WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 398,172: 75,361 77,717 140,582 151,669 140,430 367,612 358,729: 30,560 39,443
Old : 355,316: 67,002 78,897 122,181 138,555 121,110 327,738 322,188: 27,579 33,128
Other: 42,856: 18,117 8,579 8,642 13,115 19,320 39,874 36,541: 2,982 6,315
: : :
: : Changes in Commitments from: July 5, 2022 :
: 11,096: -7,139 936 11,839 5,102 -3,377 9,802 9,398: 1,294 1,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 19.5 35.3 38.1 35.3 92.3 90.1: 7.7 9.9
Old : 100.0: 18.9 22.2 34.4 39.0 34.1 92.2 90.7: 7.8 9.3
Other: 100.0: 42.3 20.0 20.2 30.6 45.1 93.0 85.3: 7.0 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 87 92 122 97 113 259 260:
Old : 312: 95 85 118 96 110 255 253:
Other: 136: 23 34 26 34 63 73 108:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 15.5 27.1 23.9 12.2 6.7 19.2 12.1
Old : 17.6 16.2 28.2 25.5 12.3 8.4 19.1 14.0
Other: 39.9 24.0 56.9 38.1 38.8 16.9 52.7 26.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 172,630: 36,914 25,010 37,241 80,113 89,311 154,267 151,562: 18,362 21,068
Old : 162,068: 33,086 24,767 34,464 77,367 84,885 144,917 144,116: 17,151 17,952
Other: 10,562: 5,452 1,867 1,152 2,746 4,427 9,350 7,446: 1,212 3,116
: : :
: : Changes in Commitments from: July 5, 2022 :
: 1,792: -4,576 482 594 5,129 579 1,147 1,655: 644 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 14.5 21.6 46.4 51.7 89.4 87.8: 10.6 12.2
Old : 100.0: 20.4 15.3 21.3 47.7 52.4 89.4 88.9: 10.6 11.1
Other: 100.0: 51.6 17.7 10.9 26.0 41.9 88.5 70.5: 11.5 29.5
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 56 38 50 86 80 167 143:
Old : 199: 52 41 49 82 77 161 140:
Other: 89: 15 12 9 28 51 47 68:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 19.0 22.5 29.5 9.4 17.7 17.5 26.0
Old : 14.0 19.6 23.5 30.6 10.0 18.6 18.6 27.4
Other: 51.7 27.9 66.2 40.8 50.2 22.9 60.7 31.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 1,906,814: 307,250 107,207 659,964 763,662 912,358 1,730,875 1,679,529: 175,939 227,285
Old : 589,668: 134,100 139,020 162,963 248,599 239,931 545,662 541,914: 44,005 47,754
Other: 1,317,146: 286,402 81,440 383,748 515,063 672,427 1,185,213 1,137,615: 131,933 179,532
: : :
: : Changes in Commitments from: July 5, 2022 :
: 52,306: -17,167 -265 53,241 13,862 3,814 49,936 56,790: 2,370 -4,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 5.6 34.6 40.0 47.8 90.8 88.1: 9.2 11.9
Old : 100.0: 22.7 23.6 27.6 42.2 40.7 92.5 91.9: 7.5 8.1
Other: 100.0: 21.7 6.2 29.1 39.1 51.1 90.0 86.4: 10.0 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 817: 214 107 210 390 430 691 673:
Old : 661: 120 121 97 253 314 423 482:
Other: 771: 199 98 165 348 405 615 604:
:----------------------------------------------------------------------------------------------------
: 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 13.8 22.4 20.8 8.5 6.1 13.2 10.3
Old : 15.8 16.2 25.8 24.2 11.7 11.0 19.0 17.0
Other: 13.9 15.0 22.6 22.6 8.4 8.1 13.8 12.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 790,441: 143,121 53,092 232,707 368,117 425,239 743,945 711,039: 46,495 79,402
Old : 101,310: 8,797 5,695 43,266 41,642 44,123 93,704 93,084: 7,606 8,226
Other: 689,131: 140,211 53,283 183,555 326,476 381,117 650,242 617,955: 38,889 71,176
: : :
: : Changes in Commitments from: July 5, 2022 :
: -15,400: -20,976 -9,600 19,632 -14,913 -21,062 -16,256 -11,030: 856 -4,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 6.7 29.4 46.6 53.8 94.1 90.0: 5.9 10.0
Old : 100.0: 8.7 5.6 42.7 41.1 43.6 92.5 91.9: 7.5 8.1
Other: 100.0: 20.3 7.7 26.6 47.4 55.3 94.4 89.7: 5.6 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 587: 167 117 168 224 265 472 479:
Old : 339: 61 59 58 118 150 209 238:
Other: 578: 164 116 154 187 258 424 463:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 15.1 22.4 24.8 9.1 10.2 14.6 16.0
Old : 30.2 27.2 43.3 39.2 18.0 15.4 22.2 19.9
Other: 12.4 15.7 22.7 25.0 10.5 13.1 17.9 19.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 26,921: 19,224 863 124 50 11,252 19,398 12,239: 7,523 14,682
Old : 1,121: 897 32 0 44 81 941 113: 180 1,008
Other: 25,800: 18,327 831 124 6 11,171 18,457 12,126: 7,343 13,674
: : :
: : Changes in Commitments from: July 5, 2022 :
: -30: 468 12 -41 -4 108 423 79: -453 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 3.2 0.5 0.2 41.8 72.1 45.5: 27.9 54.5
Old : 100.0: 80.0 2.9 0.0 3.9 7.2 83.9 10.1: 16.1 89.9
Other: 100.0: 71.0 3.2 0.5 0.0 43.3 71.5 47.0: 28.5 53.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 5 3 2 5 25 10 30:
Old : 24: 4 3 0 4 13 8 16:
Other: 33: 5 3 2 2 25 7 30:
:----------------------------------------------------------------------------------------------------
: 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 : 70.3 19.7 72.0 27.4 69.9 19.7 71.4 27.4
Old : 80.0 5.0 83.9 8.0 80.0 5.0 83.9 8.0
Other: 69.9 20.5 71.5 28.4 69.4 20.5 71.0 28.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 427,432: 62,529 37,066 99,386 237,780 266,405 399,694 402,857: 27,738 24,575
Old : 125,016: 17,619 11,545 24,524 74,729 82,293 116,872 118,362: 8,144 6,655
Other: 302,416: 54,391 35,003 65,380 163,051 184,112 282,822 284,495: 19,594 17,921
: : :
: : Changes in Commitments from: July 5, 2022 :
: 13,408: -8,235 -1,446 9,569 12,787 4,781 14,121 12,904: -713 504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 8.7 23.3 55.6 62.3 93.5 94.3: 6.5 5.7
Old : 100.0: 14.1 9.2 19.6 59.8 65.8 93.5 94.7: 6.5 5.3
Other: 100.0: 18.0 11.6 21.6 53.9 60.9 93.5 94.1: 6.5 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 80 66 85 108 110 232 223:
Old : 189: 45 29 33 80 85 138 135:
Other: 262: 64 78 75 92 91 205 196:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 21.3 23.1 31.2 8.7 13.2 14.1 18.9
Old : 26.0 15.7 37.1 27.4 24.8 12.2 31.7 21.2
Other: 13.8 26.0 23.4 35.4 13.0 21.6 20.5 28.3
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 1,315,700: 85,247 115,359 83,183 973,757 956,912 1,142,187 1,155,454: 173,514 160,246
Old : 1,315,700: 85,247 115,359 83,183 973,757 956,912 1,142,187 1,155,454: 173,514 160,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2022 :
: -24,629: -6,920 2,020 -3,184 -10,248 -11,811 -20,351 -12,975: -4,278 -11,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 8.8 6.3 74.0 72.7 86.8 87.8: 13.2 12.2
Old : 100.0: 6.5 8.8 6.3 74.0 72.7 86.8 87.8: 13.2 12.2
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 : 186: 21 27 30 113 111 152 150:
Old : 186: 21 27 30 113 111 152 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 27.0 33.8 36.3 18.1 23.2 26.9 30.8
Old : 22.0 27.0 33.8 36.3 18.1 23.2 26.9 30.8
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, July 12, 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 : 1,289,990: 52,766 381,061 2,663 1,087,250 788,828 1,142,679 1,172,552: 147,310 117,438
Old : 1,289,990: 52,766 381,061 2,663 1,087,250 788,828 1,142,679 1,172,552: 147,310 117,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2022 :
: 9,283: -873 8,767 595 9,827 -2,631 9,549 6,731: -267 2,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 29.5 0.2 84.3 61.1 88.6 90.9: 11.4 9.1
Old : 100.0: 4.1 29.5 0.2 84.3 61.1 88.6 90.9: 11.4 9.1
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 : 149: 16 13 4 96 91 112 108:
Old : 149: 16 13 4 96 91 112 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 35.9 38.6 52.0 19.6 35.9 34.0 49.2
Old : 22.8 35.9 38.6 52.0 19.6 35.9 34.0 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 440,090: 98,898 11,394 107,126 187,861 297,050 393,884 415,570: 46,206 24,520
Old : 123,731: 46,470 5,778 12,708 49,704 96,286 108,882 114,772: 14,849 8,959
Other: 316,359: 86,141 39,329 60,704 138,157 200,765 285,002 300,798: 31,356 15,561
: : :
: : Changes in Commitments from: July 5, 2022 :
: 5,054: -689 -4,722 2,774 3,253 10,294 5,338 8,347: -284 -3,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 2.6 24.3 42.7 67.5 89.5 94.4: 10.5 5.6
Old : 100.0: 37.6 4.7 10.3 40.2 77.8 88.0 92.8: 12.0 7.2
Other: 100.0: 27.2 12.4 19.2 43.7 63.5 90.1 95.1: 9.9 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 104 31 89 99 107 238 206:
Old : 202: 63 23 37 82 84 158 132:
Other: 245: 77 50 66 85 86 199 171:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 30.5 20.6 42.0 9.2 27.0 15.3 34.6
Old : 26.8 29.8 34.9 43.1 22.5 25.5 29.1 36.9
Other: 12.7 32.7 21.4 45.9 12.2 31.4 20.4 42.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 8,964: 1,528 1,712 823 4,755 5,702 7,106 8,237: 1,858 727
Old : 8,964: 1,528 1,712 823 4,755 5,702 7,106 8,237: 1,858 727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2022 :
: -285: -39 161 -46 11 -328 -75 -213: -210 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 19.1 9.2 53.0 63.6 79.3 91.9: 20.7 8.1
Old : 100.0: 17.0 19.1 9.2 53.0 63.6 79.3 91.9: 20.7 8.1
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 : 55: 16 11 5 20 16 36 32:
Old : 55: 16 11 5 20 16 36 32:
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 : 37.0 52.2 49.1 68.5 33.4 51.4 44.3 64.8
Old : 37.0 52.2 49.1 68.5 33.4 51.4 44.3 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 2,075,802: 274,728 338,760 55,260 1,611,063 1,444,669 1,941,051 1,838,689: 134,751 237,113
Old : 2,075,802: 274,728 338,760 55,260 1,611,063 1,444,669 1,941,051 1,838,689: 134,751 237,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2022 :
: -37,319: 4,975 -17,890 2,030 -33,880 -28,410 -26,874 -44,269: -10,444 6,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 16.3 2.7 77.6 69.6 93.5 88.6: 6.5 11.4
Old : 100.0: 13.2 16.3 2.7 77.6 69.6 93.5 88.6: 6.5 11.4
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 : 357: 31 78 24 159 194 204 282:
Old : 357: 31 78 24 159 194 204 282:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 17.8 33.7 26.8 19.9 11.9 29.3 19.2
Old : 22.3 17.8 33.7 26.8 19.9 11.9 29.3 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 4,308,116: 365,735 431,797 518,581 3,080,837 2,894,707 3,965,153 3,845,085: 342,963 463,032
Old : 4,308,116: 365,735 431,797 518,581 3,080,837 2,894,707 3,965,153 3,845,085: 342,963 463,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2022 :
: 18,097: 69,252 18,781 -3,566 -46,862 16,726 18,824 31,941: -727 -13,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 10.0 12.0 71.5 67.2 92.0 89.3: 8.0 10.7
Old : 100.0: 8.5 10.0 12.0 71.5 67.2 92.0 89.3: 8.0 10.7
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 : 410: 68 71 81 218 215 326 327:
Old : 410: 68 71 81 218 215 326 327:
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 : 20.3 19.6 27.3 27.1 14.6 14.4 20.1 19.3
Old : 20.3 19.6 27.3 27.1 14.6 14.4 20.1 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 1,183,496: 60,265 87,604 8,495 973,110 841,612 1,041,870 937,711: 141,626 245,785
Old : 1,183,496: 60,265 87,604 8,495 973,110 841,612 1,041,870 937,711: 141,626 245,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2022 :
: 19,706: -238 4,359 1,800 13,135 27,930 14,697 34,089: 5,009 -14,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 7.4 0.7 82.2 71.1 88.0 79.2: 12.0 20.8
Old : 100.0: 5.1 7.4 0.7 82.2 71.1 88.0 79.2: 12.0 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 : 143: 15 16 9 80 94 98 116:
Old : 143: 15 16 9 80 94 98 116:
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 : 33.1 19.7 47.2 30.4 32.6 13.5 41.3 21.1
Old : 33.1 19.7 47.2 30.4 32.6 13.5 41.3 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 x Index Points :
: : :
All : 2,920: 1,553 2,385 117 0 85 1,670 2,587: 1,250 333
Old : 2,920: 1,553 2,385 117 0 85 1,670 2,587: 1,250 333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2022 :
: -220: -213 -371 117 0 -4 -96 -258: -124 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 81.7 4.0 0.0 2.9 57.2 88.6: 42.8 11.4
Old : 100.0: 53.2 81.7 4.0 0.0 2.9 57.2 88.6: 42.8 11.4
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 : 30: 24 5 2 0 1 25 7:
Old : 30: 24 5 2 0 1 25 7:
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 : 19.3 83.4 32.6 88.6 19.3 80.5 32.2 84.6
Old : 19.3 83.4 32.6 88.6 19.3 80.5 32.2 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 4,372,275: 265,718 542,090 273,831 3,523,608 3,117,044 4,063,157 3,932,965: 309,118 439,310
Old : 4,372,275: 265,718 542,090 273,831 3,523,608 3,117,044 4,063,157 3,932,965: 309,118 439,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2022 :
: -41,090: 4,344 25,574 -19,886 -22,483 -20,604 -38,026 -14,917: -3,064 -26,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 12.4 6.3 80.6 71.3 92.9 90.0: 7.1 10.0
Old : 100.0: 6.1 12.4 6.3 80.6 71.3 92.9 90.0: 7.1 10.0
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 : 326: 35 63 45 170 181 228 266:
Old : 326: 35 63 45 170 181 228 266:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 17.9 44.6 27.1 25.5 15.4 34.8 22.7
Old : 32.4 17.9 44.6 27.1 25.5 15.4 34.8 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 1,627,114: 189,815 108,760 214,190 1,186,007 1,258,139 1,590,012 1,581,089: 37,102 46,025
Old : 1,627,114: 189,815 108,760 214,190 1,186,007 1,258,139 1,590,012 1,581,089: 37,102 46,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2022 :
: 27,742: -11,285 3,846 14,031 28,838 12,427 31,584 30,304: -3,842 -2,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 6.7 13.2 72.9 77.3 97.7 97.2: 2.3 2.8
Old : 100.0: 11.7 6.7 13.2 72.9 77.3 97.7 97.2: 2.3 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 : 128: 23 19 38 78 77 119 117:
Old : 128: 23 19 38 78 77 119 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 34.3 49.9 49.3 16.4 21.4 25.9 29.3
Old : 28.4 34.3 49.9 49.3 16.4 21.4 25.9 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 33,717: 6,823 16,759 319 21,624 8,818 28,766 25,895: 4,951 7,821
Old : 33,717: 6,823 16,759 319 21,624 8,818 28,766 25,895: 4,951 7,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2022 :
: -60: 1,292 -310 12 -1,099 -142 205 -440: -265 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 49.7 0.9 64.1 26.2 85.3 76.8: 14.7 23.2
Old : 100.0: 20.2 49.7 0.9 64.1 26.2 85.3 76.8: 14.7 23.2
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 : 82: 17 22 8 32 21 53 47:
Old : 82: 17 22 8 32 21 53 47:
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 : 36.9 38.7 51.9 48.7 36.9 38.7 51.5 48.7
Old : 36.9 38.7 51.9 48.7 36.9 38.7 51.5 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 67,433: 13,647 33,517 638 43,247 17,635 57,532 51,790: 9,901 15,643
Old : 67,433: 13,647 33,517 638 43,247 17,635 57,532 51,790: 9,901 15,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2022 :
: -120: 2,585 -619 24 -2,199 -284 409 -880: -530 759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 49.7 0.9 64.1 26.2 85.3 76.8: 14.7 23.2
Old : 100.0: 20.2 49.7 0.9 64.1 26.2 85.3 76.8: 14.7 23.2
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 : 82: 17 22 8 32 21 53 47:
Old : 82: 17 22 8 32 21 53 47:
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 : 36.9 38.7 51.9 48.7 36.9 38.7 51.5 48.7
Old : 36.9 38.7 51.9 48.7 36.9 38.7 51.5 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 44,585: 3,085 428 30 38,716 43,008 41,831 43,466: 2,754 1,119
Old : 44,585: 3,085 428 30 38,716 43,008 41,831 43,466: 2,754 1,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2022 :
: 174: -215 0 30 64 163 -121 193: 295 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 1.0 0.1 86.8 96.5 93.8 97.5: 6.2 2.5
Old : 100.0: 6.9 1.0 0.1 86.8 96.5 93.8 97.5: 6.2 2.5
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 : 34: 4 1 1 21 11 25 13:
Old : 34: 4 1 1 21 11 25 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 : 50.1 73.6 66.4 92.9 50.1 71.7 66.3 90.5
Old : 50.1 73.6 66.4 92.9 50.1 71.7 66.3 90.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 66,488: 15,577 26,292 2,083 48,468 37,988 66,128 66,363: 360 125
Old : 66,488: 15,577 26,292 2,083 48,468 37,988 66,128 66,363: 360 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2022 :
: -1,216: -2,947 282 -1,500 3,238 0 -1,209 -1,218: -7 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 39.5 3.1 72.9 57.1 99.5 99.8: 0.5 0.2
Old : 100.0: 23.4 39.5 3.1 72.9 57.1 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 19 18 7 7 2 30 23:
Old : 45: 19 18 7 7 2 30 23:
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 : 78.9 82.5 88.1 94.2 78.9 81.2 88.0 92.6
Old : 78.9 82.5 88.1 94.2 78.9 81.2 88.0 92.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2022