WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 374,014: 78,114 121,211 129,609 135,670 88,932 343,392 339,753: 30,622 34,261
Old : 350,524: 77,249 117,096 118,794 125,892 83,268 321,935 319,159: 28,589 31,365
Other: 23,489: 8,595 11,845 3,084 9,777 5,664 21,457 20,594: 2,033 2,895
: : :
: : Changes in Commitments from: July 11, 2023 :
: 11,861: 1,054 1,955 9,536 112 51 10,703 11,542: 1,159 319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 32.4 34.7 36.3 23.8 91.8 90.8: 8.2 9.2
Old : 100.0: 22.0 33.4 33.9 35.9 23.8 91.8 91.1: 8.2 8.9
Other: 100.0: 36.6 50.4 13.1 41.6 24.1 91.3 87.7: 8.7 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 92 114 128 105 98 276 270:
Old : 337: 95 111 127 104 96 273 267:
Other: 115: 12 38 20 27 48 57 89:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 12.1 23.1 20.8 11.3 9.5 17.9 15.1
Old : 13.7 12.1 23.8 21.1 11.4 10.1 18.0 16.1
Other: 39.2 30.9 55.0 48.4 39.2 30.5 53.8 45.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 181,494: 40,168 32,563 54,811 69,104 73,868 164,083 161,243: 17,411 20,251
Old : 175,812: 39,019 32,009 53,142 67,205 71,922 159,367 157,073: 16,445 18,739
Other: 5,682: 2,069 1,475 749 1,899 1,946 4,716 4,170: 965 1,512
: : :
: : Changes in Commitments from: July 11, 2023 :
: 12,478: 2,145 4,594 5,786 4,529 1,866 12,460 12,245: 18 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 17.9 30.2 38.1 40.7 90.4 88.8: 9.6 11.2
Old : 100.0: 22.2 18.2 30.2 38.2 40.9 90.6 89.3: 9.4 10.7
Other: 100.0: 36.4 26.0 13.2 33.4 34.2 83.0 73.4: 17.0 26.6
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 55 48 62 67 79 155 160:
Old : 199: 55 47 62 66 76 153 157:
Other: 64: 12 11 8 16 31 31 48:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 17.6 29.6 28.8 12.6 15.5 20.3 21.1
Old : 18.0 18.0 30.4 29.5 13.1 16.2 21.0 22.0
Other: 46.6 28.7 63.0 48.9 43.9 24.9 55.9 38.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 1,795,710: 244,583 237,016 629,685 752,308 707,005 1,626,576 1,573,706: 169,134 222,004
Old : 606,465: 128,962 157,388 188,249 246,807 220,629 564,017 566,265: 42,448 40,200
Other: 1,189,245: 246,279 210,286 310,778 505,501 486,376 1,062,559 1,007,441: 126,686 181,804
: : :
: : Changes in Commitments from: July 11, 2023 :
: 41,677: -6,090 -21,348 40,320 12,598 28,034 46,827 47,007: -5,151 -5,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 13.2 35.1 41.9 39.4 90.6 87.6: 9.4 12.4
Old : 100.0: 21.3 26.0 31.0 40.7 36.4 93.0 93.4: 7.0 6.6
Other: 100.0: 20.7 17.7 26.1 42.5 40.9 89.3 84.7: 10.7 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 762: 153 162 217 369 366 649 627:
Old : 597: 116 111 95 255 248 423 402:
Other: 706: 139 140 170 316 346 548 565:
:----------------------------------------------------------------------------------------------------
: 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 9.9 20.8 17.6 9.9 6.0 14.6 9.8
Old : 17.2 13.7 25.6 23.8 11.8 11.1 17.4 17.4
Other: 11.4 11.0 20.5 18.6 10.7 7.6 16.9 12.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 4,267: 872 7 245 990 2,822 2,106 3,073: 2,161 1,194
Old : 4,260: 879 7 238 990 2,822 2,106 3,066: 2,154 1,194
Other: 7: 0 7 0 0 0 0 7: 7 0
: : :
: : Changes in Commitments from: July 11, 2023 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 0.2 5.7 23.2 66.1 49.4 72.0: 50.6 28.0
Old : 100.0: 20.6 0.2 5.6 23.2 66.2 49.4 72.0: 50.6 28.0
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 3 6 9 15 12:
Old : 20: 7 1 3 6 9 15 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 : 27.9 48.5 39.7 64.3 20.1 43.6 30.5 55.9
Old : 27.9 48.6 39.8 64.4 20.1 43.7 30.6 56.0
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, July 18, 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 : 864,390: 174,693 67,414 264,030 364,759 447,295 803,482 778,739: 60,909 85,652
Old : 95,939: 22,160 3,933 38,055 28,941 47,123 89,156 89,112: 6,783 6,827
Other: 768,451: 163,680 74,628 214,827 335,818 400,172 714,325 689,627: 54,126 78,824
: : :
: : Changes in Commitments from: July 11, 2023 :
: 52,598: 14,670 -4,059 24,977 7,566 15,266 47,212 36,184: 5,386 16,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 7.8 30.5 42.2 51.7 93.0 90.1: 7.0 9.9
Old : 100.0: 23.1 4.1 39.7 30.2 49.1 92.9 92.9: 7.1 7.1
Other: 100.0: 21.3 9.7 28.0 43.7 52.1 93.0 89.7: 7.0 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 557: 184 112 180 199 221 460 446:
Old : 274: 64 49 61 88 102 186 183:
Other: 543: 169 119 164 183 214 428 426:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 12.5 20.8 21.3 8.2 10.0 12.2 15.3
Old : 20.2 18.4 34.2 32.4 14.6 17.3 21.8 25.4
Other: 12.6 12.8 21.5 21.9 9.2 10.4 13.5 15.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 605,479: 89,821 44,830 160,354 318,646 371,484 568,822 576,669: 36,658 28,811
Old : 194,366: 31,669 17,817 49,547 104,654 119,200 185,870 186,563: 8,495 7,802
Other: 411,114: 82,829 51,690 86,131 213,991 252,285 382,951 390,105: 28,163 21,009
: : :
: : Changes in Commitments from: July 11, 2023 :
: 1,712: -1,185 4,173 -317 1,922 -3,907 420 -51: 1,292 1,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 7.4 26.5 52.6 61.4 93.9 95.2: 6.1 4.8
Old : 100.0: 16.3 9.2 25.5 53.8 61.3 95.6 96.0: 4.4 4.0
Other: 100.0: 20.1 12.6 21.0 52.1 61.4 93.1 94.9: 6.9 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 91 65 92 102 117 249 231:
Old : 206: 48 41 43 76 94 147 156:
Other: 282: 86 65 77 87 96 220 197:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 20.9 23.9 32.1 7.2 13.6 11.8 18.5
Old : 23.2 19.3 37.4 31.1 17.4 10.5 23.7 16.2
Other: 14.8 26.3 24.8 38.5 10.6 18.2 17.0 27.2
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 1,368,889: 68,169 222,775 82,502 1,027,488 911,892 1,178,158 1,217,168: 190,731 151,721
Old : 1,368,889: 68,169 222,775 82,502 1,027,488 911,892 1,178,158 1,217,168: 190,731 151,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2023 :
: 1,585: 80 13,496 1,598 2,801 -3,391 4,480 11,703: -2,895 -10,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 16.3 6.0 75.1 66.6 86.1 88.9: 13.9 11.1
Old : 100.0: 5.0 16.3 6.0 75.1 66.6 86.1 88.9: 13.9 11.1
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 : 192: 22 35 38 113 107 160 155:
Old : 192: 22 35 38 113 107 160 155:
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 : 23.1 23.9 37.1 34.8 21.7 20.6 33.7 29.6
Old : 23.1 23.9 37.1 34.8 21.7 20.6 33.7 29.6
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 18, 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 : 1,514,293: 81,225 520,662 5,588 1,250,317 872,429 1,337,130 1,398,679: 177,163 115,615
Old : 1,514,293: 81,225 520,662 5,588 1,250,317 872,429 1,337,130 1,398,679: 177,163 115,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2023 :
: -14,187: -434 5,718 -1,638 -13,892 -15,961 -15,964 -11,881: 1,777 -2,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 34.4 0.4 82.6 57.6 88.3 92.4: 11.7 7.6
Old : 100.0: 5.4 34.4 0.4 82.6 57.6 88.3 92.4: 11.7 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 18 22 12 107 88 130 117:
Old : 172: 18 22 12 107 88 130 117:
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 : 22.1 36.3 37.7 52.4 20.3 36.1 32.8 46.1
Old : 22.1 36.3 37.7 52.4 20.3 36.1 32.8 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 18, 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 : 541,989: 109,770 20,257 177,117 200,118 313,081 487,005 510,455: 54,984 31,534
Old : 161,168: 66,730 8,172 31,401 45,978 110,190 144,108 149,763: 17,060 11,405
Other: 380,821: 95,707 64,751 93,050 154,140 202,891 342,897 360,692: 37,924 20,129
: : :
: : Changes in Commitments from: July 11, 2023 :
: 16,663: 642 784 4,069 5,089 10,337 9,800 15,190: 6,863 1,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 3.7 32.7 36.9 57.8 89.9 94.2: 10.1 5.8
Old : 100.0: 41.4 5.1 19.5 28.5 68.4 89.4 92.9: 10.6 7.1
Other: 100.0: 25.1 17.0 24.4 40.5 53.3 90.0 94.7: 10.0 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 100 34 110 108 107 258 227:
Old : 213: 75 23 46 82 89 171 146:
Other: 266: 81 65 84 95 93 220 201:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.9 25.8 19.2 36.1 8.4 23.3 14.4 30.9
Old : 17.5 29.1 29.2 42.5 15.4 28.5 24.4 37.8
Other: 12.8 25.1 21.7 37.6 11.6 23.7 19.3 31.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 9,529: 3,226 633 983 3,356 7,056 7,565 8,671: 1,965 858
Old : 9,529: 3,226 633 983 3,356 7,056 7,565 8,671: 1,965 858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2023 :
: 161: -43 102 -32 42 124 -33 195: 194 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 6.6 10.3 35.2 74.0 79.4 91.0: 20.6 9.0
Old : 100.0: 33.9 6.6 10.3 35.2 74.0 79.4 91.0: 20.6 9.0
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 : 52: 22 7 7 15 16 39 29:
Old : 52: 22 7 7 15 16 39 29:
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 57.4 47.9 69.5 33.3 56.5 43.4 67.5
Old : 35.5 57.4 47.9 69.5 33.3 56.5 43.4 67.5
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 18, 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 : 3,701,045: 332,753 1,459,324 84,873 3,026,928 2,002,329 3,444,554 3,546,525: 256,491 154,520
Old : 3,701,045: 332,753 1,459,324 84,873 3,026,928 2,002,329 3,444,554 3,546,525: 256,491 154,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2023 :
: -25,428: -53,067 -10,331 19,419 2,060 -27,969 -31,588 -18,880: 6,160 -6,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 39.4 2.3 81.8 54.1 93.1 95.8: 6.9 4.2
Old : 100.0: 9.0 39.4 2.3 81.8 54.1 93.1 95.8: 6.9 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 : 425: 94 46 41 227 175 335 248:
Old : 425: 94 46 41 227 175 335 248:
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 : 27.4 36.5 36.8 52.1 25.6 36.2 34.7 51.8
Old : 27.4 36.5 36.8 52.1 25.6 36.2 34.7 51.8
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 18, 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 : 5,408,925: 417,017 1,071,686 426,015 4,155,107 3,512,787 4,998,139 5,010,488: 410,786 398,437
Old : 5,408,925: 417,017 1,071,686 426,015 4,155,107 3,512,787 4,998,139 5,010,488: 410,786 398,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2023 :
: -68,198: -41,326 -85,956 -43,941 25,819 77,311 -59,449 -52,586: -8,750 -15,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 19.8 7.9 76.8 64.9 92.4 92.6: 7.6 7.4
Old : 100.0: 7.7 19.8 7.9 76.8 64.9 92.4 92.6: 7.6 7.4
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 : 433: 73 73 81 249 220 366 330:
Old : 433: 73 73 81 249 220 366 330:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 21.3 37.5 31.4 23.2 19.5 33.0 28.0
Old : 24.9 21.3 37.5 31.4 23.2 19.5 33.0 28.0
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 18, 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 : 1,743,991: 180,705 365,872 31,471 1,361,599 1,091,058 1,573,775 1,488,401: 170,216 255,589
Old : 1,743,991: 180,705 365,872 31,471 1,361,599 1,091,058 1,573,775 1,488,401: 170,216 255,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2023 :
: 2,629: 15,269 51,963 1,340 -9,682 -41,840 6,927 11,463: -4,298 -8,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 21.0 1.8 78.1 62.6 90.2 85.3: 9.8 14.7
Old : 100.0: 10.4 21.0 1.8 78.1 62.6 90.2 85.3: 9.8 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 : 175: 18 26 13 97 100 121 133:
Old : 175: 18 26 13 97 100 121 133:
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 : 35.3 29.5 48.2 42.1 35.2 26.7 45.6 37.5
Old : 35.3 29.5 48.2 42.1 35.2 26.7 45.6 37.5
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 18, 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 : 4,712: 1,317 1,218 2,446 0 0 3,763 3,664: 949 1,048
Old : 4,712: 1,317 1,218 2,446 0 0 3,763 3,664: 949 1,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2023 :
: 166: -1,284 -448 1,333 0 -149 49 736: 117 -570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 25.8 51.9 0.0 0.0 79.9 77.8: 20.1 22.2
Old : 100.0: 27.9 25.8 51.9 0.0 0.0 79.9 77.8: 20.1 22.2
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 : 20: 6 13 3 0 0 8 15:
Old : 20: 6 13 3 0 0 8 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 : 77.3 64.7 79.9 72.6 26.1 15.5 27.9 22.3
Old : 77.3 64.7 79.9 72.6 26.1 15.5 27.9 22.3
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 18, 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 : 5,679,774: 314,708 1,516,976 261,053 4,713,780 3,559,626 5,289,541 5,337,655: 390,232 342,118
Old : 5,679,774: 314,708 1,516,976 261,053 4,713,780 3,559,626 5,289,541 5,337,655: 390,232 342,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2023 :
: 78,056: -62,713 24,004 -435 140,099 39,387 76,952 62,956: 1,104 15,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 26.7 4.6 83.0 62.7 93.1 94.0: 6.9 6.0
Old : 100.0: 5.5 26.7 4.6 83.0 62.7 93.1 94.0: 6.9 6.0
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 : 391: 55 63 58 221 201 306 292:
Old : 391: 55 63 58 221 201 306 292:
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 : 28.9 20.8 38.3 32.7 27.4 20.5 34.0 32.3
Old : 28.9 20.8 38.3 32.7 27.4 20.5 34.0 32.3
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 18, 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 : 1,587,839: 63,814 224,388 326,379 1,163,314 992,205 1,553,507 1,542,972: 34,332 44,867
Old : 1,587,839: 63,814 224,388 326,379 1,163,314 992,205 1,553,507 1,542,972: 34,332 44,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2023 :
: 147,468: 5,909 1,624 35,833 102,316 115,721 144,058 153,178: 3,410 -5,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 14.1 20.6 73.3 62.5 97.8 97.2: 2.2 2.8
Old : 100.0: 4.0 14.1 20.6 73.3 62.5 97.8 97.2: 2.2 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 : 154: 20 32 44 83 90 129 145:
Old : 154: 20 32 44 83 90 129 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 21.3 39.3 33.1 15.1 9.2 21.7 15.6
Old : 24.4 21.3 39.3 33.1 15.1 9.2 21.7 15.6
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 18, 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 : 102,287: 29,709 36,850 1,887 55,758 48,809 87,354 87,546: 14,933 14,741
Old : 102,287: 29,709 36,850 1,887 55,758 48,809 87,354 87,546: 14,933 14,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2023 :
: 4,490: 6,505 -4,940 926 -5,900 8,476 1,531 4,462: 2,959 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 36.0 1.8 54.5 47.7 85.4 85.6: 14.6 14.4
Old : 100.0: 29.0 36.0 1.8 54.5 47.7 85.4 85.6: 14.6 14.4
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 : 95: 23 25 9 30 28 59 56:
Old : 95: 23 25 9 30 28 59 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 38.9 48.2 56.6 34.2 38.7 46.6 56.4
Old : 34.8 38.9 48.2 56.6 34.2 38.7 46.6 56.4
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 18, 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 : 102,287: 29,709 36,850 1,887 55,758 48,809 87,354 87,546: 14,933 14,741
Old : 102,287: 29,709 36,850 1,887 55,758 48,809 87,354 87,546: 14,933 14,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2023 :
: 4,490: 6,505 -4,940 926 -5,900 8,476 1,531 4,462: 2,959 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 36.0 1.8 54.5 47.7 85.4 85.6: 14.6 14.4
Old : 100.0: 29.0 36.0 1.8 54.5 47.7 85.4 85.6: 14.6 14.4
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 : 95: 23 25 9 30 28 59 56:
Old : 95: 23 25 9 30 28 59 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 38.9 48.2 56.6 34.2 38.7 46.6 56.4
Old : 34.8 38.9 48.2 56.6 34.2 38.7 46.6 56.4
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 18, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X DJ US REAL ESTATE INDEX) :
: : :
All : 41,376: 1,982 3,514 0 37,381 36,796 39,363 40,310: 2,013 1,066
Old : 41,376: 1,982 3,514 0 37,381 36,796 39,363 40,310: 2,013 1,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2023 :
: -1,227: 1,982 -1,330 0 -3,316 101 -1,334 -1,229: 107 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 8.5 0.0 90.3 88.9 95.1 97.4: 4.9 2.6
Old : 100.0: 4.8 8.5 0.0 90.3 88.9 95.1 97.4: 4.9 2.6
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 : 41: 2 4 0 29 9 31 13:
Old : 41: 2 4 0 29 9 31 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 : 35.4 77.8 57.5 91.6 33.3 77.8 54.9 90.3
Old : 35.4 77.8 57.5 91.6 33.3 77.8 54.9 90.3
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 18, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 58,472: 9,662 15,313 454 48,086 42,571 58,202 58,338: 270 134
Old : 58,472: 9,662 15,313 454 48,086 42,571 58,202 58,338: 270 134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2023 :
: 2,944: 2,964 2,964 -28 7 0 2,943 2,936: 1 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 26.2 0.8 82.2 72.8 99.5 99.8: 0.5 0.2
Old : 100.0: 16.5 26.2 0.8 82.2 72.8 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 : 33: 16 10 3 6 2 25 12:
Old : 33: 16 10 3 6 2 25 12:
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 : 89.1 92.7 95.4 98.7 89.1 92.7 95.3 97.9
Old : 89.1 92.7 95.4 98.7 89.1 92.7 95.3 97.9
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 18, 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 : 22,246: 18,673 10,949 3,573 0 7,662 22,246 22,184: 0 62
Old : 22,246: 18,673 10,949 3,573 0 7,662 22,246 22,184: 0 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2023 :
: 818: 780 780 38 0 0 818 818: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 49.2 16.1 0.0 34.4 100.0 99.7: 0.0 0.3
Old : 100.0: 83.9 49.2 16.1 0.0 34.4 100.0 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: 6 14 4 0 2 8 18:
Old : 22: 6 14 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 : 86.0 64.4 100.0 81.8 77.6 57.6 83.9 72.5
Old : 86.0 64.4 100.0 81.8 77.6 57.6 83.9 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 21, 2023