WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 362,152: 77,059 119,257 120,072 135,557 88,882 332,689 328,211: 29,463 33,942
Old : 339,244: 75,647 115,145 109,932 126,048 82,679 311,627 307,756: 27,617 31,488
Other: 22,908: 8,583 11,282 2,970 9,510 6,203 21,062 20,455: 1,846 2,454
: : :
: : Changes in Commitments from: July 3, 2023 :
: 2,646: -3,421 -6,185 6,106 372 3,660 3,056 3,581: -410 -935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 32.9 33.2 37.4 24.5 91.9 90.6: 8.1 9.4
Old : 100.0: 22.3 33.9 32.4 37.2 24.4 91.9 90.7: 8.1 9.3
Other: 100.0: 37.5 49.2 13.0 41.5 27.1 91.9 89.3: 8.1 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 97 109 128 106 102 276 272:
Old : 337: 97 109 125 105 99 272 267:
Other: 119: 15 37 22 29 49 60 93:
:----------------------------------------------------------------------------------------------------
: 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 12.2 23.6 20.3 12.2 9.4 19.0 14.7
Old : 13.6 12.1 23.9 20.6 12.4 9.9 19.1 15.6
Other: 40.0 30.7 55.9 47.3 39.9 30.7 54.8 44.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 169,015: 38,023 27,970 49,026 64,575 72,002 151,623 148,997: 17,392 20,018
Old : 163,477: 36,782 27,266 47,588 62,673 70,134 147,043 144,989: 16,434 18,488
Other: 5,538: 1,944 1,407 734 1,902 1,868 4,581 4,009: 958 1,530
: : :
: : Changes in Commitments from: July 3, 2023 :
: 7,239: 327 -1,276 5,842 193 3,468 6,362 8,034: 877 -795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 16.5 29.0 38.2 42.6 89.7 88.2: 10.3 11.8
Old : 100.0: 22.5 16.7 29.1 38.3 42.9 89.9 88.7: 10.1 11.3
Other: 100.0: 35.1 25.4 13.3 34.3 33.7 82.7 72.4: 17.3 27.6
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 59 47 56 66 79 152 156:
Old : 200: 59 46 56 66 77 151 154:
Other: 61: 10 12 8 16 30 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 : 16.1 18.4 27.7 28.7 12.2 15.8 20.2 22.5
Old : 16.5 18.8 28.4 29.5 12.6 16.5 20.9 23.5
Other: 47.8 28.5 63.5 48.9 44.0 25.6 56.0 38.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 1,754,033: 250,674 258,364 589,365 739,710 678,971 1,579,749 1,526,700: 174,285 227,334
Old : 627,387: 132,321 173,182 182,234 266,900 226,488 581,455 581,904: 45,932 45,483
Other: 1,126,646: 238,175 205,005 287,309 472,810 452,483 998,293 944,796: 128,353 181,851
: : :
: : Changes in Commitments from: July 3, 2023 :
: -19,016: -15,925 34,276 3,413 -12,170 -53,197 -24,682 -15,508: 5,666 -3,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 14.7 33.6 42.2 38.7 90.1 87.0: 9.9 13.0
Old : 100.0: 21.1 27.6 29.0 42.5 36.1 92.7 92.8: 7.3 7.2
Other: 100.0: 21.1 18.2 25.5 42.0 40.2 88.6 83.9: 11.4 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 746: 150 150 208 368 359 642 607:
Old : 587: 120 103 87 247 252 416 393:
Other: 692: 134 136 162 313 340 538 551:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 10.1 21.0 17.3 10.1 6.0 14.8 9.7
Old : 15.8 12.9 24.6 22.0 11.5 10.1 17.6 16.0
Other: 11.5 10.4 19.9 18.0 10.5 7.3 16.3 11.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 811,792: 160,023 71,473 239,053 357,194 432,029 756,269 742,555: 55,523 69,238
Old : 107,232: 25,655 4,704 39,784 34,096 54,783 99,535 99,272: 7,697 7,961
Other: 704,560: 149,405 81,806 184,231 323,098 377,246 656,734 643,283: 47,826 61,277
: : :
: : Changes in Commitments from: July 3, 2023 :
: 21,268: -1,094 1,883 9,499 9,423 11,987 17,828 23,369: 3,440 -2,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 8.8 29.4 44.0 53.2 93.2 91.5: 6.8 8.5
Old : 100.0: 23.9 4.4 37.1 31.8 51.1 92.8 92.6: 7.2 7.4
Other: 100.0: 21.2 11.6 26.1 45.9 53.5 93.2 91.3: 6.8 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 548: 173 119 180 194 219 453 442:
Old : 291: 75 49 60 90 113 191 198:
Other: 537: 155 134 164 178 211 423 423:
:----------------------------------------------------------------------------------------------------
: 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 12.6 20.8 21.8 8.4 9.5 12.7 14.6
Old : 19.8 17.9 33.8 31.0 16.2 15.9 24.8 22.5
Other: 12.8 12.8 21.6 22.4 9.7 9.8 14.6 16.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 603,767: 91,006 40,656 160,672 316,724 375,391 568,401 576,719: 35,366 27,048
Old : 201,728: 31,392 16,944 53,128 107,739 123,075 192,258 193,147: 9,469 8,581
Other: 402,040: 83,087 47,185 84,071 208,985 252,317 376,143 383,572: 25,896 18,467
: : :
: : Changes in Commitments from: July 3, 2023 :
: 22,931: 8,746 476 7,065 5,201 14,474 21,012 22,014: 1,919 917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 6.7 26.6 52.5 62.2 94.1 95.5: 5.9 4.5
Old : 100.0: 15.6 8.4 26.3 53.4 61.0 95.3 95.7: 4.7 4.3
Other: 100.0: 20.7 11.7 20.9 52.0 62.8 93.6 95.4: 6.4 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 94 64 101 102 114 254 234:
Old : 212: 53 39 45 75 95 152 157:
Other: 283: 90 64 80 89 93 223 198:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 22.6 23.7 33.9 7.3 14.6 12.1 19.8
Old : 21.7 21.0 35.9 34.4 14.9 11.5 20.1 17.1
Other: 15.0 27.4 25.3 38.6 10.8 18.8 17.4 28.2
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 1,367,304: 68,088 209,279 80,903 1,024,686 915,283 1,173,678 1,205,466: 193,626 161,838
Old : 1,367,304: 68,088 209,279 80,903 1,024,686 915,283 1,173,678 1,205,466: 193,626 161,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2023 :
: 26,763: 3,067 353 14,136 6,384 7,048 23,587 21,536: 3,176 5,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 15.3 5.9 74.9 66.9 85.8 88.2: 14.2 11.8
Old : 100.0: 5.0 15.3 5.9 74.9 66.9 85.8 88.2: 14.2 11.8
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 : 192: 24 32 38 116 107 161 156:
Old : 192: 24 32 38 116 107 161 156:
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 : 22.7 22.7 36.6 33.7 21.3 19.4 33.2 28.9
Old : 22.7 22.7 36.6 33.7 21.3 19.4 33.2 28.9
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 11, 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 : 1,528,480: 81,659 514,944 7,226 1,264,209 888,390 1,353,094 1,410,560: 175,386 117,920
Old : 1,528,480: 81,659 514,944 7,226 1,264,209 888,390 1,353,094 1,410,560: 175,386 117,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2023 :
: 6,269: 11,704 -5,583 2,514 -8,389 10,140 5,829 7,070: 440 -802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 33.7 0.5 82.7 58.1 88.5 92.3: 11.5 7.7
Old : 100.0: 5.3 33.7 0.5 82.7 58.1 88.5 92.3: 11.5 7.7
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 : 174: 17 23 13 109 90 133 119:
Old : 174: 17 23 13 109 90 133 119:
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 : 21.7 36.3 37.0 52.0 19.6 35.5 31.9 45.6
Old : 21.7 36.3 37.0 52.0 19.6 35.5 31.9 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 525,326: 109,128 19,472 173,048 195,029 302,745 477,205 495,265: 48,121 30,061
Old : 162,826: 69,008 7,710 31,283 47,123 113,430 147,414 152,422: 15,413 10,404
Other: 362,500: 95,662 67,304 86,223 147,906 189,315 329,791 342,842: 32,708 19,657
: : :
: : Changes in Commitments from: July 3, 2023 :
: 1,988: -1,142 -3,179 4,413 -1,258 3,210 2,013 4,444: -25 -2,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 3.7 32.9 37.1 57.6 90.8 94.3: 9.2 5.7
Old : 100.0: 42.4 4.7 19.2 28.9 69.7 90.5 93.6: 9.5 6.4
Other: 100.0: 26.4 18.6 23.8 40.8 52.2 91.0 94.6: 9.0 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 100 33 109 112 108 259 226:
Old : 207: 69 23 44 88 87 173 139:
Other: 268: 77 66 84 98 95 222 202:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.2 26.5 20.0 37.4 8.6 24.9 14.7 31.8
Old : 20.9 31.3 32.5 47.2 17.7 28.9 27.0 41.8
Other: 13.1 25.2 22.6 37.0 12.1 23.5 20.0 32.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 9,368: 3,269 530 1,014 3,314 6,931 7,597 8,476: 1,770 892
Old : 9,368: 3,269 530 1,014 3,314 6,931 7,597 8,476: 1,770 892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2023 :
: -1: -173 9 87 -20 -313 -106 -217: 105 216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 5.7 10.8 35.4 74.0 81.1 90.5: 18.9 9.5
Old : 100.0: 34.9 5.7 10.8 35.4 74.0 81.1 90.5: 18.9 9.5
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 : 48: 21 6 7 14 16 38 27:
Old : 48: 21 6 7 14 16 38 27:
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 : 33.9 58.9 47.2 71.7 32.9 57.6 44.5 68.6
Old : 33.9 58.9 47.2 71.7 32.9 57.6 44.5 68.6
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 11, 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 : 3,726,473: 385,820 1,469,654 65,453 3,024,868 2,030,297 3,476,142 3,565,405: 250,331 161,068
Old : 3,726,473: 385,820 1,469,654 65,453 3,024,868 2,030,297 3,476,142 3,565,405: 250,331 161,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2023 :
: 14,754: -14,099 111 -4,027 27,439 13,237 9,313 9,321: 5,441 5,433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 39.4 1.8 81.2 54.5 93.3 95.7: 6.7 4.3
Old : 100.0: 10.4 39.4 1.8 81.2 54.5 93.3 95.7: 6.7 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 429: 93 53 40 225 174 332 253:
Old : 429: 93 53 40 225 174 332 253:
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 : 28.4 36.3 37.7 52.3 26.6 36.1 35.2 52.1
Old : 28.4 36.3 37.7 52.3 26.6 36.1 35.2 52.1
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 11, 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 : 5,477,124: 458,344 1,157,642 469,956 4,129,289 3,435,476 5,057,588 5,063,074: 419,536 414,050
Old : 5,477,124: 458,344 1,157,642 469,956 4,129,289 3,435,476 5,057,588 5,063,074: 419,536 414,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2023 :
: 219,934: 59,152 -62,525 107,084 83,959 143,574 250,195 188,134: -30,261 31,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 21.1 8.6 75.4 62.7 92.3 92.4: 7.7 7.6
Old : 100.0: 8.4 21.1 8.6 75.4 62.7 92.3 92.4: 7.7 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 : 435: 75 71 81 247 225 364 335:
Old : 435: 75 71 81 247 225 364 335:
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 : 25.5 20.1 38.0 30.0 23.8 18.6 33.6 27.0
Old : 25.5 20.1 38.0 30.0 23.8 18.6 33.6 27.0
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 11, 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 : 1,741,361: 165,436 313,909 30,131 1,371,281 1,132,898 1,566,848 1,476,938: 174,513 264,423
Old : 1,741,361: 165,436 313,909 30,131 1,371,281 1,132,898 1,566,848 1,476,938: 174,513 264,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2023 :
: 41,896: -2,653 5,919 4,858 66,501 25,386 68,706 36,163: -26,810 5,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 18.0 1.7 78.7 65.1 90.0 84.8: 10.0 15.2
Old : 100.0: 9.5 18.0 1.7 78.7 65.1 90.0 84.8: 10.0 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 : 175: 20 21 13 95 104 119 134:
Old : 175: 20 21 13 95 104 119 134:
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 31.2 48.2 43.9 35.4 28.4 45.2 39.4
Old : 35.5 31.2 48.2 43.9 35.4 28.4 45.2 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 x Index Points :
: : :
All : 4,546: 2,601 1,666 1,113 0 149 3,714 2,928: 832 1,618
Old : 4,546: 2,601 1,666 1,113 0 149 3,714 2,928: 832 1,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2023 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 36.6 24.5 0.0 3.3 81.7 64.4: 18.3 35.6
Old : 100.0: 57.2 36.6 24.5 0.0 3.3 81.7 64.4: 18.3 35.6
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 : 26: 6 18 3 0 1 8 21:
Old : 26: 6 18 3 0 1 8 21:
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 : 79.3 41.9 81.7 52.0 55.5 21.3 57.2 30.1
Old : 79.3 41.9 81.7 52.0 55.5 21.3 57.2 30.1
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 11, 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 : 5,601,718: 377,421 1,492,972 261,488 4,573,681 3,520,239 5,212,590 5,274,699: 389,128 327,018
Old : 5,601,718: 377,421 1,492,972 261,488 4,573,681 3,520,239 5,212,590 5,274,699: 389,128 327,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2023 :
: 227,254: 62,089 104,613 18,763 143,201 157,709 224,054 281,085: 3,201 -53,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 26.7 4.7 81.6 62.8 93.1 94.2: 6.9 5.8
Old : 100.0: 6.7 26.7 4.7 81.6 62.8 93.1 94.2: 6.9 5.8
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 : 403: 61 62 55 220 205 310 293:
Old : 403: 61 62 55 220 205 310 293:
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 : 28.0 20.8 37.0 32.0 26.6 20.5 33.1 31.5
Old : 28.0 20.8 37.0 32.0 26.6 20.5 33.1 31.5
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 11, 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 : 1,440,371: 57,905 222,764 290,546 1,060,998 876,484 1,409,449 1,389,794: 30,922 50,577
Old : 1,440,371: 57,905 222,764 290,546 1,060,998 876,484 1,409,449 1,389,794: 30,922 50,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2023 :
: 25,845: -33,705 24,396 21,122 42,619 -25,974 30,036 19,544: -4,191 6,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 15.5 20.2 73.7 60.9 97.9 96.5: 2.1 3.5
Old : 100.0: 4.0 15.5 20.2 73.7 60.9 97.9 96.5: 2.1 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 : 145: 18 31 43 81 87 127 137:
Old : 145: 18 31 43 81 87 127 137:
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 : 20.5 18.9 35.5 32.2 15.8 10.7 24.0 17.6
Old : 20.5 18.9 35.5 32.2 15.8 10.7 24.0 17.6
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, July 11, 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 : 97,797: 23,204 41,790 961 61,658 40,333 85,823 83,084: 11,974 14,713
Old : 97,797: 23,204 41,790 961 61,658 40,333 85,823 83,084: 11,974 14,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2023 :
: 2,622: -1,028 4,475 229 4,255 -2,834 3,456 1,870: -834 752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 42.7 1.0 63.0 41.2 87.8 85.0: 12.2 15.0
Old : 100.0: 23.7 42.7 1.0 63.0 41.2 87.8 85.0: 12.2 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 21 21 11 29 24 57 49:
Old : 85: 21 21 11 29 24 57 49:
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 : 39.9 41.2 52.8 59.4 38.8 41.2 51.7 59.0
Old : 39.9 41.2 52.8 59.4 38.8 41.2 51.7 59.0
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 11, 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 : 97,797: 23,204 41,790 961 61,658 40,333 85,823 83,084: 11,974 14,713
Old : 97,797: 23,204 41,790 961 61,658 40,333 85,823 83,084: 11,974 14,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2023 :
: 2,622: -1,028 4,475 229 4,255 -2,834 3,456 1,870: -834 752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 42.7 1.0 63.0 41.2 87.8 85.0: 12.2 15.0
Old : 100.0: 23.7 42.7 1.0 63.0 41.2 87.8 85.0: 12.2 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 21 21 11 29 24 57 49:
Old : 85: 21 21 11 29 24 57 49:
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 : 39.9 41.2 52.8 59.4 38.8 41.2 51.7 59.0
Old : 39.9 41.2 52.8 59.4 38.8 41.2 51.7 59.0
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 11, 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 : 42,603: 0 4,844 0 40,697 36,695 40,697 41,539: 1,906 1,064
Old : 42,603: 0 4,844 0 40,697 36,695 40,697 41,539: 1,906 1,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2023 :
: -299: 0 -1,047 0 -487 1,183 -487 136: 188 -435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.4 0.0 95.5 86.1 95.5 97.5: 4.5 2.5
Old : 100.0: 0.0 11.4 0.0 95.5 86.1 95.5 97.5: 4.5 2.5
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 : 42: 0 5 0 30 10 30 15:
Old : 42: 0 5 0 30 10 30 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 76.4 58.9 89.8 34.3 76.4 56.4 88.9
Old : 35.8 76.4 58.9 89.8 34.3 76.4 56.4 88.9
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 11, 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 : 55,528: 6,698 12,349 482 48,079 42,571 55,259 55,402: 269 126
Old : 55,528: 6,698 12,349 482 48,079 42,571 55,259 55,402: 269 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2023 :
: 114: 184 89 0 -45 0 139 89: -25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 22.2 0.9 86.6 76.7 99.5 99.8: 0.5 0.2
Old : 100.0: 12.1 22.2 0.9 86.6 76.7 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 : 90.6 94.8 95.9 98.8 90.6 94.8 95.5 98.0
Old : 90.6 94.8 95.9 98.8 90.6 94.8 95.5 98.0
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 11, 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 : 21,428: 17,893 10,169 3,535 0 7,662 21,428 21,366: 0 62
Old : 21,428: 17,893 10,169 3,535 0 7,662 21,428 21,366: 0 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2023 :
: 1,372: 200 200 1,172 0 0 1,372 1,372: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 47.5 16.5 0.0 35.8 100.0 99.7: 0.0 0.3
Old : 100.0: 83.5 47.5 16.5 0.0 35.8 100.0 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 : 85.8 60.4 100.0 78.7 80.6 54.1 83.5 69.9
Old : 85.8 60.4 100.0 78.7 80.6 54.1 83.5 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 14, 2023