WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 483,434: 122,535 91,110 171,121 151,428 179,968 445,084 442,198: 38,350 41,236
Old : 464,352: 117,739 97,496 160,915 150,065 168,589 428,720 427,000: 35,632 37,352
Other: 19,082: 12,789 1,607 2,212 1,363 11,379 16,364 15,198: 2,718 3,884
: : :
: : Changes in Commitments from: May 10, 2022 :
: 59,434: 9,889 4,546 39,482 5,020 11,223 54,391 55,252: 5,043 4,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 18.8 35.4 31.3 37.2 92.1 91.5: 7.9 8.5
Old : 100.0: 25.4 21.0 34.7 32.3 36.3 92.3 92.0: 7.7 8.0
Other: 100.0: 67.0 8.4 11.6 7.1 59.6 85.8 79.6: 14.2 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 128 86 126 94 129 288 278:
Old : 356: 128 84 124 94 128 285 276:
Other: 110: 20 20 13 17 62 43 90:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 15.5 25.6 23.8 11.5 7.9 19.4 13.8
Old : 15.3 15.9 26.0 24.5 11.8 8.7 19.3 14.6
Other: 52.4 30.1 68.2 42.2 52.0 29.3 61.8 37.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 204,633: 60,705 19,273 46,779 71,755 115,443 179,239 181,495: 25,394 23,138
Old : 198,987: 59,592 20,211 44,508 70,640 112,873 174,739 177,592: 24,248 21,395
Other: 5,646: 2,239 188 1,146 1,115 2,570 4,500 3,903: 1,146 1,743
: : :
: : Changes in Commitments from: May 10, 2022 :
: 7,044: 1,310 -1,869 4,293 540 3,084 6,144 5,509: 901 1,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 9.4 22.9 35.1 56.4 87.6 88.7: 12.4 11.3
Old : 100.0: 29.9 10.2 22.4 35.5 56.7 87.8 89.2: 12.2 10.8
Other: 100.0: 39.7 3.3 20.3 19.7 45.5 79.7 69.1: 20.3 30.9
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 79 38 69 81 97 191 178:
Old : 237: 77 43 68 77 96 186 177:
Other: 91: 18 12 11 16 54 37 75:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 19.7 23.3 30.0 12.3 17.4 19.3 25.2
Old : 15.3 20.1 23.5 30.5 12.6 17.8 19.8 25.6
Other: 43.9 23.8 61.2 35.8 34.8 17.8 45.5 25.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 2,256,288: 528,308 88,892 700,091 812,224 1,216,097 2,040,623 2,005,080: 215,665 251,208
Old : 1,150,354: 328,773 133,192 286,500 440,532 632,434 1,055,805 1,052,125: 94,549 98,228
Other: 1,105,934: 288,643 44,808 324,483 371,692 583,663 984,818 952,954: 121,116 152,980
: : :
: : Changes in Commitments from: May 10, 2022 :
: 87,700: 15,091 10,992 46,884 10,840 25,448 72,815 83,324: 14,884 4,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 3.9 31.0 36.0 53.9 90.4 88.9: 9.6 11.1
Old : 100.0: 28.6 11.6 24.9 38.3 55.0 91.8 91.5: 8.2 8.5
Other: 100.0: 26.1 4.1 29.3 33.6 52.8 89.0 86.2: 11.0 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 893: 261 112 223 377 465 720 727:
Old : 794: 195 114 155 303 416 570 617:
Other: 758: 193 82 138 291 419 528 599:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 13.4 22.7 21.3 9.4 8.1 14.8 12.7
Old : 13.4 11.4 23.3 19.9 11.5 8.8 18.8 14.8
Other: 16.0 16.4 25.0 24.4 9.7 8.5 15.7 13.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 920,248: 205,283 46,427 252,322 402,521 534,269 860,127 833,018: 60,121 87,230
Old : 434,318: 129,337 45,210 100,213 172,359 258,992 401,909 404,415: 32,408 29,902
Other: 485,930: 108,980 34,250 119,076 230,162 275,277 458,218 428,603: 27,713 57,328
: : :
: : Changes in Commitments from: May 10, 2022 :
: 24,425: 13,813 -3,825 11,219 -1,676 17,331 23,356 24,725: 1,069 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 5.0 27.4 43.7 58.1 93.5 90.5: 6.5 9.5
Old : 100.0: 29.8 10.4 23.1 39.7 59.6 92.5 93.1: 7.5 6.9
Other: 100.0: 22.4 7.0 24.5 47.4 56.6 94.3 88.2: 5.7 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 627: 209 95 188 221 278 498 509:
Old : 571: 182 92 113 166 241 383 412:
Other: 527: 136 100 118 173 246 366 414:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 14.0 20.6 22.6 8.2 8.7 13.2 13.3
Old : 13.2 18.5 24.2 27.8 12.1 13.8 20.4 20.2
Other: 14.4 16.6 24.3 25.5 12.3 13.7 19.4 18.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,143: 17,964 626 101 59 9,998 18,124 10,725: 9,019 16,418
Old : 4,489: 3,449 70 58 59 633 3,566 761: 923 3,728
Other: 22,654: 14,515 556 43 0 9,365 14,558 9,964: 8,096 12,690
: : :
: : Changes in Commitments from: May 10, 2022 :
: 408: 572 26 -48 -12 463 512 441: -104 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 2.3 0.4 0.2 36.8 66.8 39.5: 33.2 60.5
Old : 100.0: 76.8 1.6 1.3 1.3 14.1 79.4 17.0: 20.6 83.0
Other: 100.0: 64.1 2.5 0.2 0.0 41.3 64.3 44.0: 35.7 56.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 2 3 2 22 6 27:
Old : 26: 4 2 3 2 20 6 25:
Other: 28: 4 2 2 0 22 4 26:
:----------------------------------------------------------------------------------------------------
: 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 : 66.6 18.4 66.8 25.5 66.2 18.4 66.2 25.5
Old : 78.1 8.2 79.4 12.5 76.8 8.2 77.6 12.3
Other: 64.3 20.7 64.3 28.7 64.1 20.7 64.1 28.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 447,084: 114,404 18,725 95,338 194,745 311,927 404,487 425,990: 42,598 21,095
Old : 266,441: 88,007 31,591 49,309 100,533 170,540 237,849 251,440: 28,592 15,001
Other: 180,644: 42,844 3,582 29,582 94,212 141,386 166,638 174,550: 14,005 6,094
: : :
: : Changes in Commitments from: May 10, 2022 :
: 9,502: -966 1,177 4,204 2,852 3,785 6,091 9,167: 3,412 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 4.2 21.3 43.6 69.8 90.5 95.3: 9.5 4.7
Old : 100.0: 33.0 11.9 18.5 37.7 64.0 89.3 94.4: 10.7 5.6
Other: 100.0: 23.7 2.0 16.4 52.2 78.3 92.2 96.6: 7.8 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 112 32 80 90 106 230 195:
Old : 266: 89 55 57 80 98 200 179:
Other: 187: 69 15 37 69 74 150 116:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.9 27.5 20.6 39.8 9.8 24.3 15.1 32.8
Old : 12.3 23.0 20.8 33.3 9.1 19.5 15.7 26.4
Other: 17.5 34.9 30.9 52.3 16.5 32.6 26.8 46.1
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 1,407,219: 136,719 104,818 136,131 971,327 982,397 1,244,177 1,223,345: 163,041 183,873
Old : 1,407,219: 136,719 104,818 136,131 971,327 982,397 1,244,177 1,223,345: 163,041 183,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2022 :
: 31,035: 5,479 2,159 -6,876 38,018 34,050 36,620 29,333: -5,585 1,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 7.4 9.7 69.0 69.8 88.4 86.9: 11.6 13.1
Old : 100.0: 9.7 7.4 9.7 69.0 69.8 88.4 86.9: 11.6 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 30 24 31 115 119 159 160:
Old : 192: 30 24 31 115 119 159 160:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 27.8 31.4 40.0 16.8 24.6 26.6 32.8
Old : 20.4 27.8 31.4 40.0 16.8 24.6 26.6 32.8
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, May 17, 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 : 1,303,627: 48,033 342,641 37,328 1,065,917 801,655 1,151,278 1,181,625: 152,349 122,002
Old : 1,303,627: 48,033 342,641 37,328 1,065,917 801,655 1,151,278 1,181,625: 152,349 122,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2022 :
: 37,780: 2,949 -13,987 31,413 -3,977 22,416 30,385 39,842: 7,395 -2,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 26.3 2.9 81.8 61.5 88.3 90.6: 11.7 9.4
Old : 100.0: 3.7 26.3 2.9 81.8 61.5 88.3 90.6: 11.7 9.4
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 : 149: 15 18 12 97 89 122 109:
Old : 149: 15 18 12 97 89 122 109:
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 : 19.7 31.6 35.4 49.8 17.4 30.2 31.4 46.6
Old : 19.7 31.6 35.4 49.8 17.4 30.2 31.4 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, May 17, 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 : 413,267: 88,138 29,814 77,751 191,289 280,452 357,178 388,017: 56,089 25,249
Old : 233,035: 59,280 43,119 30,786 107,584 142,444 197,650 216,349: 35,384 16,685
Other: 180,232: 47,783 5,620 28,040 83,704 138,008 159,527 171,668: 20,705 8,564
: : :
: : Changes in Commitments from: May 10, 2022 :
: 3,408: -9,116 3,043 4,245 2,690 -5,267 -2,181 2,021: 5,590 1,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 7.2 18.8 46.3 67.9 86.4 93.9: 13.6 6.1
Old : 100.0: 25.4 18.5 13.2 46.2 61.1 84.8 92.8: 15.2 7.2
Other: 100.0: 26.5 3.1 15.6 46.4 76.6 88.5 95.2: 11.5 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 85 40 65 110 105 226 183:
Old : 255: 79 43 42 98 99 193 168:
Other: 184: 54 23 33 84 72 158 111:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.3 29.1 19.4 39.6 10.3 27.3 16.3 35.7
Old : 11.4 23.4 18.7 33.0 9.5 21.9 16.4 31.2
Other: 17.3 36.8 27.3 52.2 16.8 36.2 24.7 46.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 12,651: 2,735 1,511 1,198 5,515 9,124 9,448 11,833: 3,203 818
Old : 8,431: 2,485 1,675 262 3,627 5,986 6,373 7,922: 2,058 509
Other: 4,220: 597 183 589 1,888 3,138 3,075 3,911: 1,145 309
: : :
: : Changes in Commitments from: May 10, 2022 :
: 995: 187 70 231 234 675 652 976: 342 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 11.9 9.5 43.6 72.1 74.7 93.5: 25.3 6.5
Old : 100.0: 29.5 19.9 3.1 43.0 71.0 75.6 94.0: 24.4 6.0
Other: 100.0: 14.2 4.3 14.0 44.7 74.4 72.9 92.7: 27.1 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 24 10 11 19 16 51 31:
Old : 55: 22 12 5 11 12 35 27:
Other: 34: 11 5 4 13 10 27 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 54.0 39.3 68.6 26.9 52.2 35.0 63.1
Old : 39.7 53.6 50.8 71.2 39.7 51.8 50.4 69.0
Other: 28.9 69.8 45.9 83.7 22.8 65.2 36.9 72.3
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 2,378,501: 307,769 441,744 113,651 1,818,947 1,610,163 2,240,367 2,165,558: 138,134 212,943
Old : 2,378,501: 307,769 441,744 113,651 1,818,947 1,610,163 2,240,367 2,165,558: 138,134 212,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2022 :
: 111,718: 32,570 40,718 14,895 67,101 59,276 114,566 114,888: -2,848 -3,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 18.6 4.8 76.5 67.7 94.2 91.0: 5.8 9.0
Old : 100.0: 12.9 18.6 4.8 76.5 67.7 94.2 91.0: 5.8 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 40 85 38 160 198 220 301:
Old : 380: 40 85 38 160 198 220 301:
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 19.4 38.4 27.4 22.0 16.1 29.8 21.1
Old : 25.7 19.4 38.4 27.4 22.0 16.1 29.8 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 4,588,616: 281,480 436,995 699,092 3,260,837 2,936,994 4,241,409 4,073,081: 347,207 515,534
Old : 4,588,616: 281,480 436,995 699,092 3,260,837 2,936,994 4,241,409 4,073,081: 347,207 515,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2022 :
: -143: -94,731 -3,769 71,066 14,417 -54,640 -9,248 12,657: 9,105 -12,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 9.5 15.2 71.1 64.0 92.4 88.8: 7.6 11.2
Old : 100.0: 6.1 9.5 15.2 71.1 64.0 92.4 88.8: 7.6 11.2
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 : 421: 65 79 79 230 215 343 325:
Old : 421: 65 79 79 230 215 343 325:
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 : 18.9 20.5 26.2 26.5 13.4 15.1 19.0 19.2
Old : 18.9 20.5 26.2 26.5 13.4 15.1 19.0 19.2
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, May 17, 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 : 1,225,281: 56,209 154,046 18,786 1,000,175 799,142 1,075,170 971,974: 150,111 253,307
Old : 1,225,281: 56,209 154,046 18,786 1,000,175 799,142 1,075,170 971,974: 150,111 253,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2022 :
: -22,765: -574 1,847 3,580 -34,395 -28,176 -31,389 -22,749: 8,624 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 12.6 1.5 81.6 65.2 87.7 79.3: 12.3 20.7
Old : 100.0: 4.6 12.6 1.5 81.6 65.2 87.7 79.3: 12.3 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 12 19 12 85 92 104 116:
Old : 140: 12 19 12 85 92 104 116:
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 : 30.2 16.8 43.6 27.9 29.6 13.1 40.2 21.9
Old : 30.2 16.8 43.6 27.9 29.6 13.1 40.2 21.9
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, May 17, 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 : 4,188,502: 286,661 529,652 360,193 3,243,060 2,845,964 3,889,914 3,735,809: 298,589 452,694
Old : 4,188,502: 286,661 529,652 360,193 3,243,060 2,845,964 3,889,914 3,735,809: 298,589 452,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2022 :
: -44,194: 9,030 -31,343 12,701 -80,974 -19,582 -59,243 -38,224: 15,049 -5,969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 12.6 8.6 77.4 67.9 92.9 89.2: 7.1 10.8
Old : 100.0: 6.8 12.6 8.6 77.4 67.9 92.9 89.2: 7.1 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 : 356: 45 61 53 194 196 266 283:
Old : 356: 45 61 53 194 196 266 283:
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 : 29.4 16.3 38.5 24.4 22.9 12.6 28.6 17.9
Old : 29.4 16.3 38.5 24.4 22.9 12.6 28.6 17.9
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, May 17, 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 : 1,796,405: 100,043 51,028 302,799 1,355,889 1,401,373 1,758,731 1,755,200: 37,674 41,205
Old : 1,796,405: 100,043 51,028 302,799 1,355,889 1,401,373 1,758,731 1,755,200: 37,674 41,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2022 :
: 46,001: -3,195 -3,048 11,407 39,742 35,960 47,954 44,319: -1,953 1,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 2.8 16.9 75.5 78.0 97.9 97.7: 2.1 2.3
Old : 100.0: 5.6 2.8 16.9 75.5 78.0 97.9 97.7: 2.1 2.3
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 : 119: 23 18 32 73 76 111 111:
Old : 119: 23 18 32 73 76 111 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 32.7 51.3 47.4 15.3 14.9 21.6 18.9
Old : 33.3 32.7 51.3 47.4 15.3 14.9 21.6 18.9
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, May 17, 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 : 40,292: 7,269 18,972 286 26,674 13,870 34,229 33,127: 6,064 7,165
Old : 40,292: 7,269 18,972 286 26,674 13,870 34,229 33,127: 6,064 7,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2022 :
: -1,369: 640 813 160 -1,302 -2,373 -503 -1,401: -867 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 47.1 0.7 66.2 34.4 85.0 82.2: 15.0 17.8
Old : 100.0: 18.0 47.1 0.7 66.2 34.4 85.0 82.2: 15.0 17.8
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 : 95: 23 21 9 34 25 61 51:
Old : 95: 23 21 9 34 25 61 51:
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 : 40.4 41.4 52.8 53.9 40.4 41.4 52.8 53.8
Old : 40.4 41.4 52.8 53.9 40.4 41.4 52.8 53.8
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, May 17, 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 : 80,584: 14,538 37,943 571 53,348 27,740 68,457 66,254: 12,127 14,331
Old : 80,584: 14,538 37,943 571 53,348 27,740 68,457 66,254: 12,127 14,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2022 :
: -2,738: 1,279 1,625 319 -2,604 -4,747 -1,005 -2,802: -1,733 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 47.1 0.7 66.2 34.4 85.0 82.2: 15.0 17.8
Old : 100.0: 18.0 47.1 0.7 66.2 34.4 85.0 82.2: 15.0 17.8
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 : 95: 23 21 9 34 25 61 51:
Old : 95: 23 21 9 34 25 61 51:
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 : 40.4 41.4 52.8 53.9 40.4 41.4 52.8 53.8
Old : 40.4 41.4 52.8 53.9 40.4 41.4 52.8 53.8
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, May 17, 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 : 39,246: 3,298 1,232 0 33,251 36,924 36,549 38,156: 2,697 1,090
Old : 39,246: 3,298 1,232 0 33,251 36,924 36,549 38,156: 2,697 1,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2022 :
: -822: -175 807 0 272 -1,469 97 -662: -919 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 3.1 0.0 84.7 94.1 93.1 97.2: 6.9 2.8
Old : 100.0: 8.4 3.1 0.0 84.7 94.1 93.1 97.2: 6.9 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 4 0 19 8 22 12:
Old : 31: 3 4 0 19 8 22 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 : 52.4 86.1 69.9 95.1 52.4 84.2 69.9 93.2
Old : 52.4 86.1 69.9 95.1 52.4 84.2 69.9 93.2
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, May 17, 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 : 35,793: 24,050 33,689 2,026 9,002 0 35,078 35,715: 715 78
Old : 35,793: 24,050 33,689 2,026 9,002 0 35,078 35,715: 715 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2022 :
: 1,329: 4,162 538 797 -3,642 0 1,317 1,335: 12 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 94.1 5.7 25.2 0.0 98.0 99.8: 2.0 0.2
Old : 100.0: 67.2 94.1 5.7 25.2 0.0 98.0 99.8: 2.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 29 12 4 5 0 36 14:
Old : 46: 29 12 4 5 0 36 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 : 53.4 74.0 77.6 94.1 53.4 74.0 75.0 91.3
Old : 53.4 74.0 77.6 94.1 53.4 74.0 75.0 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-342601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 153,519: 105,570 57,663 47,949 0 47,863 153,519 153,475: 0 44
Old : 153,519: 105,570 57,663 47,949 0 47,863 153,519 153,475: 0 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2022 :
: 1,528: 1,254 1,273 274 0 -48 1,528 1,499: 0 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 37.6 31.2 0.0 31.2 100.0 100.0: 0.0 0.0
Old : 100.0: 68.8 37.6 31.2 0.0 31.2 100.0 100.0: 0.0 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 : 21: 5 15 4 0 1 5 20:
Old : 21: 5 15 4 0 1 5 20:
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 : 96.4 78.5 100.0 92.1 65.2 60.3 68.8 66.8
Old : 96.4 78.5 100.0 92.1 65.2 60.3 68.8 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2022