WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 401,562: 82,210 107,287 144,811 142,891 111,472 369,913 363,570: 31,649 37,992
Old : 374,844: 81,894 105,313 132,406 131,287 102,520 345,587 340,239: 29,257 34,605
Other: 26,718: 9,240 10,898 3,482 11,604 8,952 24,326 23,331: 2,392 3,387
: : :
: : Changes in Commitments from: July 18, 2023 :
: 27,548: 4,097 -13,924 15,202 7,222 22,539 26,521 23,818: 1,028 3,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 26.7 36.1 35.6 27.8 92.1 90.5: 7.9 9.5
Old : 100.0: 21.8 28.1 35.3 35.0 27.4 92.2 90.8: 7.8 9.2
Other: 100.0: 34.6 40.8 13.0 43.4 33.5 91.0 87.3: 9.0 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 105 104 141 102 113 282 293:
Old : 353: 108 101 140 101 112 278 292:
Other: 132: 22 30 22 32 63 70 100:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 11.7 22.3 19.7 10.6 7.8 17.3 12.5
Old : 13.2 11.6 23.1 20.2 10.8 8.4 17.6 13.7
Other: 34.6 28.0 48.2 44.4 34.6 27.2 48.2 40.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 202,754: 49,351 31,111 62,081 71,544 88,864 182,976 182,056: 19,777 20,698
Old : 196,020: 47,673 30,754 60,278 69,410 86,181 177,361 177,214: 18,660 18,807
Other: 6,734: 2,839 1,517 644 2,133 2,682 5,616 4,843: 1,118 1,891
: : :
: : Changes in Commitments from: July 18, 2023 :
: 21,260: 9,184 -1,452 7,270 2,440 14,996 18,893 20,814: 2,367 446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 15.3 30.6 35.3 43.8 90.2 89.8: 9.8 10.2
Old : 100.0: 24.3 15.7 30.8 35.4 44.0 90.5 90.4: 9.5 9.6
Other: 100.0: 42.2 22.5 9.6 31.7 39.8 83.4 71.9: 16.6 28.1
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 61 47 64 70 92 166 173:
Old : 219: 61 48 64 70 89 165 170:
Other: 82: 13 15 8 17 44 34 63:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 17.7 29.8 27.4 13.2 13.7 20.7 19.8
Old : 19.6 18.2 30.3 28.2 13.7 14.4 21.5 20.7
Other: 45.2 24.6 60.8 40.2 43.9 22.4 56.8 35.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 1,746,270: 278,466 199,326 569,829 736,619 748,422 1,584,914 1,517,577: 161,357 228,693
Old : 536,185: 132,591 129,189 144,836 219,585 225,061 497,013 499,086: 39,172 37,099
Other: 1,210,086: 259,296 183,559 311,571 517,033 523,361 1,087,901 1,018,491: 122,184 191,595
: : :
: : Changes in Commitments from: July 18, 2023 :
: -49,440: 33,883 -37,690 -59,856 -15,689 41,417 -41,662 -56,129: -7,777 6,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 11.4 32.6 42.2 42.9 90.8 86.9: 9.2 13.1
Old : 100.0: 24.7 24.1 27.0 41.0 42.0 92.7 93.1: 7.3 6.9
Other: 100.0: 21.4 15.2 25.7 42.7 43.2 89.9 84.2: 10.1 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 744: 142 155 216 359 369 628 625:
Old : 576: 106 106 89 247 252 398 402:
Other: 706: 143 138 165 315 353 549 567:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 9.0 20.2 16.2 10.1 5.4 15.1 9.1
Old : 16.4 11.7 26.1 21.0 13.6 9.0 19.7 15.4
Other: 11.4 9.7 19.2 16.9 10.6 6.4 16.2 10.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 5,280: 1,033 131 505 1,485 3,404 3,023 4,040: 2,257 1,239
Old : 5,272: 1,040 131 497 1,485 3,404 3,022 4,032: 2,250 1,239
Other: 8: 1 8 0 0 0 1 8: 7 0
: : :
: : Changes in Commitments from: July 18, 2023 :
: 1,013: 161 124 261 495 582 917 967: 96 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 2.5 9.6 28.1 64.5 57.3 76.5: 42.7 23.5
Old : 100.0: 19.7 2.5 9.4 28.2 64.6 57.3 76.5: 42.7 23.5
Other: 100.0: 12.5 100.0 0.0 0.0 0.0 12.5 100.0: 87.5 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 9 4 6 7 9 20 16:
Old : 25: 9 4 6 7 9 20 16:
Other: 2: 1 1 0 0 0 1 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 : 32.6 49.7 42.7 64.0 15.4 36.8 24.5 46.2
Old : 32.7 49.8 42.8 63.9 15.4 36.8 24.5 46.3
Other: 12.5 100.0 12.5 100.0 12.5 100.0 12.5 100.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 859,676: 191,183 55,605 238,434 373,547 490,141 803,163 784,180: 56,513 75,497
Old : 29,559: 8,401 1,592 19 18,324 23,616 26,744 25,227: 2,815 4,332
Other: 830,117: 187,993 59,224 233,204 355,223 466,525 776,419 758,953: 53,698 71,165
: : :
: : Changes in Commitments from: July 18, 2023 :
: -4,714: 16,490 -11,809 -25,596 8,788 42,846 -318 5,441: -4,396 -10,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 6.5 27.7 43.5 57.0 93.4 91.2: 6.6 8.8
Old : 100.0: 28.4 5.4 0.1 62.0 79.9 90.5 85.3: 9.5 14.7
Other: 100.0: 22.6 7.1 28.1 42.8 56.2 93.5 91.4: 6.5 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 562: 185 100 173 197 237 449 453:
Old : 172: 31 19 2 56 75 89 95:
Other: 561: 182 105 172 188 233 438 449:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.5 13.2 20.1 22.5 8.1 10.6 12.2 16.6
Old : 39.5 32.3 58.0 44.3 39.4 31.3 57.7 43.3
Other: 11.9 13.3 20.5 22.6 8.2 10.7 12.4 16.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 23,075: 14,354 1,193 237 2 9,350 14,593 10,780: 8,482 12,295
Old : 1,224: 1,149 40 0 0 115 1,149 155: 75 1,069
Other: 21,851: 13,236 1,184 206 2 9,235 13,444 10,625: 8,407 11,226
: : :
: : Changes in Commitments from: July 18, 2023 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 5.2 1.0 0.0 40.5 63.2 46.7: 36.8 53.3
Old : 100.0: 93.9 3.3 0.0 0.0 9.4 93.9 12.7: 6.1 87.3
Other: 100.0: 60.6 5.4 0.9 0.0 42.3 61.5 48.6: 38.5 51.4
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 7 3 4 1 15 9 21:
Old : 14: 3 3 0 0 8 3 11:
Other: 25: 7 3 4 1 15 9 21:
:----------------------------------------------------------------------------------------------------
: 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 : 58.6 29.2 63.2 36.4 57.6 29.2 62.2 36.4
Old : 93.9 10.3 93.9 12.0 93.9 10.3 93.9 12.0
Other: 57.6 30.8 61.5 38.2 57.0 30.8 60.6 38.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 565,754: 96,724 44,238 138,471 293,771 357,825 528,967 540,535: 36,787 25,219
Old : 137,218: 28,302 17,349 25,829 76,087 87,572 130,217 130,750: 7,001 6,468
Other: 428,536: 89,996 48,462 91,070 217,684 270,253 398,750 409,785: 29,786 18,751
: : :
: : Changes in Commitments from: July 18, 2023 :
: -39,726: 6,903 -591 -21,883 -24,874 -13,659 -39,855 -36,134: 129 -3,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 7.8 24.5 51.9 63.2 93.5 95.5: 6.5 4.5
Old : 100.0: 20.6 12.6 18.8 55.4 63.8 94.9 95.3: 5.1 4.7
Other: 100.0: 21.0 11.3 21.3 50.8 63.1 93.0 95.6: 7.0 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 99 59 91 99 115 247 230:
Old : 201: 46 38 35 71 87 136 142:
Other: 290: 91 62 81 86 98 225 202:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 20.9 23.1 32.9 7.9 14.4 12.6 20.6
Old : 24.2 23.1 39.7 33.0 21.7 13.0 30.4 19.9
Other: 13.2 24.9 23.5 37.6 10.7 17.6 16.5 26.4
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 1,337,056: 78,029 226,865 54,019 1,006,184 907,542 1,138,231 1,188,427: 198,825 148,630
Old : 1,337,056: 78,029 226,865 54,019 1,006,184 907,542 1,138,231 1,188,427: 198,825 148,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2023 :
: -31,833: 9,860 4,091 -28,483 -21,304 -4,350 -39,927 -28,742: 8,094 -3,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 17.0 4.0 75.3 67.9 85.1 88.9: 14.9 11.1
Old : 100.0: 5.8 17.0 4.0 75.3 67.9 85.1 88.9: 14.9 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 : 184: 21 30 32 110 106 150 149:
Old : 184: 21 30 32 110 106 150 149:
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 24.2 37.4 35.5 21.6 21.4 34.2 30.5
Old : 23.1 24.2 37.4 35.5 21.6 21.4 34.2 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 1,506,963: 77,764 522,389 6,384 1,247,290 859,691 1,331,438 1,388,464: 175,525 118,499
Old : 1,506,963: 77,764 522,389 6,384 1,247,290 859,691 1,331,438 1,388,464: 175,525 118,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2023 :
: -7,330: -3,461 1,727 796 -3,027 -12,738 -5,692 -10,214: -1,638 2,884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 34.7 0.4 82.8 57.0 88.4 92.1: 11.6 7.9
Old : 100.0: 5.2 34.7 0.4 82.8 57.0 88.4 92.1: 11.6 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 16 21 12 108 89 131 115:
Old : 170: 16 21 12 108 89 131 115:
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 : 22.2 36.6 37.8 52.7 20.4 36.5 32.9 47.1
Old : 22.2 36.6 37.8 52.7 20.4 36.5 32.9 47.1
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 25, 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 : 541,425: 120,117 20,142 173,726 194,446 319,431 488,288 513,298: 53,138 28,127
Old : 133,237: 60,656 6,423 22,914 36,481 94,089 120,052 123,425: 13,185 9,811
Other: 408,189: 109,028 63,286 101,245 157,964 225,342 368,236 389,873: 39,952 18,316
: : :
: : Changes in Commitments from: July 18, 2023 :
: -564: 10,347 -115 -3,392 -5,673 6,350 1,282 2,843: -1,846 -3,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 3.7 32.1 35.9 59.0 90.2 94.8: 9.8 5.2
Old : 100.0: 45.5 4.8 17.2 27.4 70.6 90.1 92.6: 9.9 7.4
Other: 100.0: 26.7 15.5 24.8 38.7 55.2 90.2 95.5: 9.8 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 105 30 113 109 107 265 228:
Old : 208: 71 22 47 77 87 164 141:
Other: 280: 89 63 92 98 96 235 209:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 25.7 17.3 35.7 8.3 24.6 14.0 32.7
Old : 17.5 32.2 28.0 45.1 16.7 31.6 26.4 43.8
Other: 11.3 25.0 19.6 36.0 10.8 23.8 17.9 31.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,991: 4,345 604 1,040 3,165 8,648 8,549 10,292: 2,441 698
Old : 10,991: 4,345 604 1,040 3,165 8,648 8,549 10,292: 2,441 698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2023 :
: 1,461: 1,119 -29 57 -191 1,593 985 1,621: 477 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 5.5 9.5 28.8 78.7 77.8 93.6: 22.2 6.4
Old : 100.0: 39.5 5.5 9.5 28.8 78.7 77.8 93.6: 22.2 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 23 11 7 14 16 43 29:
Old : 58: 23 11 7 14 16 43 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 : 30.4 59.9 44.1 74.3 28.7 59.0 39.6 71.9
Old : 30.4 59.9 44.1 74.3 28.7 59.0 39.6 71.9
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 25, 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 : 3,665,744: 323,081 1,478,420 63,403 3,025,345 1,966,039 3,411,829 3,507,862: 253,915 157,882
Old : 3,665,744: 323,081 1,478,420 63,403 3,025,345 1,966,039 3,411,829 3,507,862: 253,915 157,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2023 :
: -35,301: -9,672 19,097 -21,470 -1,583 -36,290 -32,725 -38,663: -2,576 3,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 40.3 1.7 82.5 53.6 93.1 95.7: 6.9 4.3
Old : 100.0: 8.8 40.3 1.7 82.5 53.6 93.1 95.7: 6.9 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 : 427: 97 49 42 229 166 343 240:
Old : 427: 97 49 42 229 166 343 240:
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 : 26.7 37.1 36.5 53.0 25.3 36.8 34.1 52.7
Old : 26.7 37.1 36.5 53.0 25.3 36.8 34.1 52.7
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 25, 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 : 5,261,258: 398,217 1,066,966 393,424 4,037,458 3,399,034 4,829,099 4,859,423: 432,158 401,834
Old : 5,261,258: 398,217 1,066,966 393,424 4,037,458 3,399,034 4,829,099 4,859,423: 432,158 401,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2023 :
: -147,668: -18,800 -4,720 -32,591 -117,649 -113,753 -169,040 -151,065: 21,372 3,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 20.3 7.5 76.7 64.6 91.8 92.4: 8.2 7.6
Old : 100.0: 7.6 20.3 7.5 76.7 64.6 91.8 92.4: 8.2 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 : 410: 66 65 73 240 208 346 306:
Old : 410: 66 65 73 240 208 346 306:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 21.4 38.2 31.7 24.0 20.0 34.1 28.7
Old : 25.7 21.4 38.2 31.7 24.0 20.0 34.1 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 1,753,521: 170,302 368,264 35,172 1,378,559 1,085,977 1,584,033 1,489,413: 169,488 264,108
Old : 1,753,521: 170,302 368,264 35,172 1,378,559 1,085,977 1,584,033 1,489,413: 169,488 264,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2023 :
: 9,531: -10,403 2,392 3,701 16,960 -5,081 10,258 1,012: -727 8,519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 21.0 2.0 78.6 61.9 90.3 84.9: 9.7 15.1
Old : 100.0: 9.7 21.0 2.0 78.6 61.9 90.3 84.9: 9.7 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 18 25 14 97 99 121 132:
Old : 173: 18 25 14 97 99 121 132:
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 29.3 48.5 41.9 35.1 26.3 45.6 37.1
Old : 35.3 29.3 48.5 41.9 35.1 26.3 45.6 37.1
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 25, 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 : 5,595,127: 323,216 1,484,789 201,936 4,673,508 3,559,578 5,198,660 5,246,303: 396,467 348,824
Old : 5,595,127: 323,216 1,484,789 201,936 4,673,508 3,559,578 5,198,660 5,246,303: 396,467 348,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2023 :
: -84,647: 8,508 -32,187 -59,117 -40,272 -48 -90,881 -91,352: 6,234 6,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 26.5 3.6 83.5 63.6 92.9 93.8: 7.1 6.2
Old : 100.0: 5.8 26.5 3.6 83.5 63.6 92.9 93.8: 7.1 6.2
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 : 386: 59 58 55 216 198 302 284:
Old : 386: 59 58 55 216 198 302 284:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 21.8 39.7 33.7 28.7 21.6 35.4 33.3
Old : 30.0 21.8 39.7 33.7 28.7 21.6 35.4 33.3
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 25, 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 : 1,623,884: 55,995 214,789 333,017 1,197,275 1,027,921 1,586,287 1,575,727: 37,597 48,157
Old : 1,623,884: 55,995 214,789 333,017 1,197,275 1,027,921 1,586,287 1,575,727: 37,597 48,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2023 :
: 36,045: -7,819 -9,599 6,638 33,961 35,716 32,780 32,755: 3,265 3,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 13.2 20.5 73.7 63.3 97.7 97.0: 2.3 3.0
Old : 100.0: 3.4 13.2 20.5 73.7 63.3 97.7 97.0: 2.3 3.0
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 : 156: 19 37 46 82 89 131 146:
Old : 156: 19 37 46 82 89 131 146:
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 : 23.4 20.3 38.1 32.0 14.2 8.7 20.9 13.9
Old : 23.4 20.3 38.1 32.0 14.2 8.7 20.9 13.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 114,964: 36,083 33,714 6,681 57,361 56,983 100,125 97,378: 14,839 17,586
Old : 114,964: 36,083 33,714 6,681 57,361 56,983 100,125 97,378: 14,839 17,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2023 :
: 12,677: 6,374 -3,136 4,794 1,603 8,174 12,771 9,832: -94 2,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 29.3 5.8 49.9 49.6 87.1 84.7: 12.9 15.3
Old : 100.0: 31.4 29.3 5.8 49.9 49.6 87.1 84.7: 12.9 15.3
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 : 123: 38 30 15 37 29 83 66:
Old : 123: 38 30 15 37 29 83 66:
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 : 31.2 35.7 44.4 52.6 30.8 35.6 44.0 52.3
Old : 31.2 35.7 44.4 52.6 30.8 35.6 44.0 52.3
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 25, 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 : 111,982: 35,445 34,029 5,178 57,135 56,891 97,758 96,098: 14,224 15,884
Old : 111,982: 35,445 34,029 5,178 57,135 56,891 97,758 96,098: 14,224 15,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2023 :
: 9,695: 5,736 -2,821 3,291 1,377 8,082 10,404 8,552: -709 1,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 30.4 4.6 51.0 50.8 87.3 85.8: 12.7 14.2
Old : 100.0: 31.7 30.4 4.6 51.0 50.8 87.3 85.8: 12.7 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 32 24 12 34 29 72 59:
Old : 108: 32 24 12 34 29 72 59:
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 : 31.9 36.7 45.5 53.9 31.5 36.5 45.0 53.7
Old : 31.9 36.7 45.5 53.9 31.5 36.5 45.0 53.7
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 25, 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 : 40,427: 410 2,471 0 38,207 36,978 38,617 39,449: 1,810 978
Old : 40,427: 410 2,471 0 38,207 36,978 38,617 39,449: 1,810 978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2023 :
: -949: -1,572 -1,043 0 826 182 -746 -861: -203 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 6.1 0.0 94.5 91.5 95.5 97.6: 4.5 2.4
Old : 100.0: 1.0 6.1 0.0 94.5 91.5 95.5 97.6: 4.5 2.4
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 : 41: 1 4 0 31 8 32 12:
Old : 41: 1 4 0 31 8 32 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 : 32.7 81.7 58.1 93.5 32.1 81.7 55.4 91.4
Old : 32.7 81.7 58.1 93.5 32.1 81.7 55.4 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($0.5 X DJIA INDEX) :
: : :
All : 29,818: 21,248 11,715 163 2,257 915 23,668 12,793: 6,150 17,025
Old : 29,818: 21,248 11,715 163 2,257 915 23,668 12,793: 6,150 17,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2023 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 39.3 0.5 7.6 3.1 79.4 42.9: 20.6 57.1
Old : 100.0: 71.3 39.3 0.5 7.6 3.1 79.4 42.9: 20.6 57.1
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 : 22: 9 8 3 4 1 14 11:
Old : 22: 9 8 3 4 1 14 11:
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 : 61.7 35.1 73.3 42.2 61.7 35.1 73.3 41.6
Old : 61.7 35.1 73.3 42.2 61.7 35.1 73.3 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 58,801: 9,524 15,697 454 48,544 42,571 58,522 58,722: 279 79
Old : 58,801: 9,524 15,697 454 48,544 42,571 58,522 58,722: 279 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2023 :
: 329: -138 384 0 458 0 320 384: 9 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 26.7 0.8 82.6 72.4 99.5 99.9: 0.5 0.1
Old : 100.0: 16.2 26.7 0.8 82.6 72.4 99.5 99.9: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 18 10 4 7 2 28 13:
Old : 36: 18 10 4 7 2 28 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 : 88.1 92.4 94.7 99.1 88.1 92.4 94.7 98.3
Old : 88.1 92.4 94.7 99.1 88.1 92.4 94.7 98.3
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 25, 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 : 22,158: 18,585 10,638 3,573 0 7,885 22,158 22,096: 0 62
Old : 22,158: 18,585 10,638 3,573 0 7,885 22,158 22,096: 0 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2023 :
: -88: -88 -311 0 0 223 -88 -88: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 48.0 16.1 0.0 35.6 100.0 99.7: 0.0 0.3
Old : 100.0: 83.9 48.0 16.1 0.0 35.6 100.0 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 : 24: 7 15 4 0 2 9 19:
Old : 24: 7 15 4 0 2 9 19:
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 : 85.0 64.4 100.0 80.6 77.5 57.6 83.9 71.0
Old : 85.0 64.4 100.0 80.6 77.5 57.6 83.9 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 28, 2023