109 198 194:
Other: 510: 150 126 151 165 194 391 399:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 13.1 20.7 21.7 8.7 9.6 13.0 15.0
Old : 20.9 17.8 34.3 29.2 18.3 15.9 26.1 23.9
Other: 13.3 13.5 21.8 22.7 10.0 11.1 15.0 16.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 580,836: 82,260 40,181 153,607 311,522 360,918 547,389 554,705: 33,447 26,131
Old : 209,420: 39,579 17,881 52,415 108,586 129,913 200,580 200,209: 8,840 9,211
Other: 371,416: 75,384 55,003 68,489 202,936 231,004 346,809 354,497: 24,607 16,919
: : :
: : Changes in Commitments from: June 27, 2023 :
: 21,117: 5,224 -2,866 15,349 -2,999 8,806 17,574 21,289: 3,542 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 6.9 26.4 53.6 62.1 94.2 95.5: 5.8 4.5
Old : 100.0: 18.9 8.5 25.0 51.9 62.0 95.8 95.6: 4.2 4.4
Other: 100.0: 20.3 14.8 18.4 54.6 62.2 93.4 95.4: 6.6 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 84 61 103 106 111 251 234:
Old : 219: 64 33 42 81 94 163 153:
Other: 275: 71 77 75 84 92 205 200:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 22.1 23.6 33.3 8.1 14.8 12.9 20.4
Old : 19.0 22.0 30.3 33.2 14.8 13.1 20.4 18.9
Other: 16.6 27.0 27.0 38.6 12.2 18.9 18.8 27.7
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 1,340,541: 65,021 208,927 66,767 1,018,303 908,236 1,150,091 1,183,929: 190,450 156,612
Old : 1,340,541: 65,021 208,927 66,767 1,018,303 908,236 1,150,091 1,183,929: 190,450 156,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2023 :
: 29,092: -8,092 17,401 9,235 23,944 -11,491 25,087 15,145: 4,005 13,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 15.6 5.0 76.0 67.8 85.8 88.3: 14.2 11.7
Old : 100.0: 4.9 15.6 5.0 76.0 67.8 85.8 88.3: 14.2 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 21 30 33 110 105 149 150:
Old : 181: 21 30 33 110 105 149 150:
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 : 23.0 22.3 37.2 34.7 21.4 19.6 33.6 29.9
Old : 23.0 22.3 37.2 34.7 21.4 19.6 33.6 29.9
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, July 03, 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 : 1,522,211: 69,955 520,527 4,712 1,272,599 878,250 1,347,266 1,403,489: 174,946 118,722
Old : 1,522,211: 69,955 520,527 4,712 1,272,599 878,250 1,347,266 1,403,489: 174,946 118,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2023 :
: 37,704: -6,455 20,426 -702 45,397 8,206 38,240 27,930: -536 9,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 34.2 0.3 83.6 57.7 88.5 92.2: 11.5 7.8
Old : 100.0: 4.6 34.2 0.3 83.6 57.7 88.5 92.2: 11.5 7.8
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 : 166: 14 22 10 107 85 126 112:
Old : 166: 14 22 10 107 85 126 112:
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 : 21.6 36.5 37.5 52.0 19.5 35.9 32.2 46.1
Old : 21.6 36.5 37.5 52.0 19.5 35.9 32.2 46.1
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, July 03, 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 : 523,338: 110,270 22,651 168,635 196,287 299,535 475,192 490,821: 48,146 32,517
Old : 177,356: 67,960 7,765 36,844 56,281 121,072 161,085 165,681: 16,271 11,676
Other: 345,981: 94,963 67,539 79,138 140,006 178,463 314,107 325,140: 31,874 20,841
: : :
: : Changes in Commitments from: June 27, 2023 :
: -8,716: -565 1,849 2,122 -9,724 -13,000 -8,167 -9,029: -549 313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 4.3 32.2 37.5 57.2 90.8 93.8: 9.2 6.2
Old : 100.0: 38.3 4.4 20.8 31.7 68.3 90.8 93.4: 9.2 6.6
Other: 100.0: 27.4 19.5 22.9 40.5 51.6 90.8 94.0: 9.2 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 87 36 100 110 106 245 216:
Old : 210: 68 22 44 90 85 175 136:
Other: 253: 61 71 75 92 90 203 190:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 26.2 20.4 38.0 8.8 24.2 14.5 31.0
Old : 19.3 32.1 31.9 46.8 15.5 28.7 23.8 39.1
Other: 13.2 24.0 23.2 36.2 12.7 22.6 20.5 31.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 9,369: 3,442 521 927 3,334 7,245 7,704 8,693: 1,666 676
Old : 9,369: 3,442 521 927 3,334 7,245 7,704 8,693: 1,666 676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2023 :
: -389: -293 24 77 55 -478 -161 -377: -228 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 5.6 9.9 35.6 77.3 82.2 92.8: 17.8 7.2
Old : 100.0: 36.7 5.6 9.9 35.6 77.3 82.2 92.8: 17.8 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 22 6 7 16 19 41 30:
Old : 51: 22 6 7 16 19 41 30:
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 : 31.8 58.3 45.5 72.5 30.1 56.3 42.2 68.5
Old : 31.8 58.3 45.5 72.5 30.1 56.3 42.2 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 3,711,719: 399,919 1,469,544 69,480 2,997,429 2,017,060 3,466,829 3,556,084: 244,890 155,635
Old : 3,711,719: 399,919 1,469,544 69,480 2,997,429 2,017,060 3,466,829 3,556,084: 244,890 155,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2023 :
: 35,123: -21,051 27,015 23,162 36,849 -10,107 38,960 40,070: -3,837 -4,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 39.6 1.9 80.8 54.3 93.4 95.8: 6.6 4.2
Old : 100.0: 10.8 39.6 1.9 80.8 54.3 93.4 95.8: 6.6 4.2
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 : 429: 92 49 45 227 175 335 253:
Old : 429: 92 49 45 227 175 335 253:
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 36.8 37.0 51.1 25.7 36.6 34.3 50.8
Old : 27.6 36.8 37.0 51.1 25.7 36.6 34.3 50.8
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, July 03, 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 : 5,257,190: 399,192 1,220,167 362,872 4,045,330 3,291,902 4,807,393 4,874,940: 449,797 382,250
Old : 5,257,190: 399,192 1,220,167 362,872 4,045,330 3,291,902 4,807,393 4,874,940: 449,797 382,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2023 :
: 136,888: 11,202 5,002 1,931 118,880 109,625 132,014 116,558: 4,874 20,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 23.2 6.9 76.9 62.6 91.4 92.7: 8.6 7.3
Old : 100.0: 7.6 23.2 6.9 76.9 62.6 91.4 92.7: 8.6 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 : 416: 74 66 80 233 210 346 317:
Old : 416: 74 66 80 233 210 346 317:
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 : 26.4 20.6 38.8 31.4 24.5 19.2 34.2 28.5
Old : 26.4 20.6 38.8 31.4 24.5 19.2 34.2 28.5
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, July 03, 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 : 1,699,465: 168,089 307,990 25,273 1,304,780 1,107,512 1,498,142 1,440,775: 201,323 258,690
Old : 1,699,465: 168,089 307,990 25,273 1,304,780 1,107,512 1,498,142 1,440,775: 201,323 258,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2023 :
: -5,751: -19,701 -10,988 2,348 9,748 -13,710 -7,605 -22,350: 1,854 16,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 18.1 1.5 76.8 65.2 88.2 84.8: 11.8 15.2
Old : 100.0: 9.9 18.1 1.5 76.8 65.2 88.2 84.8: 11.8 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 : 168: 17 21 14 91 100 113 130:
Old : 168: 17 21 14 91 100 113 130:
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 : 32.7 33.2 45.4 45.8 32.4 30.5 42.6 41.1
Old : 32.7 33.2 45.4 45.8 32.4 30.5 42.6 41.1
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, July 03, 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 : 5,374,463: 315,332 1,388,360 242,725 4,430,479 3,362,530 4,988,536 4,993,614: 385,927 380,849
Old : 5,374,463: 315,332 1,388,360 242,725 4,430,479 3,362,530 4,988,536 4,993,614: 385,927 380,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2023 :
: 82,828: -20,129 19,242 6,674 72,182 13,598 58,727 39,515: 24,101 43,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 25.8 4.5 82.4 62.6 92.8 92.9: 7.2 7.1
Old : 100.0: 5.9 25.8 4.5 82.4 62.6 92.8 92.9: 7.2 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 : 387: 55 61 53 214 195 298 280:
Old : 387: 55 61 53 214 195 298 280:
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 : 28.4 20.9 37.7 32.0 27.1 20.6 33.5 31.1
Old : 28.4 20.9 37.7 32.0 27.1 20.6 33.5 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, July 03, 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 : 1,414,526: 91,610 198,368 269,424 1,018,379 902,458 1,379,413 1,370,250: 35,113 44,276
Old : 1,414,526: 91,610 198,368 269,424 1,018,379 902,458 1,379,413 1,370,250: 35,113 44,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2023 :
: -332,459: -57,348 -39,795 -53,533 -222,762 -235,353 -333,643 -328,681: 1,184 -3,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 14.0 19.0 72.0 63.8 97.5 96.9: 2.5 3.1
Old : 100.0: 6.5 14.0 19.0 72.0 63.8 97.5 96.9: 2.5 3.1
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 : 141: 24 27 44 74 81 123 133:
Old : 141: 24 27 44 74 81 123 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 23.3 35.3 36.1 15.5 13.1 23.4 20.7
Old : 21.4 23.3 35.3 36.1 15.5 13.1 23.4 20.7
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, July 03, 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 : 95,175: 24,232 37,315 732 57,403 43,167 82,367 81,214: 12,808 13,961
Old : 95,175: 24,232 37,315 732 57,403 43,167 82,367 81,214: 12,808 13,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2023 :
: 2,597: 3,193 -2,643 274 -1,432 4,480 2,035 2,111: 562 487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 39.2 0.8 60.3 45.4 86.5 85.3: 13.5 14.7
Old : 100.0: 25.5 39.2 0.8 60.3 45.4 86.5 85.3: 13.5 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 28 19 9 26 29 60 51:
Old : 92: 28 19 9 26 29 60 51:
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 : 36.9 41.4 50.4 60.8 35.6 41.4 49.1 60.5
Old : 36.9 41.4 50.4 60.8 35.6 41.4 49.1 60.5
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, July 03, 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 : 95,175: 24,232 37,315 732 57,403 43,167 82,367 81,214: 12,808 13,961
Old : 95,175: 24,232 37,315 732 57,403 43,167 82,367 81,214: 12,808 13,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2023 :
: 2,597: 3,193 -2,643 274 -1,432 4,480 2,035 2,111: 562 487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 39.2 0.8 60.3 45.4 86.5 85.3: 13.5 14.7
Old : 100.0: 25.5 39.2 0.8 60.3 45.4 86.5 85.3: 13.5 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 28 19 9 26 29 60 51:
Old : 92: 28 19 9 26 29 60 51:
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 : 36.9 41.4 50.4 60.8 35.6 41.4 49.1 60.5
Old : 36.9 41.4 50.4 60.8 35.6 41.4 49.1 60.5
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, July 03, 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 : 42,902: 0 5,891 0 41,184 35,512 41,184 41,403: 1,718 1,499
Old : 42,902: 0 5,891 0 41,184 35,512 41,184 41,403: 1,718 1,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2023 :
: 5,784: 0 1,234 0 5,779 4,585 5,779 5,819: 5 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.7 0.0 96.0 82.8 96.0 96.5: 4.0 3.5
Old : 100.0: 0.0 13.7 0.0 96.0 82.8 96.0 96.5: 4.0 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 : 41: 0 5 0 30 9 30 14:
Old : 41: 0 5 0 30 9 30 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 : 35.5 75.0 61.1 89.9 35.1 75.0 58.6 89.4
Old : 35.5 75.0 61.1 89.9 35.1 75.0 58.6 89.4
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, July 03, 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 : 55,414: 6,514 12,260 482 48,124 42,571 55,120 55,313: 294 101
Old : 55,414: 6,514 12,260 482 48,124 42,571 55,120 55,313: 294 101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2023 :
: -513: -413 -63 -100 -20 -361 -533 -524: 20 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 22.1 0.9 86.8 76.8 99.5 99.8: 0.5 0.2
Old : 100.0: 11.8 22.1 0.9 86.8 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: 13 11 3 6 2 21 14:
Old : 31: 13 11 3 6 2 21 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 : 90.6 95.0 96.0 99.1 90.6 95.0 95.6 98.2
Old : 90.6 95.0 96.0 99.1 90.6 95.0 95.6 98.2
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, July 03, 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 : 20,056: 17,693 9,969 2,363 0 7,662 20,056 19,994: 0 62
Old : 20,056: 17,693 9,969 2,363 0 7,662 20,056 19,994: 0 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2023 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 49.7 11.8 0.0 38.2 100.0 99.7: 0.0 0.3
Old : 100.0: 88.2 49.7 11.8 0.0 38.2 100.0 99.7: 0.0 0.3
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 : 22: 5 15 4 0 2 8 18:
Old : 22: 5 15 4 0 2 8 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.7 65.1 100.0 82.4 85.1 58.8 88.2 74.5
Old : 90.7 65.1 100.0 82.4 85.1 58.8 88.2 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 07, 2023