WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 411,445: 78,264 82,447 151,292 150,601 137,655 380,157 371,395: 31,287 40,050
Old : 367,562: 70,731 83,982 131,239 137,386 118,640 339,356 333,861: 28,207 33,702
Other: 43,882: 17,629 8,562 9,957 13,215 19,015 40,801 37,534: 3,081 6,348
: : :
: : Changes in Commitments from: July 12, 2022 :
: 13,273: 2,903 4,730 10,711 -1,068 -2,775 12,545 12,666: 727 607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 20.0 36.8 36.6 33.5 92.4 90.3: 7.6 9.7
Old : 100.0: 19.2 22.8 35.7 37.4 32.3 92.3 90.8: 7.7 9.2
Other: 100.0: 40.2 19.5 22.7 30.1 43.3 93.0 85.5: 7.0 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 91 95 120 102 108 264 259:
Old : 314: 96 90 116 100 105 259 252:
Other: 135: 27 28 30 36 61 79 106:
:----------------------------------------------------------------------------------------------------
: 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 16.0 27.1 24.5 11.5 6.7 18.3 11.6
Old : 18.2 17.1 28.7 26.4 11.8 8.7 18.1 13.8
Other: 38.3 22.6 53.8 36.3 36.6 16.2 50.1 26.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 178,991: 36,726 29,678 39,795 83,761 87,630 160,282 157,102: 18,708 21,888
Old : 168,166: 33,384 29,405 36,904 80,343 83,119 150,631 149,427: 17,535 18,739
Other: 10,824: 5,315 2,246 918 3,418 4,511 9,651 7,675: 1,173 3,149
: : :
: : Changes in Commitments from: July 12, 2022 :
: 6,361: -188 4,668 2,554 3,648 -1,682 6,015 5,541: 346 820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 16.6 22.2 46.8 49.0 89.5 87.8: 10.5 12.2
Old : 100.0: 19.9 17.5 21.9 47.8 49.4 89.6 88.9: 10.4 11.1
Other: 100.0: 49.1 20.8 8.5 31.6 41.7 89.2 70.9: 10.8 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 59 38 60 85 79 174 151:
Old : 203: 58 38 58 81 75 167 147:
Other: 90: 13 16 10 27 50 47 69:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 17.8 22.7 28.5 10.0 17.0 17.5 25.8
Old : 14.0 18.4 23.8 29.6 10.7 17.9 18.5 27.1
Other: 49.2 27.5 63.9 39.3 49.1 24.5 62.4 34.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 1,878,222: 275,998 113,611 652,765 769,925 889,245 1,698,688 1,655,621: 179,534 222,601
Old : 550,719: 121,381 134,232 161,833 223,960 212,101 507,174 508,166: 43,545 42,552
Other: 1,327,503: 256,160 80,922 389,389 545,965 677,144 1,191,514 1,147,454: 135,989 180,049
: : :
: : Changes in Commitments from: July 12, 2022 :
: -28,592: -31,252 6,404 -7,199 6,263 -23,113 -32,188 -23,908: 3,595 -4,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 6.0 34.8 41.0 47.3 90.4 88.1: 9.6 11.9
Old : 100.0: 22.0 24.4 29.4 40.7 38.5 92.1 92.3: 7.9 7.7
Other: 100.0: 19.3 6.1 29.3 41.1 51.0 89.8 86.4: 10.2 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 810: 198 117 216 397 432 692 676:
Old : 631: 106 116 93 251 301 408 459:
Other: 774: 193 99 178 357 412 619 622:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 14.1 22.4 21.2 8.3 6.0 12.7 10.2
Old : 16.8 18.2 26.7 26.1 11.2 12.2 18.3 18.2
Other: 13.8 15.0 22.3 22.3 8.1 7.5 13.5 11.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 782,719: 133,018 52,461 232,713 369,441 417,458 735,171 702,631: 47,548 80,088
Old : 93,414: 7,537 4,028 42,032 37,245 38,695 86,815 84,756: 6,599 8,659
Other: 689,305: 130,981 53,933 185,180 332,195 378,763 648,356 617,875: 40,949 71,430
: : :
: : Changes in Commitments from: July 12, 2022 :
: -7,722: -10,103 -632 5 1,324 -7,782 -8,774 -8,408: 1,052 686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 6.7 29.7 47.2 53.3 93.9 89.8: 6.1 10.2
Old : 100.0: 8.1 4.3 45.0 39.9 41.4 92.9 90.7: 7.1 9.3
Other: 100.0: 19.0 7.8 26.9 48.2 54.9 94.1 89.6: 5.9 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 579: 153 120 169 222 265 464 479:
Old : 312: 58 51 57 114 136 200 217:
Other: 569: 154 115 154 193 254 422 459:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 15.1 22.4 24.8 9.1 10.0 15.3 16.0
Old : 32.8 27.2 45.0 39.1 15.0 10.0 20.7 14.5
Other: 12.1 15.2 22.4 24.4 10.7 12.7 17.6 19.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 26,640: 19,110 873 129 33 11,091 19,272 12,093: 7,368 14,547
Old : 1,117: 904 41 0 27 67 931 108: 186 1,009
Other: 25,523: 18,206 832 129 6 11,024 18,341 11,985: 7,182 13,538
: : :
: : Changes in Commitments from: July 12, 2022 :
: -281: -114 10 5 -17 -161 -126 -146: -155 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 3.3 0.5 0.1 41.6 72.3 45.4: 27.7 54.6
Old : 100.0: 80.9 3.7 0.0 2.4 6.0 83.3 9.7: 16.7 90.3
Other: 100.0: 71.3 3.3 0.5 0.0 43.2 71.9 47.0: 28.1 53.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 3 2 4 24 9 29:
Old : 21: 4 3 0 3 11 7 14:
Other: 32: 5 3 2 2 24 7 29:
:----------------------------------------------------------------------------------------------------
: 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 : 70.7 20.0 72.3 27.9 70.2 20.0 71.7 27.9
Old : 80.9 5.8 83.3 8.1 80.9 5.8 83.3 8.1
Other: 70.2 20.8 71.9 28.9 69.7 20.8 71.3 28.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 436,352: 58,366 36,623 104,573 244,670 270,602 407,609 411,798: 28,743 24,553
Old : 122,803: 14,038 10,968 25,608 75,757 80,130 115,402 116,706: 7,400 6,097
Other: 313,549: 51,933 33,260 71,360 168,914 190,472 292,207 295,092: 21,342 18,457
: : :
: : Changes in Commitments from: July 12, 2022 :
: 8,919: -4,163 -443 5,187 6,891 4,197 7,915 8,941: 1,005 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 8.4 24.0 56.1 62.0 93.4 94.4: 6.6 5.6
Old : 100.0: 11.4 8.9 20.9 61.7 65.3 94.0 95.0: 6.0 5.0
Other: 100.0: 16.6 10.6 22.8 53.9 60.7 93.2 94.1: 6.8 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 75 61 87 108 113 230 220:
Old : 186: 36 36 39 75 84 134 137:
Other: 259: 68 66 75 90 96 200 196:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 21.2 23.1 31.7 8.4 13.3 13.9 19.0
Old : 28.7 18.9 41.1 30.8 24.6 12.1 30.9 20.1
Other: 13.4 24.7 22.3 35.1 12.1 20.4 19.5 27.8
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 1,321,264: 77,870 128,485 84,665 986,677 954,021 1,149,213 1,167,171: 172,052 154,094
Old : 1,321,264: 77,870 128,485 84,665 986,677 954,021 1,149,213 1,167,171: 172,052 154,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2022 :
: 5,564: -7,377 13,126 1,483 12,920 -2,892 7,026 11,717: -1,462 -6,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 9.7 6.4 74.7 72.2 87.0 88.3: 13.0 11.7
Old : 100.0: 5.9 9.7 6.4 74.7 72.2 87.0 88.3: 13.0 11.7
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 : 184: 24 22 29 113 113 151 150:
Old : 184: 24 22 29 113 113 151 150:
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 : 21.6 27.7 33.3 37.9 17.9 24.1 26.6 32.5
Old : 21.6 27.7 33.3 37.9 17.9 24.1 26.6 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 1,313,615: 49,387 395,159 2,280 1,113,651 805,939 1,165,318 1,203,378: 148,297 110,237
Old : 1,313,615: 49,387 395,159 2,280 1,113,651 805,939 1,165,318 1,203,378: 148,297 110,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2022 :
: 23,625: -3,379 14,098 -383 26,401 17,111 22,639 30,826: 987 -7,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 30.1 0.2 84.8 61.4 88.7 91.6: 11.3 8.4
Old : 100.0: 3.8 30.1 0.2 84.8 61.4 88.7 91.6: 11.3 8.4
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 : 151: 14 14 5 98 93 114 110:
Old : 151: 14 14 5 98 93 114 110:
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 : 23.2 35.7 38.5 51.9 20.0 35.7 34.0 49.4
Old : 23.2 35.7 38.5 51.9 20.0 35.7 34.0 49.4
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 19, 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 : 444,043: 101,406 13,464 108,793 185,496 295,274 395,695 417,531: 48,348 26,512
Old : 115,279: 43,055 4,733 13,421 43,772 88,165 100,248 106,318: 15,031 8,961
Other: 328,764: 91,235 41,615 62,488 141,724 207,109 295,447 311,213: 33,317 17,551
: : :
: : Changes in Commitments from: July 12, 2022 :
: 3,953: 2,508 2,070 1,667 -2,365 -1,776 1,811 1,961: 2,142 1,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 3.0 24.5 41.8 66.5 89.1 94.0: 10.9 6.0
Old : 100.0: 37.3 4.1 11.6 38.0 76.5 87.0 92.2: 13.0 7.8
Other: 100.0: 27.8 12.7 19.0 43.1 63.0 89.9 94.7: 10.1 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 104 36 87 98 109 239 210:
Old : 199: 61 20 34 77 88 149 132:
Other: 259: 84 56 68 86 90 207 182:
:----------------------------------------------------------------------------------------------------
: 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 30.4 20.6 41.4 9.1 26.9 15.3 34.3
Old : 29.3 30.5 37.7 43.3 24.3 25.1 30.4 35.7
Other: 12.4 31.3 21.0 44.6 11.8 30.2 19.9 41.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 9,194: 1,881 1,535 757 4,458 6,320 7,097 8,612: 2,097 582
Old : 9,194: 1,881 1,535 757 4,458 6,320 7,097 8,612: 2,097 582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2022 :
: 230: 353 -177 -66 -297 617 -9 375: 239 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 16.7 8.2 48.5 68.7 77.2 93.7: 22.8 6.3
Old : 100.0: 20.5 16.7 8.2 48.5 68.7 77.2 93.7: 22.8 6.3
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 : 56: 17 12 6 16 17 35 33:
Old : 56: 17 12 6 16 17 35 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 51.8 48.3 68.5 32.1 50.6 42.2 64.2
Old : 35.4 51.8 48.3 68.5 32.1 50.6 42.2 64.2
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 19, 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 : 2,091,875: 275,204 336,869 52,934 1,624,732 1,483,778 1,952,870 1,873,581: 139,005 218,295
Old : 2,091,875: 275,204 336,869 52,934 1,624,732 1,483,778 1,952,870 1,873,581: 139,005 218,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2022 :
: 16,073: 476 -1,892 -2,326 13,669 39,109 11,819 34,891: 4,254 -18,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 16.1 2.5 77.7 70.9 93.4 89.6: 6.6 10.4
Old : 100.0: 13.2 16.1 2.5 77.7 70.9 93.4 89.6: 6.6 10.4
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 : 350: 39 68 25 162 187 214 267:
Old : 350: 39 68 25 162 187 214 267:
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 : 20.4 18.2 31.9 27.8 17.7 12.6 27.9 21.1
Old : 20.4 18.2 31.9 27.8 17.7 12.6 27.9 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, July 19, 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 : 4,210,058: 351,147 437,649 463,030 3,036,305 2,885,463 3,850,482 3,786,142: 359,576 423,916
Old : 4,210,058: 351,147 437,649 463,030 3,036,305 2,885,463 3,850,482 3,786,142: 359,576 423,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2022 :
: -98,058: -14,588 5,853 -55,551 -44,532 -9,244 -114,671 -58,943: 16,613 -39,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 10.4 11.0 72.1 68.5 91.5 89.9: 8.5 10.1
Old : 100.0: 8.3 10.4 11.0 72.1 68.5 91.5 89.9: 8.5 10.1
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 : 406: 66 70 74 215 210 316 319:
Old : 406: 66 70 74 215 210 316 319:
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 : 20.6 19.8 28.4 27.6 14.6 14.3 19.8 19.8
Old : 20.6 19.8 28.4 27.6 14.6 14.3 19.8 19.8
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 19, 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 : 1,176,679: 61,232 96,939 5,146 974,246 824,988 1,040,624 927,073: 136,055 249,606
Old : 1,176,679: 61,232 96,939 5,146 974,246 824,988 1,040,624 927,073: 136,055 249,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2022 :
: -6,817: 967 9,335 -3,349 1,136 -16,624 -1,246 -10,638: -5,571 3,821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 8.2 0.4 82.8 70.1 88.4 78.8: 11.6 21.2
Old : 100.0: 5.2 8.2 0.4 82.8 70.1 88.4 78.8: 11.6 21.2
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 : 140: 15 15 8 77 92 95 112:
Old : 140: 15 15 8 77 92 95 112:
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 : 33.0 19.8 47.4 29.9 32.6 11.9 41.2 20.0
Old : 33.0 19.8 47.4 29.9 32.6 11.9 41.2 20.0
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 19, 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 : 3,992: 2,536 3,220 188 0 85 2,724 3,493: 1,268 499
Old : 3,992: 2,536 3,220 188 0 85 2,724 3,493: 1,268 499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2022 :
: 1,072: 983 835 71 0 0 1,054 906: 18 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 80.7 4.7 0.0 2.1 68.2 87.5: 31.8 12.5
Old : 100.0: 63.5 80.7 4.7 0.0 2.1 68.2 87.5: 31.8 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 : 31: 25 5 2 0 1 26 7:
Old : 31: 25 5 2 0 1 26 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 : 33.8 81.9 45.5 87.5 33.8 79.9 45.0 82.8
Old : 33.8 81.9 45.5 87.5 33.8 79.9 45.0 82.8
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 19, 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 : 4,277,406: 261,585 521,705 248,235 3,472,142 3,065,345 3,981,962 3,835,285: 295,444 442,121
Old : 4,277,406: 261,585 521,705 248,235 3,472,142 3,065,345 3,981,962 3,835,285: 295,444 442,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2022 :
: -94,869: -4,133 -20,385 -25,596 -51,466 -51,700 -81,195 -97,680: -13,673 2,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 12.2 5.8 81.2 71.7 93.1 89.7: 6.9 10.3
Old : 100.0: 6.1 12.2 5.8 81.2 71.7 93.1 89.7: 6.9 10.3
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 : 332: 35 66 47 172 182 232 270:
Old : 332: 35 66 47 172 182 232 270:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 17.2 43.4 26.8 25.2 14.7 33.7 21.7
Old : 31.9 17.2 43.4 26.8 25.2 14.7 33.7 21.7
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 19, 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 : 1,769,139: 248,072 134,494 198,795 1,290,344 1,395,376 1,737,211 1,728,665: 31,928 40,474
Old : 1,769,139: 248,072 134,494 198,795 1,290,344 1,395,376 1,737,211 1,728,665: 31,928 40,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2022 :
: 142,025: 58,257 25,734 -15,395 104,337 137,237 147,199 147,576: -5,174 -5,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 7.6 11.2 72.9 78.9 98.2 97.7: 1.8 2.3
Old : 100.0: 14.0 7.6 11.2 72.9 78.9 98.2 97.7: 1.8 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 : 132: 21 23 36 78 82 121 120:
Old : 132: 21 23 36 78 82 121 120:
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 : 29.3 35.9 50.2 50.3 19.2 23.9 29.2 32.1
Old : 29.3 35.9 50.2 50.3 19.2 23.9 29.2 32.1
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 19, 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 : 35,693: 8,785 16,690 356 21,345 10,857 30,486 27,903: 5,207 7,790
Old : 35,693: 8,785 16,690 356 21,345 10,857 30,486 27,903: 5,207 7,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2022 :
: 1,976: 1,962 -68 37 -279 2,039 1,720 2,008: 257 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 46.8 1.0 59.8 30.4 85.4 78.2: 14.6 21.8
Old : 100.0: 24.6 46.8 1.0 59.8 30.4 85.4 78.2: 14.6 21.8
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 : 88: 17 24 8 34 23 56 50:
Old : 88: 17 24 8 34 23 56 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 : 36.0 35.4 51.5 46.8 36.0 35.4 50.9 46.7
Old : 36.0 35.4 51.5 46.8 36.0 35.4 50.9 46.7
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 19, 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 : 71,386: 17,570 33,381 711 42,690 21,714 60,972 55,806: 10,414 15,579
Old : 71,386: 17,570 33,381 711 42,690 21,714 60,972 55,806: 10,414 15,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2022 :
: 3,953: 3,923 -136 73 -557 4,079 3,439 4,016: 513 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 46.8 1.0 59.8 30.4 85.4 78.2: 14.6 21.8
Old : 100.0: 24.6 46.8 1.0 59.8 30.4 85.4 78.2: 14.6 21.8
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 : 88: 17 24 8 34 23 56 50:
Old : 88: 17 24 8 34 23 56 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 : 36.0 35.4 51.5 46.8 36.0 35.4 50.9 46.7
Old : 36.0 35.4 51.5 46.8 36.0 35.4 50.9 46.7
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 19, 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 : 44,994: 2,118 787 0 40,085 43,157 42,203 43,944: 2,791 1,050
Old : 44,994: 2,118 787 0 40,085 43,157 42,203 43,944: 2,791 1,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2022 :
: 409: -967 359 -30 1,369 149 372 478: 37 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 1.7 0.0 89.1 95.9 93.8 97.7: 6.2 2.3
Old : 100.0: 4.7 1.7 0.0 89.1 95.9 93.8 97.7: 6.2 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 : 34: 2 2 0 22 11 24 13:
Old : 34: 2 2 0 22 11 24 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 : 49.8 72.8 66.6 93.1 49.8 70.5 66.6 89.5
Old : 49.8 72.8 66.6 93.1 49.8 70.5 66.6 89.5
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 19, 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 : 67,458: 12,868 26,996 2,333 51,893 37,988 67,094 67,317: 364 141
Old : 67,458: 12,868 26,996 2,333 51,893 37,988 67,094 67,317: 364 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2022 :
: 970: -2,709 704 250 3,425 0 966 954: 4 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 40.0 3.5 76.9 56.3 99.5 99.8: 0.5 0.2
Old : 100.0: 19.1 40.0 3.5 76.9 56.3 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: 20 17 8 7 2 30 24:
Old : 45: 20 17 8 7 2 30 24:
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 : 79.7 83.8 89.5 95.4 79.7 82.5 88.8 93.5
Old : 79.7 83.8 89.5 95.4 79.7 82.5 88.8 93.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2022