WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 455,595: 83,411 97,203 155,647 184,207 160,695 423,265 413,546: 32,329 42,049
Old : 288,456: 64,590 85,464 88,125 113,116 92,092 265,831 265,680: 22,625 22,776
Other: 167,139: 39,477 32,396 46,867 71,090 68,603 157,434 147,866: 9,704 19,273
: : :
: : Changes in Commitments from: January 4, 2022 :
: 16,109: -5,969 2,312 9,444 13,506 4,953 16,981 16,709: -871 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 21.3 34.2 40.4 35.3 92.9 90.8: 7.1 9.2
Old : 100.0: 22.4 29.6 30.6 39.2 31.9 92.2 92.1: 7.8 7.9
Other: 100.0: 23.6 19.4 28.0 42.5 41.0 94.2 88.5: 5.8 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 354: 112 95 142 100 117 286 292:
Old : 331: 109 91 112 92 106 245 267:
Other: 240: 66 59 57 62 91 162 181:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 11.7 24.1 18.9 13.1 6.5 20.2 11.6
Old : 17.3 15.4 27.6 25.2 13.8 9.6 21.7 15.6
Other: 18.4 15.7 33.5 26.2 17.6 12.7 28.3 20.4
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 13,427: 7,775 3,162 586 4,779 9,371 13,140 13,119: 287 308
Old : 3,977: 1,121 662 50 2,689 3,257 3,860 3,969: 117 8
Other: 9,450: 6,954 2,800 236 2,090 6,114 9,280 9,150: 170 300
: : :
: : Changes in Commitments from: January 4, 2022 :
: -3,945: -772 54 -619 -2,415 -3,281 -3,806 -3,846: -139 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 23.5 4.4 35.6 69.8 97.9 97.7: 2.1 2.3
Old : 100.0: 28.2 16.6 1.3 67.6 81.9 97.1 99.8: 2.9 0.2
Other: 100.0: 73.6 29.6 2.5 22.1 64.7 98.2 96.8: 1.8 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 2 3 5 15 12 19:
Old : 16: 4 2 1 4 6 8 9:
Other: 19: 4 2 2 3 12 8 15:
:----------------------------------------------------------------------------------------------------
: 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 : 84.1 49.7 94.9 72.0 70.8 49.7 79.9 66.9
Old : 85.2 78.5 97.1 98.9 85.2 78.5 95.8 98.5
Other: 88.1 61.3 98.2 78.8 77.1 55.1 82.5 70.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 242,770: 71,656 35,465 61,665 82,777 122,761 216,099 219,891: 26,671 22,879
Old : 159,036: 62,363 37,247 29,431 48,184 80,889 139,979 147,567: 19,057 11,469
Other: 83,734: 25,748 14,673 15,779 34,593 41,872 76,119 72,324: 7,614 11,410
: : :
: : Changes in Commitments from: January 4, 2022 :
: -4,294: -8,717 -938 27 3,825 -3,613 -4,865 -4,525: 571 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 14.6 25.4 34.1 50.6 89.0 90.6: 11.0 9.4
Old : 100.0: 39.2 23.4 18.5 30.3 50.9 88.0 92.8: 12.0 7.2
Other: 100.0: 30.7 17.5 18.8 41.3 50.0 90.9 86.4: 9.1 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 86 48 78 81 90 203 186:
Old : 241: 84 48 59 74 83 177 171:
Other: 177: 42 38 35 54 70 119 123:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 20.0 23.2 30.8 11.6 16.8 18.8 25.6
Old : 17.7 20.2 27.9 30.0 15.9 19.3 24.3 28.4
Other: 21.3 26.8 34.0 37.4 16.1 17.8 26.6 26.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,861,529: 473,665 79,522 422,636 774,397 1,139,877 1,670,699 1,642,036: 190,830 219,494
Old : 1,546,112: 426,458 116,233 303,515 667,140 961,924 1,397,114 1,381,672: 148,999 164,440
Other: 315,417: 117,630 33,712 48,699 107,257 177,953 273,586 260,364: 41,832 55,054
: : :
: : Changes in Commitments from: January 4, 2022 :
: -4,162: -38,497 4,629 5,415 27,592 5,384 -5,490 15,429: 1,328 -19,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 4.3 22.7 41.6 61.2 89.7 88.2: 10.3 11.8
Old : 100.0: 27.6 7.5 19.6 43.1 62.2 90.4 89.4: 9.6 10.6
Other: 100.0: 37.3 10.7 15.4 34.0 56.4 86.7 82.5: 13.3 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 830: 212 108 187 373 441 669 662:
Old : 803: 200 111 176 348 424 630 633:
Other: 562: 70 80 47 173 347 270 449:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 12.1 19.2 19.8 11.1 11.4 17.5 17.8
Old : 13.5 13.0 21.3 20.6 12.8 12.2 20.4 19.0
Other: 22.0 11.5 32.2 20.0 21.1 9.9 29.5 16.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,122: 733 172 37 1,246 1,291 2,017 1,500: 2,105 2,621
Old : 3,398: 733 180 28 1,083 1,242 1,844 1,449: 1,554 1,948
Other: 724: 8 0 2 163 49 173 51: 551 673
: : :
: : Changes in Commitments from: January 4, 2022 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 4.2 0.9 30.2 31.3 48.9 36.4: 51.1 63.6
Old : 100.0: 21.6 5.3 0.8 31.9 36.5 54.3 42.7: 45.7 57.3
Other: 100.0: 1.0 0.0 0.3 22.5 6.8 23.8 7.0: 76.2 93.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 3 1 10 6 17 9:
Old : 21: 6 3 1 9 6 16 9:
Other: 7: 1 0 1 5 3 6 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 31.8 33.9 36.2 21.5 28.1 32.5 31.3
Old : 25.9 37.3 39.5 42.5 25.9 37.1 39.2 41.3
Other: 22.9 7.0 23.8 7.0 21.9 5.9 22.7 5.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 833,968: 178,178 40,048 205,723 390,631 493,734 774,531 739,505: 59,437 94,463
Old : 653,831: 139,336 51,508 146,902 319,946 393,809 606,184 592,219: 47,647 61,612
Other: 180,137: 57,638 7,336 40,024 70,685 99,925 168,347 147,286: 11,790 32,851
: : :
: : Changes in Commitments from: January 4, 2022 :
: 44,628: 7,853 1,497 25,718 9,647 20,070 43,219 47,285: 1,409 -2,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 4.8 24.7 46.8 59.2 92.9 88.7: 7.1 11.3
Old : 100.0: 21.3 7.9 22.5 48.9 60.2 92.7 90.6: 7.3 9.4
Other: 100.0: 32.0 4.1 22.2 39.2 55.5 93.5 81.8: 6.5 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 605: 193 102 182 200 264 478 481:
Old : 593: 173 116 165 185 257 443 466:
Other: 352: 85 42 52 89 191 193 269:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 11.5 21.5 21.0 10.2 10.8 16.8 18.7
Old : 14.5 13.0 24.1 22.3 13.3 11.5 21.6 19.1
Other: 19.6 17.9 30.8 29.3 13.8 14.9 22.6 22.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 430,663: 91,482 44,897 94,031 210,434 267,003 395,947 405,931: 34,716 24,732
Old : 365,978: 85,185 48,572 78,755 171,251 217,701 335,191 345,028: 30,786 20,950
Other: 64,685: 15,490 5,517 6,083 39,183 49,302 60,755 60,902: 3,930 3,783
: : :
: : Changes in Commitments from: January 4, 2022 :
: 7,966: 3,328 383 10,396 -7,765 -1,930 5,959 8,849: 2,008 -883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 10.4 21.8 48.9 62.0 91.9 94.3: 8.1 5.7
Old : 100.0: 23.3 13.3 21.5 46.8 59.5 91.6 94.3: 8.4 5.7
Other: 100.0: 23.9 8.5 9.4 60.6 76.2 93.9 94.2: 6.1 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 95 58 92 101 105 249 215:
Old : 295: 99 59 86 101 102 245 210:
Other: 105: 23 21 15 42 37 77 62:
:----------------------------------------------------------------------------------------------------
: 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 23.9 18.8 33.7 10.1 21.1 16.2 29.2
Old : 11.3 21.6 18.2 30.4 9.4 19.3 15.7 26.5
Other: 34.1 43.4 51.4 60.5 33.9 38.2 49.4 51.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,372,523: 133,875 202,354 116,125 937,943 862,265 1,187,942 1,180,744: 184,580 191,779
Old : 1,372,523: 133,875 202,354 116,125 937,943 862,265 1,187,942 1,180,744: 184,580 191,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: 27,541: -13,538 10,382 22,485 28,948 -20,716 37,895 12,151: -10,353 15,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 14.7 8.5 68.3 62.8 86.6 86.0: 13.4 14.0
Old : 100.0: 9.8 14.7 8.5 68.3 62.8 86.6 86.0: 13.4 14.0
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 : 193: 29 36 44 106 104 156 163:
Old : 193: 29 36 44 106 104 156 163:
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 : 19.2 27.1 30.2 38.1 13.5 21.2 22.0 27.9
Old : 19.2 27.1 30.2 38.1 13.5 21.2 22.0 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,246,460: 76,365 385,899 11,152 1,009,945 715,053 1,097,462 1,112,104: 148,998 134,356
Old : 1,246,460: 76,365 385,899 11,152 1,009,945 715,053 1,097,462 1,112,104: 148,998 134,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: 11,110: -2,124 17,806 3,887 13,870 -12,130 15,632 9,563: -4,522 1,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 31.0 0.9 81.0 57.4 88.0 89.2: 12.0 10.8
Old : 100.0: 6.1 31.0 0.9 81.0 57.4 88.0 89.2: 12.0 10.8
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 : 147: 17 14 12 90 87 111 109:
Old : 147: 17 14 12 90 87 111 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 36.0 34.3 51.7 18.4 33.6 30.4 46.6
Old : 21.0 36.0 34.3 51.7 18.4 33.6 30.4 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 454,258: 113,687 19,905 89,531 197,224 319,669 400,442 429,105: 53,816 25,153
Old : 410,242: 111,536 21,930 78,753 170,881 286,718 361,170 387,401: 49,072 22,841
Other: 44,016: 6,800 2,624 6,129 26,342 32,951 39,271 41,704: 4,745 2,312
: : :
: : Changes in Commitments from: January 4, 2022 :
: 17,979: -2,427 447 12,206 6,263 4,790 16,042 17,443: 1,937 537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 4.4 19.7 43.4 70.4 88.2 94.5: 11.8 5.5
Old : 100.0: 27.2 5.3 19.2 41.7 69.9 88.0 94.4: 12.0 5.6
Other: 100.0: 15.4 6.0 13.9 59.8 74.9 89.2 94.7: 10.8 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 102 41 75 109 108 240 199:
Old : 282: 105 39 71 107 107 235 196:
Other: 117: 22 17 17 59 40 93 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 : 9.7 31.6 17.7 43.0 9.4 29.2 16.3 39.0
Old : 10.3 32.5 18.0 42.8 10.1 31.3 16.4 40.2
Other: 26.5 37.3 37.6 52.8 24.3 36.2 34.9 50.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,798: 1,755 838 180 4,104 5,993 6,040 7,012: 1,758 786
Old : 7,606: 1,760 838 166 4,057 5,838 5,983 6,842: 1,623 764
Other: 192: 0 4 10 47 155 57 169: 135 22
: : :
: : Changes in Commitments from: January 4, 2022 :
: 33: -122 2 35 92 68 5 106: 28 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 10.8 2.3 52.6 76.9 77.5 89.9: 22.5 10.1
Old : 100.0: 23.1 11.0 2.2 53.3 76.8 78.7 90.0: 21.3 10.0
Other: 100.0: 0.0 2.2 5.2 24.4 80.9 29.6 88.3: 70.4 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 14 4 4 14 17 29 24:
Old : 43: 14 4 4 13 15 28 22:
Other: 9: 0 2 1 3 4 4 6:
:----------------------------------------------------------------------------------------------------
: 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 : 46.7 51.7 56.6 71.9 46.5 50.8 56.1 71.0
Old : 47.6 51.2 57.7 72.0 47.6 50.3 57.5 71.1
Other: 29.6 85.6 29.6 88.3 24.4 82.5 24.4 83.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,029,069: 395,373 344,435 92,837 1,415,309 1,397,255 1,903,519 1,834,527: 125,549 194,542
Old : 2,029,069: 395,373 344,435 92,837 1,415,309 1,397,255 1,903,519 1,834,527: 125,549 194,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: 67,922: 12,244 2,231 2,511 48,301 58,449 63,057 63,191: 4,865 4,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 17.0 4.6 69.8 68.9 93.8 90.4: 6.2 9.6
Old : 100.0: 19.5 17.0 4.6 69.8 68.9 93.8 90.4: 6.2 9.6
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 : 348: 39 66 28 160 185 211 267:
Old : 348: 39 66 28 160 185 211 267:
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 : 17.0 23.7 26.8 32.3 14.2 16.2 21.3 22.9
Old : 17.0 23.7 26.8 32.3 14.2 16.2 21.3 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,634,628: 431,614 723,006 490,404 3,366,568 2,807,736 4,288,586 4,021,146: 346,042 613,482
Old : 4,634,628: 431,614 723,006 490,404 3,366,568 2,807,736 4,288,586 4,021,146: 346,042 613,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: 50,719: -89,511 5,047 41,395 89,300 -26,518 41,184 19,924: 9,535 30,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 15.6 10.6 72.6 60.6 92.5 86.8: 7.5 13.2
Old : 100.0: 9.3 15.6 10.6 72.6 60.6 92.5 86.8: 7.5 13.2
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 : 426: 56 86 73 225 224 322 342:
Old : 426: 56 86 73 225 224 322 342:
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 : 19.6 18.5 28.3 25.2 12.9 12.2 20.9 16.3
Old : 19.6 18.5 28.3 25.2 12.9 12.2 20.9 16.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,387,558: 263,501 169,257 21,778 1,000,359 908,298 1,285,638 1,099,333: 101,920 288,225
Old : 1,387,558: 263,501 169,257 21,778 1,000,359 908,298 1,285,638 1,099,333: 101,920 288,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: 5,741: -15,383 -13,022 9,204 29,844 -702 23,665 -4,520: -17,924 10,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 12.2 1.6 72.1 65.5 92.7 79.2: 7.3 20.8
Old : 100.0: 19.0 12.2 1.6 72.1 65.5 92.7 79.2: 7.3 20.8
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 : 158: 19 25 16 84 91 115 120:
Old : 158: 19 25 16 84 91 115 120:
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 20.8 36.7 30.7 23.2 17.3 36.1 26.1
Old : 23.4 20.8 36.7 30.7 23.2 17.3 36.1 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,212,855: 310,963 626,536 342,659 3,298,362 2,715,630 3,951,984 3,684,825: 260,871 528,031
Old : 4,212,855: 310,963 626,536 342,659 3,298,362 2,715,630 3,951,984 3,684,825: 260,871 528,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: 232,517: 57,887 -40,576 60,461 102,631 201,012 220,979 220,897: 11,538 11,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 14.9 8.1 78.3 64.5 93.8 87.5: 6.2 12.5
Old : 100.0: 7.4 14.9 8.1 78.3 64.5 93.8 87.5: 6.2 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 47 77 55 176 204 255 304:
Old : 377: 47 77 55 176 204 255 304:
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 : 38.3 17.0 47.0 23.6 31.1 14.7 38.8 20.1
Old : 38.3 17.0 47.0 23.6 31.1 14.7 38.8 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,534,232: 57,362 124,916 206,585 1,236,319 1,166,299 1,500,266 1,497,800: 33,966 36,432
Old : 1,534,232: 57,362 124,916 206,585 1,236,319 1,166,299 1,500,266 1,497,800: 33,966 36,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: 228,072: 14,982 -2,755 56,764 146,350 175,771 218,096 229,780: 9,976 -1,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 8.1 13.5 80.6 76.0 97.8 97.6: 2.2 2.4
Old : 100.0: 3.7 8.1 13.5 80.6 76.0 97.8 97.6: 2.2 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 : 119: 15 24 29 66 76 100 112:
Old : 119: 15 24 29 66 76 100 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 34.2 50.4 49.7 15.9 12.9 20.5 18.7
Old : 29.1 34.2 50.4 49.7 15.9 12.9 20.5 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 46,699: 16,241 17,603 535 22,298 22,477 39,074 40,616: 7,626 6,084
Old : 46,699: 16,241 17,603 535 22,298 22,477 39,074 40,616: 7,626 6,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -4,298: -4,761 279 159 420 -3,985 -4,182 -3,547: -115 -750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 37.7 1.1 47.7 48.1 83.7 87.0: 16.3 13.0
Old : 100.0: 34.8 37.7 1.1 47.7 48.1 83.7 87.0: 16.3 13.0
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 : 103: 35 15 12 39 24 75 50:
Old : 103: 35 15 12 39 24 75 50:
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 : 31.7 55.2 40.5 65.9 31.7 55.2 40.4 65.9
Old : 31.7 55.2 40.5 65.9 31.7 55.2 40.4 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 93,399: 32,481 35,206 1,071 44,595 44,955 78,147 81,232: 15,251 12,167
Old : 93,399: 32,481 35,206 1,071 44,595 44,955 78,147 81,232: 15,251 12,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -8,595: -9,523 557 317 840 -7,969 -8,365 -7,095: -230 -1,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 37.7 1.1 47.7 48.1 83.7 87.0: 16.3 13.0
Old : 100.0: 34.8 37.7 1.1 47.7 48.1 83.7 87.0: 16.3 13.0
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 : 103: 35 15 12 39 24 75 50:
Old : 103: 35 15 12 39 24 75 50:
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 : 31.7 55.2 40.5 65.9 31.7 55.2 40.4 65.9
Old : 31.7 55.2 40.5 65.9 31.7 55.2 40.4 65.9
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, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 45,468: 6,502 1,532 0 36,109 43,481 42,611 45,013: 2,857 455
Old : 45,468: 6,502 1,532 0 36,109 43,481 42,611 45,013: 2,857 455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: 524: -1,481 1,114 0 1,603 -478 122 636: 402 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 3.4 0.0 79.4 95.6 93.7 99.0: 6.3 1.0
Old : 100.0: 14.3 3.4 0.0 79.4 95.6 93.7 99.0: 6.3 1.0
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 : 37: 8 3 0 20 10 28 13:
Old : 37: 8 3 0 20 10 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 : 48.0 86.8 67.6 96.9 47.9 84.6 67.6 94.7
Old : 48.0 86.8 67.6 96.9 47.9 84.6 67.6 94.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 53,734: 30,391 51,996 1,116 21,647 600 53,154 53,712: 580 22
Old : 53,734: 30,391 51,996 1,116 21,647 600 53,154 53,712: 580 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: 5,562: 325 5,413 154 6,799 0 7,278 5,567: -1,716 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 96.8 2.1 40.3 1.1 98.9 100.0: 1.1 0.0
Old : 100.0: 56.6 96.8 2.1 40.3 1.1 98.9 100.0: 1.1 0.0
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 : 43: 26 11 3 5 1 32 14:
Old : 43: 26 11 3 5 1 32 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 84.9 79.3 94.3 62.4 84.9 79.3 93.9
Old : 62.4 84.9 79.3 94.3 62.4 84.9 79.3 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 73,970: 25,592 22,930 39,261 9,116 11,727 73,969 73,918: 1 52
Old : 73,970: 25,592 22,930 39,261 9,116 11,727 73,969 73,918: 1 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -15,633: -780 -18,212 4,210 -19,064 -1,632 -15,634 -15,634: 1 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 31.0 53.1 12.3 15.9 100.0 99.9: 0.0 0.1
Old : 100.0: 34.6 31.0 53.1 12.3 15.9 100.0 99.9: 0.0 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 : 24: 4 6 1 2 12 7 18:
Old : 24: 4 6 1 2 12 7 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 : 92.9 91.7 100.0 97.1 45.9 38.6 46.9 44.0
Old : 92.9 91.7 100.0 97.1 45.9 38.6 46.9 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 2,745: 1,520 460 150 1,010 2,035 2,680 2,645: 65 100
Old : 2,745: 1,520 460 150 1,010 2,035 2,680 2,645: 65 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: 45: -165 -45 30 165 155 30 140: 15 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 16.8 5.5 36.8 74.1 97.6 96.4: 2.4 3.6
Old : 100.0: 55.4 16.8 5.5 36.8 74.1 97.6 96.4: 2.4 3.6
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 : 25: 9 7 3 7 7 18 15:
Old : 25: 9 7 3 7 7 18 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 : 55.9 69.8 75.6 85.2 49.5 65.0 67.8 75.4
Old : 55.9 69.8 75.6 85.2 49.5 65.0 67.8 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 14, 2022