WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 387,820: 85,140 91,503 132,907 137,753 126,328 355,800 350,738: 32,020 37,082
Old : 328,341: 70,588 86,327 108,870 120,639 103,149 300,097 298,347: 28,244 29,994
Other: 59,479: 25,275 15,899 13,314 17,114 23,178 55,703 52,391: 3,777 7,088
: : :
: : Changes in Commitments from: September 13, 2022 :
: 14,630: 1,081 -3,133 16,031 -2,898 100 14,214 12,999: 416 1,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 23.6 34.3 35.5 32.6 91.7 90.4: 8.3 9.6
Old : 100.0: 21.5 26.3 33.2 36.7 31.4 91.4 90.9: 8.6 9.1
Other: 100.0: 42.5 26.7 22.4 28.8 39.0 93.7 88.1: 6.3 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 112 96 125 97 111 274 275:
Old : 340: 111 98 116 95 108 265 266:
Other: 162: 33 42 32 42 73 94 129:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 13.6 25.2 21.8 12.2 7.3 19.4 13.8
Old : 15.8 14.8 26.5 24.3 12.5 8.8 19.1 15.6
Other: 32.7 22.2 46.4 35.5 31.0 14.5 43.2 24.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 172,256: 47,500 29,820 31,563 73,001 89,472 152,064 150,855: 20,193 21,402
Old : 153,824: 44,844 30,239 24,297 66,728 82,281 135,869 136,818: 17,955 17,007
Other: 18,432: 6,938 3,863 2,983 6,274 7,191 16,195 14,037: 2,238 4,395
: : :
: : Changes in Commitments from: September 13, 2022 :
: 6,798: 1,342 -1,699 4,767 751 2,941 6,860 6,009: -61 789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 17.3 18.3 42.4 51.9 88.3 87.6: 11.7 12.4
Old : 100.0: 29.2 19.7 15.8 43.4 53.5 88.3 88.9: 11.7 11.1
Other: 100.0: 37.6 21.0 16.2 34.0 39.0 87.9 76.2: 12.1 23.8
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 74 33 58 73 85 170 155:
Old : 214: 74 32 55 69 81 164 149:
Other: 106: 20 17 15 31 52 57 78:
:----------------------------------------------------------------------------------------------------
: 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 18.1 22.6 27.8 11.8 16.8 20.6 24.3
Old : 13.0 19.7 24.2 30.2 12.8 18.5 21.9 27.0
Other: 34.0 26.4 51.0 37.7 34.0 18.3 47.1 28.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 1,817,528: 396,018 93,838 566,446 693,676 929,393 1,656,140 1,589,677: 161,388 227,851
Old : 1,690,333: 367,095 104,801 524,415 649,846 856,390 1,541,356 1,485,605: 148,977 204,728
Other: 127,195: 57,173 17,288 13,781 43,830 73,003 114,784 104,072: 12,411 23,123
: : :
: : Changes in Commitments from: September 13, 2022 :
: 25,408: 13,015 -3,154 12,498 1,701 11,740 27,214 21,084: -1,806 4,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 5.2 31.2 38.2 51.1 91.1 87.5: 8.9 12.5
Old : 100.0: 21.7 6.2 31.0 38.4 50.7 91.2 87.9: 8.8 12.1
Other: 100.0: 44.9 13.6 10.8 34.5 57.4 90.2 81.8: 9.8 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 835: 218 112 220 372 430 687 684:
Old : 831: 219 111 218 368 422 679 674:
Other: 434: 44 67 29 105 275 168 355:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 12.1 19.6 19.3 8.0 7.2 12.3 11.5
Old : 11.7 12.2 20.3 19.6 8.1 7.0 12.6 11.2
Other: 30.0 16.9 42.4 26.5 30.0 15.6 42.1 23.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 3,870: 466 593 295 1,182 1,853 1,943 2,741: 1,927 1,129
Old : 3,824: 480 593 281 1,182 1,853 1,943 2,727: 1,881 1,097
Other: 46: 0 14 0 0 0 0 14: 46 32
: : :
: : Changes in Commitments from: September 13, 2022 :
: 11: -108 -16 -17 19 132 -105 99: 116 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 15.3 7.6 30.5 47.9 50.2 70.8: 49.8 29.2
Old : 100.0: 12.6 15.5 7.3 30.9 48.5 50.8 71.3: 49.2 28.7
Other: 100.0: 0.0 30.4 0.0 0.0 0.0 0.0 30.4: 100.0 69.6
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 5 3 9 8 15 14:
Old : 23: 4 5 3 9 8 15 14:
Other: 1: 0 1 0 0 0 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 : 19.5 40.1 35.4 60.4 19.5 37.4 34.1 55.6
Old : 19.8 40.6 35.9 60.8 19.8 37.8 34.5 56.3
Other: 0.0 30.4 0.0 30.4 0.0 30.4 0.0 30.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 808,861: 152,848 62,671 223,108 385,753 441,505 761,710 727,285: 47,151 81,576
Old : 770,967: 145,202 62,501 210,153 370,722 423,269 726,077 695,923: 44,891 75,044
Other: 37,893: 16,838 9,362 3,764 15,031 18,236 35,633 31,361: 2,261 6,532
: : :
: : Changes in Commitments from: September 13, 2022 :
: 14,832: -5,304 3,124 8,938 10,699 3,209 14,333 15,271: 498 -440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 7.7 27.6 47.7 54.6 94.2 89.9: 5.8 10.1
Old : 100.0: 18.8 8.1 27.3 48.1 54.9 94.2 90.3: 5.8 9.7
Other: 100.0: 44.4 24.7 9.9 39.7 48.1 94.0 82.8: 6.0 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 619: 158 142 193 204 273 468 518:
Old : 617: 164 140 192 202 269 464 513:
Other: 277: 27 60 23 39 167 82 237:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 12.7 19.7 19.8 9.5 9.7 16.2 15.6
Old : 11.9 12.9 20.5 20.3 10.4 10.0 17.5 16.2
Other: 46.3 20.7 61.1 32.5 45.7 17.4 60.4 28.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 25,507: 22,029 973 226 8 10,322 22,263 11,521: 3,244 13,986
Old : 22,564: 20,736 962 225 8 8,435 20,969 9,622: 1,595 12,942
Other: 2,943: 1,293 11 1 0 1,887 1,294 1,899: 1,649 1,044
: : :
: : Changes in Commitments from: September 13, 2022 :
: -633: -205 -10 -93 3 -600 -295 -703: -338 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 3.8 0.9 0.0 40.5 87.3 45.2: 12.7 54.8
Old : 100.0: 91.9 4.3 1.0 0.0 37.4 92.9 42.6: 7.1 57.4
Other: 100.0: 43.9 0.4 0.0 0.0 64.1 44.0 64.5: 56.0 35.5
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 4 3 2 20 8 26:
Old : 29: 5 4 3 2 20 8 26:
Other: 24: 2 3 1 0 19 2 23:
:----------------------------------------------------------------------------------------------------
: 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 : 85.5 21.3 87.3 28.8 85.3 21.3 86.4 28.8
Old : 91.0 16.6 92.9 24.7 90.6 16.6 91.9 24.7
Other: 44.0 59.8 44.0 62.1 43.9 59.8 43.9 62.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 454,576: 85,899 30,778 117,536 217,405 282,450 420,840 430,765: 33,736 23,812
Old : 437,147: 89,491 31,788 107,423 207,783 275,037 404,697 414,248: 32,450 22,900
Other: 17,429: 2,087 4,670 4,434 9,622 7,413 16,143 16,517: 1,286 912
: : :
: : Changes in Commitments from: September 13, 2022 :
: 4,775: 3,122 515 2,581 -342 1,760 5,362 4,856: -587 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 6.8 25.9 47.8 62.1 92.6 94.8: 7.4 5.2
Old : 100.0: 20.5 7.3 24.6 47.5 62.9 92.6 94.8: 7.4 5.2
Other: 100.0: 12.0 26.8 25.4 55.2 42.5 92.6 94.8: 7.4 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 87 62 86 105 114 233 229:
Old : 293: 89 62 86 105 112 233 227:
Other: 63: 12 11 8 30 20 48 34:
:----------------------------------------------------------------------------------------------------
: 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 21.8 19.8 32.3 9.2 18.8 14.4 25.7
Old : 12.4 22.2 20.3 32.5 9.5 19.5 14.6 26.5
Other: 46.7 36.7 69.3 62.9 33.1 28.7 47.0 42.8
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 1,421,636: 65,231 180,003 143,923 1,030,926 940,421 1,240,079 1,264,347: 181,557 157,290
Old : 1,421,636: 65,231 180,003 143,923 1,030,926 940,421 1,240,079 1,264,347: 181,557 157,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2022 :
: 45,468: -1,345 8,479 16,777 29,066 13,483 44,497 38,738: 972 6,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 12.7 10.1 72.5 66.2 87.2 88.9: 12.8 11.1
Old : 100.0: 4.6 12.7 10.1 72.5 66.2 87.2 88.9: 12.8 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 : 189: 28 29 40 113 105 164 151:
Old : 189: 28 29 40 113 105 164 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 23.3 31.4 32.4 17.2 19.8 26.4 27.0
Old : 19.7 23.3 31.4 32.4 17.2 19.8 26.4 27.0
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 20, 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 : 1,385,339: 71,306 437,220 13,355 1,152,437 822,229 1,237,098 1,272,803: 148,241 112,536
Old : 1,385,339: 71,306 437,220 13,355 1,152,437 822,229 1,237,098 1,272,803: 148,241 112,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2022 :
: 8,056: -8,069 11,248 -5,558 22,503 2,979 8,876 8,668: -820 -612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 31.6 1.0 83.2 59.4 89.3 91.9: 10.7 8.1
Old : 100.0: 5.1 31.6 1.0 83.2 59.4 89.3 91.9: 10.7 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 16 19 8 104 89 125 111:
Old : 159: 16 19 8 104 89 125 111:
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 : 23.7 40.5 39.7 57.1 21.2 39.9 34.2 54.2
Old : 23.7 40.5 39.7 57.1 21.2 39.9 34.2 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 445,424: 132,951 12,060 85,507 170,487 318,976 388,945 416,542: 56,479 28,882
Old : 438,243: 133,538 13,434 81,806 167,620 315,005 382,964 410,245: 55,279 27,997
Other: 7,181: 2,257 1,469 857 2,867 3,971 5,981 6,297: 1,200 884
: : :
: : Changes in Commitments from: September 13, 2022 :
: 16,679: 12,204 -2,178 7,532 -5,360 10,879 14,377 16,233: 2,302 446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 2.7 19.2 38.3 71.6 87.3 93.5: 12.7 6.5
Old : 100.0: 30.5 3.1 18.7 38.2 71.9 87.4 93.6: 12.6 6.4
Other: 100.0: 31.4 20.5 11.9 39.9 55.3 83.3 87.7: 16.7 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 114 27 72 101 107 240 189:
Old : 280: 114 27 72 101 107 240 189:
Other: 52: 10 8 12 23 12 39 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 : 11.8 33.9 19.0 43.7 9.0 32.1 15.7 40.1
Old : 12.0 34.3 19.3 43.5 9.1 32.7 16.0 40.6
Other: 45.9 51.1 63.5 70.3 44.0 48.5 55.9 62.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 9,559: 3,739 1,200 248 3,510 7,398 7,497 8,847: 2,062 712
Old : 9,551: 3,739 1,200 248 3,510 7,396 7,497 8,845: 2,054 706
Other: 8: 0 0 0 0 2 0 2: 8 6
: : :
: : Changes in Commitments from: September 13, 2022 :
: 252: 570 15 2 -207 143 365 161: -113 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 12.6 2.6 36.7 77.4 78.4 92.5: 21.6 7.5
Old : 100.0: 39.2 12.6 2.6 36.8 77.4 78.5 92.6: 21.5 7.4
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 : 57: 21 10 7 15 17 40 30:
Old : 57: 21 10 7 15 17 40 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 : 33.8 52.9 45.6 69.5 33.8 49.3 44.9 65.8
Old : 33.8 52.9 45.6 69.5 33.8 49.3 45.0 65.8
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 20, 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 : 2,036,670: 140,845 482,262 50,127 1,689,724 1,252,676 1,880,697 1,785,065: 155,974 251,606
Old : 2,036,670: 140,845 482,262 50,127 1,689,724 1,252,676 1,880,697 1,785,065: 155,974 251,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2022 :
: 15,431: 41,727 26,398 -6,060 -31,391 -32,361 4,275 -12,023: 11,156 27,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 23.7 2.5 83.0 61.5 92.3 87.6: 7.7 12.4
Old : 100.0: 6.9 23.7 2.5 83.0 61.5 92.3 87.6: 7.7 12.4
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 : 342: 42 67 34 157 176 214 262:
Old : 342: 42 67 34 157 176 214 262:
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 : 24.7 17.2 38.0 26.1 23.1 13.2 33.6 21.2
Old : 24.7 17.2 38.0 26.1 23.1 13.2 33.6 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 4,618,998: 337,361 615,911 651,048 3,264,211 2,881,425 4,252,621 4,148,385: 366,378 470,613
Old : 4,618,998: 337,361 615,911 651,048 3,264,211 2,881,425 4,252,621 4,148,385: 366,378 470,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2022 :
: 164,435: 64,309 -4,892 74,689 30,428 100,577 169,427 170,374: -4,992 -5,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 13.3 14.1 70.7 62.4 92.1 89.8: 7.9 10.2
Old : 100.0: 7.3 13.3 14.1 70.7 62.4 92.1 89.8: 7.9 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 : 418: 74 72 76 227 209 340 318:
Old : 418: 74 72 76 227 209 340 318:
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 : 20.1 17.3 27.1 27.4 14.4 13.6 20.4 21.3
Old : 20.1 17.3 27.1 27.4 14.4 13.6 20.4 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 1,367,015: 113,657 142,465 20,950 1,109,324 957,039 1,243,931 1,120,454: 123,084 246,561
Old : 1,367,015: 113,657 142,465 20,950 1,109,324 957,039 1,243,931 1,120,454: 123,084 246,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2022 :
: -10,363: -14,776 7,246 -14,091 21,527 -15,843 -7,340 -22,688: -3,023 12,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 10.4 1.5 81.1 70.0 91.0 82.0: 9.0 18.0
Old : 100.0: 8.3 10.4 1.5 81.1 70.0 91.0 82.0: 9.0 18.0
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 : 138: 18 15 12 80 87 102 110:
Old : 138: 18 15 12 80 87 102 110:
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 : 35.4 27.4 49.9 39.2 34.5 23.6 44.4 33.3
Old : 35.4 27.4 49.9 39.2 34.5 23.6 44.4 33.3
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 20, 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 : 4,494,475: 240,299 727,832 356,213 3,588,631 2,953,957 4,185,144 4,038,002: 309,331 456,472
Old : 4,494,475: 240,299 727,832 356,213 3,588,631 2,953,957 4,185,144 4,038,002: 309,331 456,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2022 :
: 115,973: -11,963 -59,004 83,633 52,188 106,927 123,859 131,556: -7,886 -15,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 16.2 7.9 79.8 65.7 93.1 89.8: 6.9 10.2
Old : 100.0: 5.3 16.2 7.9 79.8 65.7 93.1 89.8: 6.9 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 : 341: 30 72 47 180 191 241 279:
Old : 341: 30 72 47 180 191 241 279:
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 : 30.6 15.8 40.7 25.3 24.9 15.7 33.7 22.7
Old : 30.6 15.8 40.7 25.3 24.9 15.7 33.7 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 1,719,198: 217,631 193,467 229,528 1,232,601 1,249,874 1,679,760 1,672,869: 39,438 46,329
Old : 1,719,198: 217,631 193,467 229,528 1,232,601 1,249,874 1,679,760 1,672,869: 39,438 46,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2022 :
: 133,771: -10,937 12,860 20,381 122,460 106,584 131,904 139,825: 1,867 -6,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 11.3 13.4 71.7 72.7 97.7 97.3: 2.3 2.7
Old : 100.0: 12.7 11.3 13.4 71.7 72.7 97.7 97.3: 2.3 2.7
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 : 132: 19 21 32 85 83 122 119:
Old : 132: 19 21 32 85 83 122 119:
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 : 27.6 31.3 46.2 46.9 20.9 26.9 28.2 34.8
Old : 27.6 31.3 46.2 46.9 20.9 26.9 28.2 34.8
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 20, 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 : 32,804: 7,658 15,384 145 19,123 11,202 26,926 26,731: 5,878 6,073
Old : 32,804: 7,658 15,384 145 19,123 11,202 26,926 26,731: 5,878 6,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2022 :
: -13,612: -2,671 -824 -3,168 -7,536 -8,712 -13,375 -12,705: -237 -907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 46.9 0.4 58.3 34.1 82.1 81.5: 17.9 18.5
Old : 100.0: 23.3 46.9 0.4 58.3 34.1 82.1 81.5: 17.9 18.5
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 : 87: 20 19 10 35 22 59 47:
Old : 87: 20 19 10 35 22 59 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 46.5 40.0 55.6 26.0 45.2 39.3 54.3
Old : 26.4 46.5 40.0 55.6 26.0 45.2 39.3 54.3
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 20, 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 : 65,608: 15,316 30,768 291 38,246 22,403 53,853 53,462: 11,756 12,147
Old : 65,608: 15,316 30,768 291 38,246 22,403 53,853 53,462: 11,756 12,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2022 :
: -27,223: -5,342 -1,649 -6,336 -15,072 -17,425 -26,750 -25,410: -474 -1,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 46.9 0.4 58.3 34.1 82.1 81.5: 17.9 18.5
Old : 100.0: 23.3 46.9 0.4 58.3 34.1 82.1 81.5: 17.9 18.5
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 : 87: 20 19 10 35 22 59 47:
Old : 87: 20 19 10 35 22 59 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 46.5 40.0 55.6 26.0 45.2 39.3 54.3
Old : 26.4 46.5 40.0 55.6 26.0 45.2 39.3 54.3
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 20, 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 : 49,698: 2,001 1,649 1 45,175 46,879 47,177 48,529: 2,521 1,169
Old : 49,698: 2,001 1,649 1 45,175 46,879 47,177 48,529: 2,521 1,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2022 :
: -21,083: -252 787 -511 -12,139 -2,814 -12,902 -2,538: -8,181 -18,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 3.3 0.0 90.9 94.3 94.9 97.6: 5.1 2.4
Old : 100.0: 4.0 3.3 0.0 90.9 94.3 94.9 97.6: 5.1 2.4
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 : 32: 3 2 1 22 8 26 10:
Old : 32: 3 2 1 22 8 26 10:
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 : 58.1 74.4 71.8 96.4 58.1 72.9 71.8 93.3
Old : 58.1 74.4 71.8 96.4 58.1 72.9 71.8 93.3
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 20, 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 : 68,334: 17,200 27,517 2,920 47,853 37,822 67,973 68,259: 361 75
Old : 68,334: 17,200 27,517 2,920 47,853 37,822 67,973 68,259: 361 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2022 :
: 13: -1,202 -1,319 1,538 -237 -146 99 73: -86 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 40.3 4.3 70.0 55.3 99.5 99.9: 0.5 0.1
Old : 100.0: 25.2 40.3 4.3 70.0 55.3 99.5 99.9: 0.5 0.1
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 : 51: 23 19 6 8 2 33 25:
Old : 51: 23 19 6 8 2 33 25:
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 93.5 72.9 80.9 83.5 92.8
Old : 72.9 80.9 85.5 93.5 72.9 80.9 83.5 92.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2022