WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 404,440: 76,672 85,030 144,648 150,613 135,147 371,934 364,825: 32,507 39,615
Old : 359,107: 70,558 87,460 121,955 137,016 116,142 329,528 325,556: 29,579 33,551
Other: 45,334: 17,941 9,397 10,867 13,598 19,005 42,406 39,269: 2,928 6,064
: : :
: : Changes in Commitments from: July 19, 2022 :
: -7,004: -1,592 2,583 -6,644 12 -2,508 -8,224 -6,570: 1,219 -435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 21.0 35.8 37.2 33.4 92.0 90.2: 8.0 9.8
Old : 100.0: 19.6 24.4 34.0 38.2 32.3 91.8 90.7: 8.2 9.3
Other: 100.0: 39.6 20.7 24.0 30.0 41.9 93.5 86.6: 6.5 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 94 98 128 99 108 268 268:
Old : 322: 102 91 122 97 102 263 256:
Other: 139: 25 34 32 37 63 80 113:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 14.3 25.6 22.6 11.4 6.8 18.4 12.3
Old : 17.2 15.2 27.2 24.3 11.9 8.6 18.3 14.6
Other: 37.5 22.3 52.7 35.3 35.4 15.3 48.5 24.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 181,353: 37,670 33,171 38,662 84,966 87,703 161,298 159,537: 20,055 21,816
Old : 170,662: 34,186 33,248 36,025 81,634 82,931 151,846 152,205: 18,817 18,458
Other: 10,690: 5,347 1,786 774 3,332 4,772 9,453 7,332: 1,238 3,358
: : :
: : Changes in Commitments from: July 19, 2022 :
: 2,362: 943 3,493 -1,133 1,205 74 1,016 2,434: 1,346 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 18.3 21.3 46.9 48.4 88.9 88.0: 11.1 12.0
Old : 100.0: 20.0 19.5 21.1 47.8 48.6 89.0 89.2: 11.0 10.8
Other: 100.0: 50.0 16.7 7.2 31.2 44.6 88.4 68.6: 11.6 31.4
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 57 44 66 85 82 177 164:
Old : 213: 56 45 64 81 78 170 160:
Other: 93: 16 14 9 26 52 46 71:
:----------------------------------------------------------------------------------------------------
: 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 17.7 21.5 28.9 10.5 17.0 17.9 26.6
Old : 13.0 18.5 22.5 30.1 11.2 17.8 18.9 27.9
Other: 48.9 23.6 63.9 34.0 48.8 22.5 62.4 32.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 1,812,824: 263,607 113,769 600,389 771,295 875,684 1,635,290 1,589,842: 177,534 222,983
Old : 456,657: 119,759 147,998 97,052 200,840 171,874 417,651 416,924: 39,006 39,734
Other: 1,356,167: 266,190 88,114 380,994 570,455 703,810 1,217,639 1,172,918: 138,528 183,249
: : :
: : Changes in Commitments from: July 19, 2022 :
: -65,397: -12,391 158 -52,376 1,370 -13,561 -63,397 -65,779: -2,000 382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 6.3 33.1 42.5 48.3 90.2 87.7: 9.8 12.3
Old : 100.0: 26.2 32.4 21.3 44.0 37.6 91.5 91.3: 8.5 8.7
Other: 100.0: 19.6 6.5 28.1 42.1 51.9 89.8 86.5: 10.2 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 803: 192 115 216 393 428 686 673:
Old : 619: 106 110 83 246 288 393 440:
Other: 771: 191 99 175 352 407 613 616:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 12.8 20.8 19.8 8.4 6.2 13.2 10.5
Old : 14.1 16.8 25.0 26.0 12.7 15.7 20.7 22.7
Other: 12.9 14.3 21.3 22.0 8.4 7.7 13.5 12.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 724,199: 133,439 53,749 194,131 350,552 400,054 678,122 647,934: 46,077 76,265
Old : 19,556: 3,874 1,643 0 12,871 15,424 16,745 17,067: 2,811 2,489
Other: 704,643: 133,533 56,074 190,163 337,681 384,630 661,377 630,867: 43,266 73,776
: : :
: : Changes in Commitments from: July 19, 2022 :
: -58,520: 420 1,288 -38,581 -18,889 -17,403 -57,049 -54,696: -1,471 -3,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 7.4 26.8 48.4 55.2 93.6 89.5: 6.4 10.5
Old : 100.0: 19.8 8.4 0.0 65.8 78.9 85.6 87.3: 14.4 12.7
Other: 100.0: 19.0 8.0 27.0 47.9 54.6 93.9 89.5: 6.1 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 578: 166 114 173 216 266 460 483:
Old : 174: 19 21 0 67 80 86 101:
Other: 577: 161 119 165 196 260 433 475:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 14.3 21.4 22.9 10.1 11.4 16.9 17.9
Old : 40.9 38.4 59.6 51.1 40.9 38.0 59.4 50.6
Other: 12.0 14.7 22.0 23.5 10.6 12.3 17.5 19.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 26,006: 19,116 852 109 9 10,825 19,234 11,786: 6,772 14,220
Old : 657: 562 3 0 2 57 564 60: 93 597
Other: 25,349: 18,554 849 109 7 10,768 18,670 11,726: 6,679 13,623
: : :
: : Changes in Commitments from: July 19, 2022 :
: -634: 6 -21 -20 -24 -266 -38 -307: -596 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 3.3 0.4 0.0 41.6 74.0 45.3: 26.0 54.7
Old : 100.0: 85.5 0.5 0.0 0.3 8.7 85.8 9.1: 14.2 90.9
Other: 100.0: 73.2 3.3 0.4 0.0 42.5 73.7 46.3: 26.3 53.7
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 5 3 3 2 23 7 29:
Old : 11: 3 1 0 1 6 4 7:
Other: 31: 5 3 3 2 23 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 : 72.3 20.8 74.0 28.5 71.9 20.8 73.5 28.5
Old : 85.8 7.6 85.8 9.1 85.8 7.6 85.8 9.1
Other: 72.0 21.3 73.7 29.1 71.5 21.3 73.2 29.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 414,842: 58,506 41,875 94,933 233,805 254,106 387,244 390,914: 27,598 23,928
Old : 86,327: 15,843 10,366 10,617 53,758 60,186 80,219 81,169: 6,108 5,158
Other: 328,515: 51,792 40,639 75,186 180,047 193,920 307,026 309,746: 21,490 18,770
: : :
: : Changes in Commitments from: July 19, 2022 :
: -21,510: 140 5,252 -9,640 -10,865 -16,497 -20,365 -20,884: -1,145 -625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 10.1 22.9 56.4 61.3 93.3 94.2: 6.7 5.8
Old : 100.0: 18.4 12.0 12.3 62.3 69.7 92.9 94.0: 7.1 6.0
Other: 100.0: 15.8 12.4 22.9 54.8 59.0 93.5 94.3: 6.5 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 73 64 90 107 110 231 223:
Old : 175: 42 26 29 68 73 124 114:
Other: 268: 67 76 81 91 96 207 206:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 20.7 22.2 30.6 9.0 14.5 15.0 20.4
Old : 31.1 20.7 40.4 32.4 31.1 19.3 39.8 30.8
Other: 12.6 23.3 22.4 34.1 11.4 18.3 18.9 25.9
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 1,283,203: 74,296 124,915 62,324 967,885 933,998 1,104,504 1,121,237: 178,698 161,966
Old : 1,283,203: 74,296 124,915 62,324 967,885 933,998 1,104,504 1,121,237: 178,698 161,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2022 :
: -38,061: -3,574 -3,570 -22,342 -18,792 -20,022 -44,708 -45,934: 6,647 7,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 9.7 4.9 75.4 72.8 86.1 87.4: 13.9 12.6
Old : 100.0: 5.8 9.7 4.9 75.4 72.8 86.1 87.4: 13.9 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 24 19 24 110 110 145 142:
Old : 178: 24 19 24 110 110 145 142:
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 28.5 33.5 38.9 18.2 24.8 27.2 33.1
Old : 21.6 28.5 33.5 38.9 18.2 24.8 27.2 33.1
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 26, 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 : 1,328,491: 49,191 399,444 3,318 1,120,990 819,404 1,173,499 1,222,166: 154,992 106,325
Old : 1,328,491: 49,191 399,444 3,318 1,120,990 819,404 1,173,499 1,222,166: 154,992 106,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2022 :
: 14,876: -196 4,285 1,038 7,339 13,465 8,181 18,788: 6,695 -3,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 30.1 0.2 84.4 61.7 88.3 92.0: 11.7 8.0
Old : 100.0: 3.7 30.1 0.2 84.4 61.7 88.3 92.0: 11.7 8.0
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 : 156: 16 14 6 99 96 116 115:
Old : 156: 16 14 6 99 96 116 115:
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 : 23.0 35.6 38.1 51.6 19.7 35.6 33.1 49.5
Old : 23.0 35.6 38.1 51.6 19.7 35.6 33.1 49.5
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 26, 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 : 438,045: 108,935 11,977 101,027 177,332 296,547 387,294 409,551: 50,751 28,494
Old : 93,800: 37,630 2,161 8,840 35,477 74,069 81,947 85,070: 11,853 8,730
Other: 344,245: 101,333 39,844 62,159 141,855 222,478 305,347 324,481: 38,898 19,764
: : :
: : Changes in Commitments from: July 19, 2022 :
: -5,999: 7,529 -1,487 -7,766 -8,164 1,273 -8,401 -7,980: 2,403 1,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 2.7 23.1 40.5 67.7 88.4 93.5: 11.6 6.5
Old : 100.0: 40.1 2.3 9.4 37.8 79.0 87.4 90.7: 12.6 9.3
Other: 100.0: 29.4 11.6 18.1 41.2 64.6 88.7 94.3: 11.3 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 103 31 81 98 105 239 198:
Old : 190: 58 16 23 73 83 138 116:
Other: 260: 91 49 68 85 92 211 179:
:----------------------------------------------------------------------------------------------------
: 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 30.8 19.6 41.6 9.3 27.7 16.2 35.4
Old : 29.6 32.1 38.6 42.3 26.5 27.4 33.5 35.7
Other: 12.2 30.5 20.8 43.6 11.4 28.9 19.9 40.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 9,298: 1,919 1,476 704 4,364 6,449 6,987 8,629: 2,311 668
Old : 9,298: 1,919 1,476 704 4,364 6,449 6,987 8,629: 2,311 668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2022 :
: 104: 38 -59 -54 -95 130 -110 17: 214 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 15.9 7.6 46.9 69.4 75.1 92.8: 24.9 7.2
Old : 100.0: 20.6 15.9 7.6 46.9 69.4 75.1 92.8: 24.9 7.2
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 : 54: 14 13 5 16 18 33 34:
Old : 54: 14 13 5 16 18 33 34:
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 : 34.8 52.1 47.6 66.6 31.9 51.7 42.5 64.8
Old : 34.8 52.1 47.6 66.6 31.9 51.7 42.5 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 26, 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 : 2,035,096: 238,889 330,262 40,702 1,617,663 1,455,561 1,897,255 1,826,526: 137,841 208,570
Old : 2,035,096: 238,889 330,262 40,702 1,617,663 1,455,561 1,897,255 1,826,526: 137,841 208,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2022 :
: -56,780: -36,315 -6,606 -12,232 -7,069 -28,217 -55,616 -47,055: -1,164 -9,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 16.2 2.0 79.5 71.5 93.2 89.8: 6.8 10.2
Old : 100.0: 11.7 16.2 2.0 79.5 71.5 93.2 89.8: 6.8 10.2
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 : 360: 36 77 26 165 192 217 279:
Old : 360: 36 77 26 165 192 217 279:
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 : 20.9 17.5 31.2 27.4 19.3 11.2 26.7 19.5
Old : 20.9 17.5 31.2 27.4 19.3 11.2 26.7 19.5
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 26, 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 : 4,166,409: 273,365 421,667 405,012 3,110,355 2,894,867 3,788,732 3,721,547: 377,677 444,863
Old : 4,166,409: 273,365 421,667 405,012 3,110,355 2,894,867 3,788,732 3,721,547: 377,677 444,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2022 :
: -43,649: -77,783 -15,982 -58,018 74,050 9,405 -61,750 -64,595: 18,101 20,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 10.1 9.7 74.7 69.5 90.9 89.3: 9.1 10.7
Old : 100.0: 6.6 10.1 9.7 74.7 69.5 90.9 89.3: 9.1 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 : 390: 59 66 69 210 211 306 309:
Old : 390: 59 66 69 210 211 306 309:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 19.8 28.3 26.9 15.6 15.1 21.7 20.4
Old : 21.0 19.8 28.3 26.9 15.6 15.1 21.7 20.4
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 26, 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 : 1,165,276: 59,468 90,394 6,792 967,242 816,066 1,033,502 913,252: 131,774 252,024
Old : 1,165,276: 59,468 90,394 6,792 967,242 816,066 1,033,502 913,252: 131,774 252,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2022 :
: -11,403: -1,764 -6,545 1,646 -7,004 -8,922 -7,122 -13,821: -4,281 2,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 7.8 0.6 83.0 70.0 88.7 78.4: 11.3 21.6
Old : 100.0: 5.1 7.8 0.6 83.0 70.0 88.7 78.4: 11.3 21.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 13 16 9 77 90 94 111:
Old : 136: 13 16 9 77 90 94 111:
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 : 33.2 20.1 47.6 29.9 32.7 13.1 41.4 20.9
Old : 33.2 20.1 47.6 29.9 32.7 13.1 41.4 20.9
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 26, 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 : 4,833: 3,402 3,983 0 0 484 3,402 4,467: 1,431 366
Old : 4,833: 3,402 3,983 0 0 484 3,402 4,467: 1,431 366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2022 :
: 841: 866 763 -188 0 399 678 974: 163 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 82.4 0.0 0.0 10.0 70.4 92.4: 29.6 7.6
Old : 100.0: 70.4 82.4 0.0 0.0 10.0 70.4 92.4: 29.6 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 28 5 0 0 1 28 6:
Old : 34: 28 5 0 0 1 28 6:
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 : 39.3 87.5 49.3 92.4 39.3 87.5 49.3 92.4
Old : 39.3 87.5 49.3 92.4 39.3 87.5 49.3 92.4
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 26, 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 : 4,259,457: 311,284 602,957 195,198 3,460,485 3,031,395 3,966,967 3,829,550: 292,490 429,907
Old : 4,259,457: 311,284 602,957 195,198 3,460,485 3,031,395 3,966,967 3,829,550: 292,490 429,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2022 :
: -17,949: 49,700 81,251 -53,037 -11,657 -33,950 -14,995 -5,735: -2,955 -12,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 14.2 4.6 81.2 71.2 93.1 89.9: 6.9 10.1
Old : 100.0: 7.3 14.2 4.6 81.2 71.2 93.1 89.9: 6.9 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 : 333: 42 55 39 174 184 231 263:
Old : 333: 42 55 39 174 184 231 263:
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 : 31.5 17.8 42.6 27.0 25.6 16.0 34.0 23.6
Old : 31.5 17.8 42.6 27.0 25.6 16.0 34.0 23.6
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 26, 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 : 1,885,799: 290,967 143,799 216,086 1,346,037 1,485,586 1,853,090 1,845,471: 32,709 40,328
Old : 1,885,799: 290,967 143,799 216,086 1,346,037 1,485,586 1,853,090 1,845,471: 32,709 40,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2022 :
: 116,660: 42,895 9,305 17,291 55,693 90,210 115,879 116,806: 781 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 7.6 11.5 71.4 78.8 98.3 97.9: 1.7 2.1
Old : 100.0: 15.4 7.6 11.5 71.4 78.8 98.3 97.9: 1.7 2.1
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 : 142: 23 26 38 84 84 130 127:
Old : 142: 23 26 38 84 84 130 127:
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 : 31.5 33.6 51.4 47.4 21.2 22.6 31.4 30.7
Old : 31.5 33.6 51.4 47.4 21.2 22.6 31.4 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 36,729: 7,976 18,570 237 23,463 9,921 31,676 28,728: 5,054 8,001
Old : 36,729: 7,976 18,570 237 23,463 9,921 31,676 28,728: 5,054 8,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2022 :
: 1,036: -809 1,880 -118 2,118 -937 1,190 825: -153 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 50.6 0.6 63.9 27.0 86.2 78.2: 13.8 21.8
Old : 100.0: 21.7 50.6 0.6 63.9 27.0 86.2 78.2: 13.8 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 : 94: 19 26 11 37 23 62 54:
Old : 94: 19 26 11 37 23 62 54:
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 : 36.1 37.9 53.8 47.1 35.4 37.8 53.1 47.0
Old : 36.1 37.9 53.8 47.1 35.4 37.8 53.1 47.0
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 26, 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 : 73,459: 15,952 37,140 475 46,925 19,841 63,351 57,456: 10,107 16,003
Old : 73,459: 15,952 37,140 475 46,925 19,841 63,351 57,456: 10,107 16,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2022 :
: 2,073: -1,619 3,759 -237 4,235 -1,873 2,380 1,649: -307 424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 50.6 0.6 63.9 27.0 86.2 78.2: 13.8 21.8
Old : 100.0: 21.7 50.6 0.6 63.9 27.0 86.2 78.2: 13.8 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 : 94: 19 26 11 37 23 62 54:
Old : 94: 19 26 11 37 23 62 54:
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 : 36.1 37.9 53.8 47.1 35.4 37.8 53.1 47.0
Old : 36.1 37.9 53.8 47.1 35.4 37.8 53.1 47.0
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 26, 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 : 43,331: 2,234 428 67 38,546 41,967 40,847 42,462: 2,484 869
Old : 43,331: 2,234 428 67 38,546 41,967 40,847 42,462: 2,484 869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2022 :
: -1,663: 116 -359 67 -1,539 -1,190 -1,356 -1,482: -307 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 1.0 0.2 89.0 96.9 94.3 98.0: 5.7 2.0
Old : 100.0: 5.2 1.0 0.2 89.0 96.9 94.3 98.0: 5.7 2.0
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 : 35: 4 1 1 22 11 26 13:
Old : 35: 4 1 1 22 11 26 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 : 51.4 72.3 67.8 93.7 51.4 69.8 67.8 89.9
Old : 51.4 72.3 67.8 93.7 51.4 69.8 67.8 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($0.5 X DJIA INDEX) :
: : :
All : 16,766: 7,016 4,673 2,295 2,459 417 11,770 7,385: 4,996 9,381
Old : 16,766: 7,016 4,673 2,295 2,459 417 11,770 7,385: 4,996 9,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2022 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 27.9 13.7 14.7 2.5 70.2 44.0: 29.8 56.0
Old : 100.0: 41.8 27.9 13.7 14.7 2.5 70.2 44.0: 29.8 56.0
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: 8 9 2 3 1 11 12:
Old : 21: 8 9 2 3 1 11 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 : 54.7 29.0 65.9 39.2 42.3 19.6 52.2 28.0
Old : 54.7 29.0 65.9 39.2 42.3 19.6 52.2 28.0
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 26, 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 : 69,738: 14,435 30,098 1,541 53,388 37,988 69,364 69,627: 374 111
Old : 69,738: 14,435 30,098 1,541 53,388 37,988 69,364 69,627: 374 111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2022 :
: 2,280: 1,567 3,102 -792 1,495 0 2,270 2,310: 10 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 43.2 2.2 76.6 54.5 99.5 99.8: 0.5 0.2
Old : 100.0: 20.7 43.2 2.2 76.6 54.5 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 : 46: 20 18 7 7 2 30 24:
Old : 46: 20 18 7 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 : 79.3 80.0 90.7 93.7 79.2 79.8 90.7 93.5
Old : 79.3 80.0 90.7 93.7 79.2 79.8 90.7 93.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2022