WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 405,665 COMMITMENTS 81,283 126,996 130,548 157,539 110,065 369,370 367,608 36,296 38,058 CHANGES FROM 01/10/23 (CHANGE IN OPEN INTEREST: 10,818) -554 1,312 9,504 2,652 1,053 11,603 11,869 -784 -1,051 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 31.3 32.2 38.8 27.1 91.1 90.6 8.9 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355) 104 109 130 110 111 287 288 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 184,108 COMMITMENTS 35,633 44,447 46,765 81,405 70,049 163,802 161,261 20,306 22,847 CHANGES FROM 01/10/23 (CHANGE IN OPEN INTEREST: 7,177) 5,044 1,589 2,330 489 1,925 7,862 5,843 -685 1,334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 24.1 25.4 44.2 38.0 89.0 87.6 11.0 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 60 47 65 69 72 160 156 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,552,011 COMMITMENTS 344,191 99,190 397,776 649,460 836,803 1391428 1333769 160,583 218,242 CHANGES FROM 01/10/23 (CHANGE IN OPEN INTEREST: 70,078) 40,714 4,109 18,730 5,871 39,306 65,314 62,144 4,764 7,934 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 6.4 25.6 41.8 53.9 89.7 85.9 10.3 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 741) 165 115 181 334 403 590 621 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 3,693 COMMITMENTS 764 1,525 75 905 946 1,744 2,546 1,949 1,147 CHANGES FROM 01/10/23 (CHANGE IN OPEN INTEREST: -156) -29 -134 -1 28 -45 -2 -180 -153 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 41.3 2.0 24.5 25.6 47.2 68.9 52.8 31.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 7 2 8 5 13 14 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 771,901 COMMITMENTS 216,009 42,759 176,082 329,488 461,141 721,579 679,982 50,322 91,919 CHANGES FROM 01/10/23 (CHANGE IN OPEN INTEREST: 44,133) 30,307 -4,428 14,936 -2,897 30,115 42,346 40,622 1,787 3,510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 5.5 22.8 42.7 59.7 93.5 88.1 6.5 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 568) 170 121 172 187 242 443 458 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 412,731 COMMITMENTS 85,655 29,738 89,906 200,031 268,114 375,592 387,758 37,139 24,972 CHANGES FROM 01/10/23 (CHANGE IN OPEN INTEREST: 4,066) -1,335 778 -613 4,006 4,212 2,058 4,377 2,008 -311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 7.2 21.8 48.5 65.0 91.0 93.9 9.0 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 87 46 85 101 110 222 218 UST BOND - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,352,343 COMMITMENTS 50,072 239,640 74,611 1044788 875,350 1169472 1189602 182,871 162,740 CHANGES FROM 01/10/23 (CHANGE IN OPEN INTEREST: 51,788) -14,461 15,763 1,741 66,576 27,782 53,856 45,286 -2,068 6,502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 17.7 5.5 77.3 64.7 86.5 88.0 13.5 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 18 35 36 123 111 166 157 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,425,300 COMMITMENTS 64,109 449,537 4,239 1193082 850,938 1261430 1304714 163,869 120,585 CHANGES FROM 01/10/23 (CHANGE IN OPEN INTEREST: 19,483) 192 14,214 482 16,607 12,930 17,281 27,626 2,201 -8,144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 31.5 0.3 83.7 59.7 88.5 91.5 11.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 15 15 7 100 92 119 110 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 463,876 COMMITMENTS 178,417 13,403 93,695 138,382 323,243 410,494 430,341 53,382 33,535 CHANGES FROM 01/10/23 (CHANGE IN OPEN INTEREST: 9,405) 9,273 -482 5,800 -5,540 1,266 9,533 6,584 -128 2,821 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.5 2.9 20.2 29.8 69.7 88.5 92.8 11.5 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 123 38 82 105 107 256 207 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,772 COMMITMENTS 2,000 2,250 864 4,279 4,662 7,143 7,776 1,630 997 CHANGES FROM 01/10/23 (CHANGE IN OPEN INTEREST: 199) 74 131 5 80 14 160 151 39 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 25.7 9.8 48.8 53.1 81.4 88.6 18.6 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 16 15 8 14 14 35 32 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,362,522 COMMITMENTS 179,651 642,634 65,221 1911873 1460269 2156745 2168124 205,777 194,398 CHANGES FROM 01/10/23 (CHANGE IN OPEN INTEREST: 25,866) -40,152 -32,837 7,941 52,609 52,837 20,398 27,942 5,467 -2,076 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 27.2 2.8 80.9 61.8 91.3 91.8 8.7 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371) 52 59 35 185 185 256 260 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,884,916 COMMITMENTS 332,746 828,636 564,219 3611389 3040996 4508354 4433851 376,562 451,065 CHANGES FROM 01/10/23 (CHANGE IN OPEN INTEREST: 197,585) -27,006 109,177 33,289 184,186 54,955 190,469 197,420 7,116 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 17.0 11.6 73.9 62.3 92.3 90.8 7.7 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404) 56 82 80 215 214 324 323 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,503,817 COMMITMENTS 155,613 281,934 18,232 1178920 954,207 1352765 1254373 151,052 249,444 CHANGES FROM 01/10/23 (CHANGE IN OPEN INTEREST: 55,427) 2,317 30,368 4,876 40,146 8,916 47,339 44,160 8,088 11,267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 18.7 1.2 78.4 63.5 90.0 83.4 10.0 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 18 23 12 88 90 112 119 MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 x Index Points OPEN INTEREST: 2,399 COMMITMENTS 1,177 1,950 24 0 0 1,201 1,974 1,198 425 CHANGES FROM 01/10/23 (CHANGE IN OPEN INTEREST: 425) 199 480 24 0 0 223 504 202 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.1 81.3 1.0 0.0 0.0 50.1 82.3 49.9 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 15 5 1 0 0 15 6 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,490,227 COMMITMENTS 218,407 914,469 219,421 3703915 2996633 4141742 4130523 348,484 359,704 CHANGES FROM 01/10/23 (CHANGE IN OPEN INTEREST: 98,269) -1,498 44,401 2,092 84,979 62,431 85,572 108,924 12,697 -10,655 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 20.4 4.9 82.5 66.7 92.2 92.0 7.8 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360) 41 58 43 196 200 259 279 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,645,779 COMMITMENTS 167,385 253,620 218,811 1229497 1123914 1615693 1596345 30,086 49,434 CHANGES FROM 01/10/23 (CHANGE IN OPEN INTEREST: 118,634) 35,201 9,106 27,795 56,683 80,144 119,679 117,045 -1,045 1,589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 15.4 13.3 74.7 68.3 98.2 97.0 1.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 16 38 38 74 83 118 133 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 41,373 COMMITMENTS 12,924 18,206 1,633 19,976 13,829 34,533 33,669 6,840 7,704 CHANGES FROM 01/10/23 (CHANGE IN OPEN INTEREST: 2,501) -48 662 492 1,405 1,592 1,849 2,747 652 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 44.0 3.9 48.3 33.4 83.5 81.4 16.5 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 19 29 10 26 24 51 57 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 82,747 COMMITMENTS 25,847 36,413 3,267 39,953 27,658 69,067 67,338 13,680 15,409 CHANGES FROM 01/10/23 (CHANGE IN OPEN INTEREST: 5,002) -96 1,324 984 2,810 3,184 3,698 5,493 1,304 -491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 44.0 3.9 48.3 33.4 83.5 81.4 16.5 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 19 29 10 26 24 51 57 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 45,656 COMMITMENTS 2,332 428 0 40,468 44,473 42,800 44,901 2,856 755 CHANGES FROM 01/10/23 (CHANGE IN OPEN INTEREST: -2,264) -370 -367 0 -2,368 -1,673 -2,738 -2,040 474 -224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 0.9 0.0 88.6 97.4 93.7 98.3 6.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 0 21 10 24 11 MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($0.5 X DJIA INDEX) OPEN INTEREST: 22,421 COMMITMENTS 9,516 3,268 2,853 1,735 0 14,104 6,121 8,317 16,300 CHANGES FROM 01/10/23 (CHANGE IN OPEN INTEREST: 266) -2,767 62 820 90 -317 -1,857 565 2,123 -299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.4 14.6 12.7 7.7 0.0 62.9 27.3 37.1 72.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 11 6 3 0 11 15 BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 69,338 COMMITMENTS 8,191 28,453 823 59,979 39,979 68,993 69,255 345 83 CHANGES FROM 01/10/23 (CHANGE IN OPEN INTEREST: 5,978) -1,599 6,066 0 7,589 -81 5,990 5,985 -12 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 41.0 1.2 86.5 57.7 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 19 20 2 8 2 28 24
Updated January 20, 2023