WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 391,177: 77,893 74,213 138,115 145,043 141,515 361,051 353,843: 30,127 37,334
Old : 321,513: 63,603 70,491 107,892 124,458 113,272 295,953 291,655: 25,561 29,858
Other: 69,664: 27,580 17,012 16,933 20,585 28,243 65,098 62,188: 4,566 7,476
: : :
: : Changes in Commitments from: September 27, 2022 :
: 13,212: -5,579 -7,408 11,483 7,135 8,552 13,039 12,626: 173 586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 19.0 35.3 37.1 36.2 92.3 90.5: 7.7 9.5
Old : 100.0: 19.8 21.9 33.6 38.7 35.2 92.0 90.7: 8.0 9.3
Other: 100.0: 39.6 24.4 24.3 29.5 40.5 93.4 89.3: 6.6 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 100 87 125 94 118 266 269:
Old : 324: 98 89 118 92 111 256 259:
Other: 169: 44 33 30 43 76 101 126:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 12.8 24.7 21.2 11.6 7.6 19.2 12.1
Old : 15.4 14.3 26.6 23.6 12.3 8.4 19.5 13.3
Other: 28.9 22.2 42.8 37.3 28.9 16.3 39.2 26.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 169,709: 44,331 22,311 32,303 71,098 90,914 147,732 145,528: 21,977 24,181
Old : 148,773: 43,647 24,179 22,925 62,735 82,724 129,306 129,828: 19,466 18,945
Other: 20,936: 7,598 5,045 2,465 8,363 8,190 18,426 15,700: 2,511 5,236
: : :
: : Changes in Commitments from: September 27, 2022 :
: 1,768: -858 -1,272 -438 380 544 -916 -1,166: 2,684 2,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 13.1 19.0 41.9 53.6 87.1 85.8: 12.9 14.2
Old : 100.0: 29.3 16.3 15.4 42.2 55.6 86.9 87.3: 13.1 12.7
Other: 100.0: 36.3 24.1 11.8 39.9 39.1 88.0 75.0: 12.0 25.0
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 59 33 53 75 83 161 144:
Old : 195: 59 33 50 70 79 154 138:
Other: 107: 20 17 14 37 51 64 75:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 18.5 22.4 28.7 11.2 16.8 18.6 23.4
Old : 13.2 20.8 24.3 31.9 12.4 19.8 20.6 27.2
Other: 32.0 25.5 45.1 36.7 32.0 24.0 44.0 33.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 1,829,430: 368,971 75,778 571,991 721,741 949,014 1,662,703 1,596,782: 166,727 232,647
Old : 1,693,503: 341,102 88,626 526,707 673,272 870,974 1,541,080 1,486,306: 152,422 207,196
Other: 135,927: 58,696 17,979 14,457 48,469 78,040 121,622 110,476: 14,304 25,451
: : :
: : Changes in Commitments from: September 27, 2022 :
: 42,005: -68 -9,444 16,133 18,983 32,784 35,048 39,474: 6,957 2,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 4.1 31.3 39.5 51.9 90.9 87.3: 9.1 12.7
Old : 100.0: 20.1 5.2 31.1 39.8 51.4 91.0 87.8: 9.0 12.2
Other: 100.0: 43.2 13.2 10.6 35.7 57.4 89.5 81.3: 10.5 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 828: 200 117 210 390 436 688 683:
Old : 822: 205 110 206 389 428 681 671:
Other: 439: 50 62 34 106 280 178 355:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 11.9 18.8 19.5 7.6 7.1 12.0 10.9
Old : 11.3 12.1 19.4 19.9 7.7 6.9 12.2 10.9
Other: 28.9 16.0 40.6 25.0 28.9 15.3 40.5 22.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 3,977: 629 775 310 1,089 1,837 2,027 2,921: 1,950 1,055
Old : 3,927: 663 775 276 1,089 1,837 2,027 2,887: 1,900 1,039
Other: 50: 0 34 0 0 0 0 34: 50 16
: : :
: : Changes in Commitments from: September 27, 2022 :
: 14: 36 107 -35 -3 -23 -2 49: 16 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 19.5 7.8 27.4 46.2 51.0 73.5: 49.0 26.5
Old : 100.0: 16.9 19.7 7.0 27.7 46.8 51.6 73.5: 48.4 26.5
Other: 100.0: 0.0 68.0 0.0 0.0 0.0 0.0 68.0: 100.0 32.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 6 4 9 6 16 15:
Old : 23: 6 6 4 9 6 16 15:
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 : 20.0 43.0 36.1 63.2 20.0 39.7 34.8 58.1
Old : 20.2 43.5 36.6 63.6 20.2 40.2 35.2 58.8
Other: 0.0 68.0 0.0 68.0 0.0 68.0 0.0 68.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 810,388: 125,790 61,342 230,313 403,943 435,630 760,047 727,285: 50,341 83,102
Old : 763,703: 120,285 59,784 211,396 384,488 417,775 716,168 688,955: 47,535 74,748
Other: 46,685: 19,871 15,924 4,552 19,456 17,855 43,879 38,331: 2,806 8,354
: : :
: : Changes in Commitments from: September 27, 2022 :
: -19,873: -15,017 -378 -12,640 6,531 -4,443 -21,127 -17,461: 1,254 -2,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 7.6 28.4 49.8 53.8 93.8 89.7: 6.2 10.3
Old : 100.0: 15.8 7.8 27.7 50.3 54.7 93.8 90.2: 6.2 9.8
Other: 100.0: 42.6 34.1 9.8 41.7 38.2 94.0 82.1: 6.0 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 584: 151 134 176 219 252 463 485:
Old : 581: 153 131 173 218 249 459 479:
Other: 264: 28 54 27 44 152 89 220:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 12.1 20.3 19.1 9.7 8.5 14.9 14.0
Old : 12.9 12.1 21.1 19.4 10.2 8.8 15.3 14.5
Other: 42.0 26.6 56.7 38.6 41.5 22.7 55.6 32.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 24,988: 21,234 343 297 14 8,291 21,545 8,931: 3,443 16,057
Old : 21,922: 19,880 338 296 14 6,391 20,190 7,025: 1,732 14,897
Other: 3,066: 1,354 5 1 0 1,900 1,355 1,906: 1,711 1,160
: : :
: : Changes in Commitments from: September 27, 2022 :
: -251: -560 -217 201 5 -1,398 -354 -1,414: 103 1,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 1.4 1.2 0.1 33.2 86.2 35.7: 13.8 64.3
Old : 100.0: 90.7 1.5 1.4 0.1 29.2 92.1 32.0: 7.9 68.0
Other: 100.0: 44.2 0.2 0.0 0.0 62.0 44.2 62.2: 55.8 37.8
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 2 4 2 15 7 20:
Old : 21: 4 2 4 2 15 7 20:
Other: 18: 2 1 1 0 15 2 17:
:----------------------------------------------------------------------------------------------------
: 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 : 85.4 20.1 86.2 26.5 85.0 20.1 85.0 26.4
Old : 91.2 15.2 92.1 21.9 90.7 15.2 90.7 21.9
Other: 44.2 58.7 44.2 60.9 44.2 58.7 44.2 60.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 452,583: 90,365 32,527 125,748 205,026 271,050 421,139 429,325: 31,443 23,257
Old : 431,987: 94,359 34,118 113,533 194,372 262,063 402,264 409,714: 29,722 22,272
Other: 20,596: 2,672 5,075 5,549 10,654 8,987 18,875 19,611: 1,721 985
: : :
: : Changes in Commitments from: September 27, 2022 :
: 5,398: 2,275 -3,240 5,360 -3,943 3,214 3,692 5,334: 1,705 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 7.2 27.8 45.3 59.9 93.1 94.9: 6.9 5.1
Old : 100.0: 21.8 7.9 26.3 45.0 60.7 93.1 94.8: 6.9 5.2
Other: 100.0: 13.0 24.6 26.9 51.7 43.6 91.6 95.2: 8.4 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 84 62 84 102 112 228 224:
Old : 286: 87 61 84 102 111 228 223:
Other: 69: 17 11 10 29 20 52 36:
:----------------------------------------------------------------------------------------------------
: 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 21.2 21.0 31.5 8.9 17.2 14.1 24.7
Old : 12.2 21.4 21.0 31.5 9.0 17.6 14.2 25.4
Other: 45.2 34.8 65.6 60.6 31.4 25.3 46.0 43.0
- CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 1,381,169: 62,849 174,087 112,310 1,035,712 945,218 1,210,872 1,231,615: 170,298 149,554
Old : 1,381,169: 62,849 174,087 112,310 1,035,712 945,218 1,210,872 1,231,615: 170,298 149,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2022 :
: 1,368: 9,831 2,149 -10,465 14,621 11,508 13,986 3,192: -12,618 -1,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 12.6 8.1 75.0 68.4 87.7 89.2: 12.3 10.8
Old : 100.0: 4.6 12.6 8.1 75.0 68.4 87.7 89.2: 12.3 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 : 196: 31 29 44 117 109 172 158:
Old : 196: 31 29 44 117 109 172 158:
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 24.9 33.2 36.1 18.2 21.9 27.3 29.8
Old : 21.0 24.9 33.2 36.1 18.2 21.9 27.3 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 1,403,886: 66,911 443,686 7,539 1,169,571 849,514 1,244,021 1,300,738: 159,865 103,149
Old : 1,403,886: 66,911 443,686 7,539 1,169,571 849,514 1,244,021 1,300,738: 159,865 103,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2022 :
: -12,744: -6,491 -11,623 -1,978 -7,307 8,571 -15,776 -5,031: 3,033 -7,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 31.6 0.5 83.3 60.5 88.6 92.7: 11.4 7.3
Old : 100.0: 4.8 31.6 0.5 83.3 60.5 88.6 92.7: 11.4 7.3
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 : 157: 15 17 8 99 91 118 112:
Old : 157: 15 17 8 99 91 118 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 40.1 41.0 57.7 22.1 39.9 35.1 54.6
Old : 25.1 40.1 41.0 57.7 22.1 39.9 35.1 54.6
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, October 04, 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 : 401,198: 114,314 17,371 79,161 158,063 277,329 351,538 373,862: 49,660 27,337
Old : 392,896: 115,056 18,758 74,355 155,062 273,097 344,473 366,210: 48,423 26,686
Other: 8,302: 3,114 2,469 951 3,001 4,232 7,065 7,651: 1,237 651
: : :
: : Changes in Commitments from: September 27, 2022 :
: -21,288: -7,685 3,123 -4,309 -6,805 -20,730 -18,799 -21,916: -2,489 628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 4.3 19.7 39.4 69.1 87.6 93.2: 12.4 6.8
Old : 100.0: 29.3 4.8 18.9 39.5 69.5 87.7 93.2: 12.3 6.8
Other: 100.0: 37.5 29.7 11.5 36.1 51.0 85.1 92.2: 14.9 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 87 35 71 99 102 216 186:
Old : 255: 87 35 71 99 102 216 186:
Other: 59: 9 13 13 26 14 45 32:
:----------------------------------------------------------------------------------------------------
: 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 32.4 20.3 43.0 10.0 30.8 16.8 39.6
Old : 12.3 32.9 20.7 43.1 10.1 31.6 17.1 40.2
Other: 47.3 51.8 62.3 70.1 45.8 49.3 57.4 63.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,767: 2,616 1,414 203 3,767 6,166 6,585 7,783: 2,181 984
Old : 8,750: 2,616 1,414 203 3,767 6,164 6,585 7,781: 2,164 969
Other: 17: 0 0 0 0 2 0 2: 17 15
: : :
: : Changes in Commitments from: September 27, 2022 :
: -293: -512 242 85 113 -667 -313 -340: 20 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 16.1 2.3 43.0 70.3 75.1 88.8: 24.9 11.2
Old : 100.0: 29.9 16.2 2.3 43.0 70.4 75.3 88.9: 24.7 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 11.8 0.0 11.8: 100.0 88.2
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 15 13 6 15 16 34 31:
Old : 53: 15 13 6 15 16 34 31:
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 : 38.0 53.2 49.3 66.1 35.2 47.1 45.6 60.0
Old : 38.1 53.3 49.4 66.3 35.2 47.2 45.6 60.1
Other: 0.0 11.8 0.0 11.8 0.0 11.8 0.0 11.8
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 1,982,564: 153,192 463,119 48,887 1,623,230 1,224,415 1,825,310 1,736,421: 157,254 246,143
Old : 1,982,564: 153,192 463,119 48,887 1,623,230 1,224,415 1,825,310 1,736,421: 157,254 246,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2022 :
: -60,566: -1,264 -12,466 -6,427 -52,665 -24,222 -60,356 -43,115: -210 -17,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 23.4 2.5 81.9 61.8 92.1 87.6: 7.9 12.4
Old : 100.0: 7.7 23.4 2.5 81.9 61.8 92.1 87.6: 7.9 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 : 345: 37 67 29 160 182 210 265:
Old : 345: 37 67 29 160 182 210 265:
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 18.0 35.4 26.7 21.2 13.9 30.4 21.7
Old : 23.0 18.0 35.4 26.7 21.2 13.9 30.4 21.7
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, October 04, 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 : 4,709,624: 328,111 707,474 627,112 3,390,596 2,963,251 4,345,819 4,297,837: 363,805 411,787
Old : 4,709,624: 328,111 707,474 627,112 3,390,596 2,963,251 4,345,819 4,297,837: 363,805 411,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2022 :
: 144,696: -1,461 42,079 66,934 109,383 60,781 174,856 169,793: -30,160 -25,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 15.0 13.3 72.0 62.9 92.3 91.3: 7.7 8.7
Old : 100.0: 7.0 15.0 13.3 72.0 62.9 92.3 91.3: 7.7 8.7
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 : 444: 80 81 89 237 219 359 347:
Old : 444: 80 81 89 237 219 359 347:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 16.8 26.8 26.4 14.2 12.8 20.8 20.3
Old : 19.3 16.8 26.8 26.4 14.2 12.8 20.8 20.3
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, October 04, 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 : 1,356,087: 84,183 166,269 9,084 1,113,708 946,043 1,206,975 1,121,396: 149,112 234,691
Old : 1,356,087: 84,183 166,269 9,084 1,113,708 946,043 1,206,975 1,121,396: 149,112 234,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2022 :
: -16,707: -14,593 7,733 3,703 -22,766 -29,224 -33,656 -17,788: 16,948 1,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 12.3 0.7 82.1 69.8 89.0 82.7: 11.0 17.3
Old : 100.0: 6.2 12.3 0.7 82.1 69.8 89.0 82.7: 11.0 17.3
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 : 141: 17 17 11 83 85 102 111:
Old : 141: 17 17 11 83 85 102 111:
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 : 35.3 27.7 49.7 39.9 35.1 24.2 45.3 35.1
Old : 35.3 27.7 49.7 39.9 35.1 24.2 45.3 35.1
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, October 04, 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 : 3,177: 1,909 2,365 17 34 0 1,960 2,382: 1,217 795
Old : 3,177: 1,909 2,365 17 34 0 1,960 2,382: 1,217 795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2022 :
: -1,008: -68 -162 -453 -610 0 -1,131 -615: 123 -393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 74.4 0.5 1.1 0.0 61.7 75.0: 38.3 25.0
Old : 100.0: 60.1 74.4 0.5 1.1 0.0 61.7 75.0: 38.3 25.0
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: 16 4 1 1 0 18 4:
Old : 21: 16 4 1 1 0 18 4:
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 : 39.1 75.0 50.0 75.0 39.1 74.4 50.0 74.4
Old : 39.1 75.0 50.0 75.0 39.1 74.4 50.0 74.4
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, October 04, 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 : 4,483,322: 241,261 686,450 304,410 3,629,132 3,037,888 4,174,803 4,028,748: 308,519 454,574
Old : 4,483,322: 241,261 686,450 304,410 3,629,132 3,037,888 4,174,803 4,028,748: 308,519 454,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2022 :
: -4,007: -34,889 -4,858 -29,117 62,291 15,080 -1,715 -18,895: -2,292 14,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 15.3 6.8 80.9 67.8 93.1 89.9: 6.9 10.1
Old : 100.0: 5.4 15.3 6.8 80.9 67.8 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 : 341: 45 56 49 178 187 245 270:
Old : 341: 45 56 49 178 187 245 270:
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 : 32.0 16.9 42.4 26.5 25.8 16.0 34.6 23.2
Old : 32.0 16.9 42.4 26.5 25.8 16.0 34.6 23.2
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, October 04, 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 : 1,516,168: 151,759 158,563 209,694 1,129,098 1,104,190 1,490,551 1,472,447: 25,617 43,721
Old : 1,516,168: 151,759 158,563 209,694 1,129,098 1,104,190 1,490,551 1,472,447: 25,617 43,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2022 :
: -240,801: -113,781 -4,494 4,479 -127,934 -239,247 -237,236 -239,262: -3,565 -1,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 10.5 13.8 74.5 72.8 98.3 97.1: 1.7 2.9
Old : 100.0: 10.0 10.5 13.8 74.5 72.8 98.3 97.1: 1.7 2.9
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 : 121: 19 20 32 74 74 113 108:
Old : 121: 19 20 32 74 74 113 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 33.1 48.6 46.1 25.3 24.4 33.0 30.2
Old : 32.3 33.1 48.6 46.1 25.3 24.4 33.0 30.2
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, October 04, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 33,442: 6,593 14,858 740 19,467 10,894 26,800 26,491: 6,642 6,951
Old : 33,442: 6,593 14,858 740 19,467 10,894 26,800 26,491: 6,642 6,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2022 :
: -176: -560 -1,930 445 -849 791 -964 -694: 788 518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 44.4 2.2 58.2 32.6 80.1 79.2: 19.9 20.8
Old : 100.0: 19.7 44.4 2.2 58.2 32.6 80.1 79.2: 19.9 20.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 19 20 12 33 23 57 50:
Old : 88: 19 20 12 33 23 57 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 44.1 40.0 52.9 24.8 42.9 40.0 51.5
Old : 24.8 44.1 40.0 52.9 24.8 42.9 40.0 51.5
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, October 04, 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 : 66,885: 13,186 29,716 1,479 38,934 21,787 53,600 52,983: 13,285 13,902
Old : 66,885: 13,186 29,716 1,479 38,934 21,787 53,600 52,983: 13,285 13,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2022 :
: -353: -1,121 -3,860 890 -1,698 1,582 -1,929 -1,388: 1,576 1,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 44.4 2.2 58.2 32.6 80.1 79.2: 19.9 20.8
Old : 100.0: 19.7 44.4 2.2 58.2 32.6 80.1 79.2: 19.9 20.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 19 20 12 33 23 57 50:
Old : 88: 19 20 12 33 23 57 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 44.1 40.0 52.9 24.8 42.9 40.0 51.5
Old : 24.8 44.1 40.0 52.9 24.8 42.9 40.0 51.5
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, October 04, 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 : 57,518: 2,031 1,838 0 51,895 54,566 53,926 56,404: 3,592 1,114
Old : 57,518: 2,031 1,838 0 51,895 54,566 53,926 56,404: 3,592 1,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2022 :
: 5,317: -184 186 -3 4,545 4,909 4,358 5,092: 959 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 3.2 0.0 90.2 94.9 93.8 98.1: 6.2 1.9
Old : 100.0: 3.5 3.2 0.0 90.2 94.9 93.8 98.1: 6.2 1.9
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 : 33: 2 2 0 24 8 26 10:
Old : 33: 2 2 0 24 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 : 53.5 75.1 68.8 97.0 53.5 73.5 68.8 93.5
Old : 53.5 75.1 68.8 97.0 53.5 73.5 68.8 93.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 59,343: 12,498 20,297 1,338 45,234 37,637 59,070 59,272: 273 71
Old : 59,343: 12,498 20,297 1,338 45,234 37,637 59,070 59,272: 273 71
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2022 :
: -1,750: -2,154 -1,969 435 -33 -185 -1,752 -1,719: 2 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 34.2 2.3 76.2 63.4 99.5 99.9: 0.5 0.1
Old : 100.0: 21.1 34.2 2.3 76.2 63.4 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 : 41: 20 12 5 8 2 29 18:
Old : 41: 20 12 5 8 2 29 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 : 77.5 90.6 88.2 98.3 77.5 90.6 87.9 96.7
Old : 77.5 90.6 88.2 98.3 77.5 90.6 87.9 96.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 7, 2022