WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 373,189: 84,059 94,636 116,876 140,651 126,227 341,585 337,739: 31,604 35,450
Old : 315,528: 68,291 87,787 94,999 124,342 104,449 287,631 287,235: 27,897 28,293
Other: 57,661: 24,193 15,274 13,452 16,309 21,778 53,954 50,504: 3,707 7,157
: : :
: : Changes in Commitments from: September 6, 2022 :
: 9,490: -1,364 -966 9,917 1,894 242 10,447 9,194: -957 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 25.4 31.3 37.7 33.8 91.5 90.5: 8.5 9.5
Old : 100.0: 21.6 27.8 30.1 39.4 33.1 91.2 91.0: 8.8 9.0
Other: 100.0: 42.0 26.5 23.3 28.3 37.8 93.6 87.6: 6.4 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 103 98 119 101 113 271 272:
Old : 336: 107 95 110 99 110 264 261:
Other: 164: 33 41 30 39 74 90 129:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 12.7 25.0 21.1 12.6 8.0 20.2 14.4
Old : 16.0 13.7 26.4 23.3 13.1 9.2 20.0 16.2
Other: 34.3 23.7 47.8 35.4 32.1 13.8 43.7 23.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 165,458: 46,158 31,519 26,796 72,250 86,531 145,204 144,845: 20,254 20,613
Old : 149,378: 42,763 31,520 21,248 67,088 80,048 131,099 132,816: 18,278 16,562
Other: 16,080: 6,445 3,050 2,497 5,162 6,483 14,105 12,030: 1,976 4,051
: : :
: : Changes in Commitments from: September 6, 2022 :
: 4,856: 2,219 -4,240 2,921 -186 5,979 4,954 4,661: -98 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 19.0 16.2 43.7 52.3 87.8 87.5: 12.2 12.5
Old : 100.0: 28.6 21.1 14.2 44.9 53.6 87.8 88.9: 12.2 11.1
Other: 100.0: 40.1 19.0 15.5 32.1 40.3 87.7 74.8: 12.3 25.2
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 65 36 56 74 82 164 153:
Old : 207: 66 34 51 71 77 158 145:
Other: 105: 17 20 13 31 53 55 79:
:----------------------------------------------------------------------------------------------------
: 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 19.3 23.1 30.3 12.5 18.6 21.7 27.1
Old : 13.2 21.1 24.0 33.0 13.1 20.5 22.7 29.7
Other: 35.4 22.4 49.8 34.6 35.4 16.4 46.7 27.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 1,792,121: 383,003 96,992 553,948 691,975 917,653 1,628,926 1,568,593: 163,194 223,527
Old : 1,671,742: 356,659 107,222 514,139 650,028 848,375 1,520,826 1,469,736: 150,916 202,006
Other: 120,379: 52,647 16,074 13,506 41,947 69,278 108,101 98,858: 12,278 21,521
: : :
: : Changes in Commitments from: September 6, 2022 :
: 61,486: 12,954 5,270 44,959 2,037 4,343 59,950 54,573: 1,536 6,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 5.4 30.9 38.6 51.2 90.9 87.5: 9.1 12.5
Old : 100.0: 21.3 6.4 30.8 38.9 50.7 91.0 87.9: 9.0 12.1
Other: 100.0: 43.7 13.4 11.2 34.8 57.5 89.8 82.1: 10.2 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 837: 211 114 214 375 435 681 688:
Old : 832: 209 116 212 371 430 673 680:
Other: 428: 39 68 27 98 275 155 355:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.8 12.3 20.0 19.3 8.2 7.2 12.6 11.3
Old : 12.0 12.3 20.7 19.4 8.2 6.9 12.9 11.1
Other: 31.6 16.9 43.9 26.1 31.6 15.0 43.7 23.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 3,860: 574 608 312 1,163 1,721 2,048 2,641: 1,811 1,218
Old : 3,816: 602 608 284 1,163 1,721 2,048 2,613: 1,767 1,202
Other: 44: 0 28 0 0 0 0 28: 44 16
: : :
: : Changes in Commitments from: September 6, 2022 :
: 242: -30 -127 -40 163 334 94 167: 148 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 15.8 8.1 30.1 44.6 53.1 68.4: 46.9 31.6
Old : 100.0: 15.8 15.9 7.4 30.5 45.1 53.7 68.5: 46.3 31.5
Other: 100.0: 0.0 63.6 0.0 0.0 0.0 0.0 63.6: 100.0 36.4
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 4 4 9 7 17 14:
Old : 24: 7 4 4 9 7 17 14:
Other: 2: 0 2 0 0 0 0 2:
:----------------------------------------------------------------------------------------------------
: 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 40.9 36.7 60.4 20.9 38.3 34.5 55.6
Old : 21.1 41.4 37.1 60.7 21.1 38.7 34.9 56.3
Other: 0.0 63.6 0.0 63.6 0.0 63.6 0.0 63.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 794,029: 158,152 59,547 214,170 375,054 438,296 747,377 712,013: 46,653 82,016
Old : 758,974: 151,623 59,350 201,906 361,031 421,697 714,559 682,953: 44,415 76,021
Other: 35,055: 15,485 9,153 3,309 14,023 16,599 32,817 29,061: 2,238 5,995
: : :
: : Changes in Commitments from: September 6, 2022 :
: 52,209: 12,374 198 22,763 14,346 27,505 49,483 50,466: 2,726 1,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 7.5 27.0 47.2 55.2 94.1 89.7: 5.9 10.3
Old : 100.0: 20.0 7.8 26.6 47.6 55.6 94.1 90.0: 5.9 10.0
Other: 100.0: 44.2 26.1 9.4 40.0 47.4 93.6 82.9: 6.4 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 623: 167 136 198 205 275 476 523:
Old : 621: 165 139 196 204 272 472 519:
Other: 269: 31 53 22 38 163 82 227:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 12.9 20.0 20.2 10.4 10.4 15.9 16.0
Old : 12.4 13.0 20.7 20.6 11.0 10.7 17.0 16.5
Other: 46.2 19.7 61.6 32.3 45.6 16.0 60.9 27.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 26,140: 22,234 983 319 5 10,922 22,558 12,224: 3,582 13,916
Old : 23,265: 20,998 972 318 5 9,038 21,321 10,328: 1,944 12,937
Other: 2,875: 1,236 11 1 0 1,884 1,237 1,896: 1,638 979
: : :
: : Changes in Commitments from: September 6, 2022 :
: 648: 1,261 97 188 2 38 1,451 323: -803 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 3.8 1.2 0.0 41.8 86.3 46.8: 13.7 53.2
Old : 100.0: 90.3 4.2 1.4 0.0 38.8 91.6 44.4: 8.4 55.6
Other: 100.0: 43.0 0.4 0.0 0.0 65.5 43.0 65.9: 57.0 34.1
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 4 4 1 21 7 28:
Old : 30: 5 4 4 1 21 7 28:
Other: 25: 2 3 1 0 20 2 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.6 21.5 86.3 29.4 84.0 21.5 85.1 29.4
Old : 89.7 17.1 91.6 25.5 89.0 17.1 90.3 25.5
Other: 43.0 60.4 43.0 62.9 43.0 60.4 43.0 62.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 449,801: 82,776 30,263 114,955 217,747 280,690 415,478 425,909: 34,323 23,893
Old : 433,794: 85,856 31,320 105,985 208,803 273,516 400,644 410,821: 33,150 22,973
Other: 16,008: 2,218 4,241 3,673 8,944 7,174 14,835 15,088: 1,173 920
: : :
: : Changes in Commitments from: September 6, 2022 :
: 10,327: 5,802 -1,571 5,263 -1,825 8,988 9,239 12,681: 1,088 -2,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 6.7 25.6 48.4 62.4 92.4 94.7: 7.6 5.3
Old : 100.0: 19.8 7.2 24.4 48.1 63.1 92.4 94.7: 7.6 5.3
Other: 100.0: 13.9 26.5 22.9 55.9 44.8 92.7 94.3: 7.3 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 85 59 81 103 115 224 224:
Old : 285: 87 59 81 103 113 224 222:
Other: 67: 13 11 10 30 22 49 38:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.3 20.4 20.6 32.2 8.9 17.4 13.9 24.3
Old : 12.7 21.1 21.3 32.4 9.1 18.0 14.1 25.1
Other: 48.6 38.1 70.0 63.3 34.2 30.7 49.9 44.6
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 1,376,168: 66,576 171,525 127,146 1,001,860 926,938 1,195,582 1,225,609: 180,586 150,559
Old : 1,376,168: 66,576 171,525 127,146 1,001,860 926,938 1,195,582 1,225,609: 180,586 150,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2022 :
: 31,552: 608 13,647 1,720 27,018 21,591 29,345 36,958: 2,206 -5,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 12.5 9.2 72.8 67.4 86.9 89.1: 13.1 10.9
Old : 100.0: 4.8 12.5 9.2 72.8 67.4 86.9 89.1: 13.1 10.9
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 : 187: 24 27 34 117 108 161 149:
Old : 187: 24 27 34 117 108 161 149:
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 : 19.8 23.6 31.6 32.8 17.3 20.1 26.4 27.6
Old : 19.8 23.6 31.6 32.8 17.3 20.1 26.4 27.6
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, September 13, 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 : 1,377,283: 79,375 425,972 18,913 1,129,934 819,250 1,228,222 1,264,135: 149,061 113,148
Old : 1,377,283: 79,375 425,972 18,913 1,129,934 819,250 1,228,222 1,264,135: 149,061 113,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2022 :
: 16,678: 8,662 -2,156 -3,736 11,834 28,908 16,760 23,016: -82 -6,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 30.9 1.4 82.0 59.5 89.2 91.8: 10.8 8.2
Old : 100.0: 5.8 30.9 1.4 82.0 59.5 89.2 91.8: 10.8 8.2
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 : 160: 17 18 12 107 91 131 114:
Old : 160: 17 18 12 107 91 131 114:
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 39.4 38.3 56.0 20.1 38.6 33.5 52.5
Old : 23.0 39.4 38.3 56.0 20.1 38.6 33.5 52.5
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, September 13, 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 : 428,745: 120,747 14,238 77,974 175,846 308,097 374,568 400,309: 54,177 28,436
Old : 421,954: 121,069 15,753 74,605 173,102 304,169 368,775 394,527: 53,179 27,427
Other: 6,791: 2,444 1,250 604 2,745 3,928 5,793 5,782: 998 1,009
: : :
: : Changes in Commitments from: September 6, 2022 :
: -3,130: 2,711 -5,680 -1,215 -9,382 3,684 -7,886 -3,211: 4,756 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 3.3 18.2 41.0 71.9 87.4 93.4: 12.6 6.6
Old : 100.0: 28.7 3.7 17.7 41.0 72.1 87.4 93.5: 12.6 6.5
Other: 100.0: 36.0 18.4 8.9 40.4 57.8 85.3 85.1: 14.7 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 104 29 83 103 108 242 198:
Old : 276: 103 30 83 103 108 242 198:
Other: 51: 11 7 10 23 12 38 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 33.0 19.3 43.6 9.2 31.1 16.2 39.2
Old : 12.2 33.3 19.6 43.5 9.3 31.7 16.4 39.6
Other: 50.0 51.2 65.9 69.9 48.1 48.5 58.0 62.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 9,307: 3,169 1,185 245 3,717 7,255 7,132 8,686: 2,175 621
Old : 9,299: 3,169 1,185 245 3,717 7,253 7,132 8,684: 2,167 615
Other: 8: 0 0 0 0 2 0 2: 8 6
: : :
: : Changes in Commitments from: September 6, 2022 :
: -202: -193 208 -149 49 -103 -292 -44: 90 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 12.7 2.6 39.9 78.0 76.6 93.3: 23.4 6.7
Old : 100.0: 34.1 12.7 2.6 40.0 78.0 76.7 93.4: 23.3 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 25.0 0.0 25.0: 100.0 75.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 19 8 6 15 18 36 30:
Old : 54: 19 8 6 15 18 36 30:
Other: 1: 0 0 0 0 1 0 1:
:----------------------------------------------------------------------------------------------------
: 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 : 33.9 53.6 46.4 69.8 33.9 50.1 45.9 66.3
Old : 33.9 53.6 46.4 69.9 33.9 50.2 45.9 66.3
Other: 0.0 25.0 0.0 25.0 0.0 25.0 0.0 25.0
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 2,021,240: 99,119 455,864 56,188 1,721,115 1,285,037 1,876,422 1,797,088: 144,818 224,152
Old : 2,021,240: 99,119 455,864 56,188 1,721,115 1,285,037 1,876,422 1,797,088: 144,818 224,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2022 :
: 58,007: 11,405 40,916 -23,625 70,242 47,136 58,022 64,427: -15 -6,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 22.6 2.8 85.2 63.6 92.8 88.9: 7.2 11.1
Old : 100.0: 4.9 22.6 2.8 85.2 63.6 92.8 88.9: 7.2 11.1
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 : 346: 35 73 36 160 181 216 269:
Old : 346: 35 73 36 160 181 216 269:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 16.7 39.0 24.2 23.2 12.9 34.2 20.0
Old : 25.3 16.7 39.0 24.2 23.2 12.9 34.2 20.0
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, September 13, 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 : 4,454,563: 273,052 620,804 576,359 3,233,783 2,780,849 4,083,194 3,978,011: 371,369 476,552
Old : 4,454,563: 273,052 620,804 576,359 3,233,783 2,780,849 4,083,194 3,978,011: 371,369 476,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2022 :
: 181,373: 3,988 -16,070 23,794 146,975 171,167 174,756 178,890: 6,617 2,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 13.9 12.9 72.6 62.4 91.7 89.3: 8.3 10.7
Old : 100.0: 6.1 13.9 12.9 72.6 62.4 91.7 89.3: 8.3 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 : 409: 58 79 68 226 212 325 318:
Old : 409: 58 79 68 226 212 325 318:
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 17.6 27.6 27.3 14.6 13.4 20.8 20.8
Old : 20.3 17.6 27.6 27.3 14.6 13.4 20.8 20.8
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, September 13, 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 : 1,377,378: 128,433 135,219 35,041 1,087,797 972,882 1,251,271 1,143,142: 126,107 234,236
Old : 1,377,378: 128,433 135,219 35,041 1,087,797 972,882 1,251,271 1,143,142: 126,107 234,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2022 :
: 42,597: 42,666 26,740 -18,943 22,801 50,900 46,524 58,697: -3,927 -16,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 9.8 2.5 79.0 70.6 90.8 83.0: 9.2 17.0
Old : 100.0: 9.3 9.8 2.5 79.0 70.6 90.8 83.0: 9.2 17.0
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 : 148: 22 15 14 80 93 106 118:
Old : 148: 22 15 14 80 93 106 118:
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 : 34.4 26.1 48.7 38.3 33.5 22.0 43.0 31.1
Old : 34.4 26.1 48.7 38.3 33.5 22.0 43.0 31.1
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, September 13, 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 : 3,097: 723 1,471 783 828 0 2,334 2,254: 763 843
Old : 3,097: 723 1,471 783 828 0 2,334 2,254: 763 843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2022 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 47.5 25.3 26.7 0.0 75.4 72.8: 24.6 27.2
Old : 100.0: 23.3 47.5 25.3 26.7 0.0 75.4 72.8: 24.6 27.2
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 : 21: 12 8 1 1 0 14 8:
Old : 21: 12 8 1 1 0 14 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 68.4 69.6 72.8 39.5 43.1 45.6 47.5
Old : 62.2 68.4 69.6 72.8 39.5 43.1 45.6 47.5
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, September 13, 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 : 4,378,502: 252,262 786,836 272,581 3,536,443 2,847,029 4,061,285 3,906,446: 317,217 472,055
Old : 4,378,502: 252,262 786,836 272,581 3,536,443 2,847,029 4,061,285 3,906,446: 317,217 472,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2022 :
: 50,447: -1,611 34,587 22,686 30,701 -4,060 51,776 53,213: -1,329 -2,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 18.0 6.2 80.8 65.0 92.8 89.2: 7.2 10.8
Old : 100.0: 5.8 18.0 6.2 80.8 65.0 92.8 89.2: 7.2 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 35 64 45 172 185 231 270:
Old : 331: 35 64 45 172 185 231 270:
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 : 31.3 16.2 41.7 25.3 25.4 15.5 34.4 22.4
Old : 31.3 16.2 41.7 25.3 25.4 15.5 34.4 22.4
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, September 13, 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 : 1,585,427: 228,568 180,607 209,147 1,110,141 1,143,290 1,547,856 1,533,044: 37,571 52,383
Old : 1,585,427: 228,568 180,607 209,147 1,110,141 1,143,290 1,547,856 1,533,044: 37,571 52,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2022 :
: 205,643: 49,804 20,493 47,338 102,717 126,738 199,859 194,569: 5,784 11,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 11.4 13.2 70.0 72.1 97.6 96.7: 2.4 3.3
Old : 100.0: 14.4 11.4 13.2 70.0 72.1 97.6 96.7: 2.4 3.3
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 : 127: 27 16 31 75 77 113 114:
Old : 127: 27 16 31 75 77 113 114:
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 : 26.4 35.3 46.1 49.0 20.4 29.3 30.7 36.7
Old : 26.4 35.3 46.1 49.0 20.4 29.3 30.7 36.7
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, September 13, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 46,416: 10,329 16,208 3,313 26,659 19,914 40,301 39,436: 6,115 6,980
Old : 46,416: 10,329 16,208 3,313 26,659 19,914 40,301 39,436: 6,115 6,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2022 :
: 7,938: -1,287 -244 2,840 6,342 4,778 7,894 7,374: 43 563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 34.9 7.1 57.4 42.9 86.8 85.0: 13.2 15.0
Old : 100.0: 22.3 34.9 7.1 57.4 42.9 86.8 85.0: 13.2 15.0
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 : 99: 25 20 18 44 32 76 63:
Old : 99: 25 20 18 44 32 76 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 38.2 40.4 49.7 25.7 33.4 37.0 41.8
Old : 25.8 38.2 40.4 49.7 25.7 33.4 37.0 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 92,832: 20,657 32,417 6,627 53,318 39,828 80,603 78,871: 12,229 13,961
Old : 92,832: 20,657 32,417 6,627 53,318 39,828 80,603 78,871: 12,229 13,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2022 :
: 15,875: -2,575 -488 5,680 12,683 9,557 15,789 14,748: 86 1,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 34.9 7.1 57.4 42.9 86.8 85.0: 13.2 15.0
Old : 100.0: 22.3 34.9 7.1 57.4 42.9 86.8 85.0: 13.2 15.0
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 : 99: 25 20 18 44 32 76 63:
Old : 99: 25 20 18 44 32 76 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 38.2 40.4 49.7 25.7 33.4 37.0 41.8
Old : 25.8 38.2 40.4 49.7 25.7 33.4 37.0 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 70,781: 2,253 862 512 57,314 49,693 60,079 51,067: 10,702 19,714
Old : 70,781: 2,253 862 512 57,314 49,693 60,079 51,067: 10,702 19,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2022 :
: 24,532: -799 -375 503 16,732 6,319 16,436 6,447: 8,096 18,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 1.2 0.7 81.0 70.2 84.9 72.1: 15.1 27.9
Old : 100.0: 3.2 1.2 0.7 81.0 70.2 84.9 72.1: 15.1 27.9
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 : 36: 3 2 1 28 16 32 18:
Old : 36: 3 2 1 28 16 32 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 46.6 60.7 64.5 31.9 29.9 42.2 41.3
Old : 46.8 46.6 60.7 64.5 31.9 29.9 42.2 41.3
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, September 13, 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 : 68,321: 18,402 28,836 1,382 48,090 37,968 67,874 68,186: 447 135
Old : 68,321: 18,402 28,836 1,382 48,090 37,968 67,874 68,186: 447 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2022 :
: 3,377: 2,706 2,720 466 146 146 3,318 3,332: 59 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 42.2 2.0 70.4 55.6 99.3 99.8: 0.7 0.2
Old : 100.0: 26.9 42.2 2.0 70.4 55.6 99.3 99.8: 0.7 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 : 51: 23 19 6 8 3 33 26:
Old : 51: 23 19 6 8 3 33 26:
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 : 72.9 80.9 85.5 94.8 72.9 80.9 85.0 94.0
Old : 72.9 80.9 85.5 94.8 72.9 80.9 85.0 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2022