WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 410,978: 78,019 83,058 150,305 151,246 139,759 379,570 373,122: 31,408 37,855
Old : 336,008: 61,744 74,565 120,766 126,451 110,975 308,961 306,307: 27,046 29,701
Other: 74,970: 27,638 19,856 18,176 24,795 28,784 70,609 66,816: 4,361 8,154
: : :
: : Changes in Commitments from: October 4, 2022 :
: 19,800: 126 8,845 12,190 6,203 -1,757 18,519 19,279: 1,281 521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 20.2 36.6 36.8 34.0 92.4 90.8: 7.6 9.2
Old : 100.0: 18.4 22.2 35.9 37.6 33.0 92.0 91.2: 8.0 8.8
Other: 100.0: 36.9 26.5 24.2 33.1 38.4 94.2 89.1: 5.8 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 93 96 126 101 113 276 264:
Old : 324: 95 94 120 98 107 266 255:
Other: 166: 38 36 31 44 74 99 125:
:----------------------------------------------------------------------------------------------------
: 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 12.9 24.9 21.3 11.0 7.2 18.3 11.7
Old : 14.9 14.3 26.6 23.6 10.8 7.9 17.7 12.6
Other: 28.3 22.2 43.5 38.6 28.3 17.4 41.7 28.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 174,177: 44,479 21,251 35,814 71,942 92,983 152,234 150,048: 21,943 24,129
Old : 150,338: 44,765 22,507 25,251 60,989 83,805 131,005 131,562: 19,333 18,776
Other: 23,839: 7,052 6,082 3,225 10,953 9,179 21,230 18,486: 2,610 5,353
: : :
: : Changes in Commitments from: October 4, 2022 :
: 4,468: 148 -1,060 3,510 844 2,069 4,502 4,520: -34 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 12.2 20.6 41.3 53.4 87.4 86.1: 12.6 13.9
Old : 100.0: 29.8 15.0 16.8 40.6 55.7 87.1 87.5: 12.9 12.5
Other: 100.0: 29.6 25.5 13.5 45.9 38.5 89.1 77.5: 10.9 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 65 34 57 75 80 169 146:
Old : 201: 64 35 52 70 75 161 138:
Other: 116: 21 22 18 40 51 72 80:
:----------------------------------------------------------------------------------------------------
: 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 19.1 21.8 29.2 10.9 16.9 18.2 22.9
Old : 12.6 21.3 23.3 32.6 12.1 20.0 19.4 26.6
Other: 27.3 24.6 43.9 35.6 27.2 21.5 43.3 30.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 1,886,410: 400,231 83,875 579,297 740,987 988,562 1,720,515 1,651,734: 165,895 234,676
Old : 1,744,519: 366,991 94,150 535,352 690,261 906,429 1,592,604 1,535,931: 151,915 208,588
Other: 141,891: 61,172 17,656 16,013 50,725 82,134 127,910 115,803: 13,980 26,088
: : :
: : Changes in Commitments from: October 4, 2022 :
: 56,980: 31,261 8,097 7,306 19,245 39,549 57,812 54,952: -832 2,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 4.4 30.7 39.3 52.4 91.2 87.6: 8.8 12.4
Old : 100.0: 21.0 5.4 30.7 39.6 52.0 91.3 88.0: 8.7 12.0
Other: 100.0: 43.1 12.4 11.3 35.7 57.9 90.1 81.6: 9.9 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 841: 208 123 225 381 430 695 696:
Old : 835: 208 125 219 381 424 688 685:
Other: 444: 55 64 36 110 274 187 353:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 11.9 18.4 19.3 7.5 6.9 11.9 10.9
Old : 11.0 12.1 18.9 19.7 7.6 6.8 12.1 10.7
Other: 28.1 15.7 40.2 24.9 28.1 15.0 40.0 23.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 4,042: 725 831 300 1,010 1,849 2,035 2,980: 2,007 1,062
Old : 3,992: 758 831 267 1,010 1,849 2,035 2,947: 1,957 1,045
Other: 50: 0 33 0 0 0 0 33: 50 17
: : :
: : Changes in Commitments from: October 4, 2022 :
: 65: 96 57 -10 -79 12 8 59: 57 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 20.6 7.4 25.0 45.7 50.3 73.7: 49.7 26.3
Old : 100.0: 19.0 20.8 6.7 25.3 46.3 51.0 73.8: 49.0 26.2
Other: 100.0: 0.0 66.0 0.0 0.0 0.0 0.0 66.0: 100.0 34.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 6 4 8 6 16 15:
Old : 23: 7 6 3 8 6 16 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 : 19.9 42.3 36.6 63.3 19.9 38.1 34.7 57.4
Old : 20.2 42.8 37.0 63.6 20.2 38.6 35.1 58.1
Other: 0.0 66.0 0.0 66.0 0.0 66.0 0.0 66.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 833,186: 115,698 64,088 230,591 430,392 451,494 776,681 746,173: 56,505 87,013
Old : 781,745: 107,450 58,091 213,432 407,065 432,601 727,947 704,124: 53,798 77,621
Other: 51,441: 20,674 18,422 4,734 23,327 18,893 48,734 42,049: 2,707 9,393
: : :
: : Changes in Commitments from: October 4, 2022 :
: 22,799: -10,093 2,745 278 26,449 15,865 16,634 18,888: 6,165 3,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 7.7 27.7 51.7 54.2 93.2 89.6: 6.8 10.4
Old : 100.0: 13.7 7.4 27.3 52.1 55.3 93.1 90.1: 6.9 9.9
Other: 100.0: 40.2 35.8 9.2 45.3 36.7 94.7 81.7: 5.3 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 571: 140 138 185 212 242 454 483:
Old : 567: 149 126 184 210 240 448 480:
Other: 265: 24 61 28 45 151 87 226:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 11.9 21.0 19.3 10.0 8.0 14.9 13.1
Old : 13.8 11.9 21.9 19.4 10.4 8.3 15.0 13.6
Other: 44.7 27.9 57.7 36.9 44.2 22.7 56.0 31.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 26,326: 21,319 317 855 8 6,372 22,182 7,544: 4,144 18,782
Old : 23,170: 19,917 312 852 8 4,505 20,777 5,669: 2,393 17,501
Other: 3,156: 1,402 5 3 0 1,867 1,405 1,875: 1,751 1,281
: : :
: : Changes in Commitments from: October 4, 2022 :
: 1,338: 85 -26 558 -6 -1,919 637 -1,387: 701 2,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 1.2 3.2 0.0 24.2 84.3 28.7: 15.7 71.3
Old : 100.0: 86.0 1.3 3.7 0.0 19.4 89.7 24.5: 10.3 75.5
Other: 100.0: 44.4 0.2 0.1 0.0 59.2 44.5 59.4: 55.5 40.6
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 2 4 1 14 6 19:
Old : 20: 4 2 4 1 14 6 19:
Other: 16: 2 1 1 0 13 2 15:
:----------------------------------------------------------------------------------------------------
: 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 : 82.0 15.6 84.3 21.0 81.0 14.8 81.0 19.7
Old : 87.1 10.4 89.7 16.0 86.0 9.4 86.0 14.6
Other: 44.5 56.7 44.5 58.6 44.4 56.7 44.4 58.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 439,056: 87,112 30,797 115,091 201,724 268,854 403,927 414,742: 35,129 24,314
Old : 417,723: 91,693 32,439 102,024 190,662 259,956 384,380 394,420: 33,344 23,304
Other: 21,333: 2,847 5,786 5,638 11,062 8,898 19,548 20,323: 1,785 1,010
: : :
: : Changes in Commitments from: October 4, 2022 :
: -13,527: -3,253 -1,730 -10,657 -3,302 -2,196 -17,212 -14,583: 3,685 1,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 7.0 26.2 45.9 61.2 92.0 94.5: 8.0 5.5
Old : 100.0: 22.0 7.8 24.4 45.6 62.2 92.0 94.4: 8.0 5.6
Other: 100.0: 13.3 27.1 26.4 51.9 41.7 91.6 95.3: 8.4 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 83 59 83 100 112 224 221:
Old : 280: 88 56 82 100 111 224 219:
Other: 70: 14 14 11 30 21 51 40:
:----------------------------------------------------------------------------------------------------
: 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 21.9 21.4 32.4 9.4 18.6 14.7 26.2
Old : 13.0 22.2 21.9 32.6 9.4 19.1 14.9 27.2
Other: 45.1 35.1 64.9 60.7 31.9 25.4 45.9 42.8
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 1,393,842: 57,149 167,346 120,668 1,037,777 957,447 1,215,594 1,245,461: 178,248 148,380
Old : 1,393,842: 57,149 167,346 120,668 1,037,777 957,447 1,215,594 1,245,461: 178,248 148,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 12,672: -5,701 -6,741 8,358 2,065 12,229 4,722 13,846: 7,950 -1,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 12.0 8.7 74.5 68.7 87.2 89.4: 12.8 10.6
Old : 100.0: 4.1 12.0 8.7 74.5 68.7 87.2 89.4: 12.8 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 24 34 39 117 109 167 156:
Old : 196: 24 34 39 117 109 167 156:
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 : 20.8 24.5 33.0 34.7 18.6 21.5 27.7 29.7
Old : 20.8 24.5 33.0 34.7 18.6 21.5 27.7 29.7
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 11, 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 : 1,429,986: 88,146 438,378 9,763 1,171,479 868,224 1,269,388 1,316,365: 160,597 113,621
Old : 1,429,986: 88,146 438,378 9,763 1,171,479 868,224 1,269,388 1,316,365: 160,597 113,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 26,099: 21,235 -5,308 2,224 1,908 18,710 25,367 15,627: 732 10,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 30.7 0.7 81.9 60.7 88.8 92.1: 11.2 7.9
Old : 100.0: 6.2 30.7 0.7 81.9 60.7 88.8 92.1: 11.2 7.9
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 : 161: 18 17 8 101 90 122 112:
Old : 161: 18 17 8 101 90 122 112:
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 : 24.6 39.1 40.0 57.1 21.6 38.8 34.1 53.1
Old : 24.6 39.1 40.0 57.1 21.6 38.8 34.1 53.1
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 11, 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 : 403,425: 106,781 20,320 79,889 164,133 274,941 350,804 375,149: 52,622 28,276
Old : 393,720: 107,720 22,087 73,656 160,976 270,484 342,352 366,227: 51,368 27,493
Other: 9,705: 4,008 3,179 1,286 3,158 4,457 8,452 8,922: 1,253 783
: : :
: : Changes in Commitments from: October 4, 2022 :
: 2,227: -7,532 2,949 727 6,070 -2,389 -735 1,288: 2,961 939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 5.0 19.8 40.7 68.2 87.0 93.0: 13.0 7.0
Old : 100.0: 27.4 5.6 18.7 40.9 68.7 87.0 93.0: 13.0 7.0
Other: 100.0: 41.3 32.8 13.2 32.5 45.9 87.1 91.9: 12.9 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 88 34 75 99 95 218 182:
Old : 252: 90 34 74 99 95 218 181:
Other: 67: 13 13 14 29 15 51 35:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 32.3 21.0 42.8 9.6 30.4 16.4 38.6
Old : 13.2 33.0 21.5 43.0 9.8 31.3 16.7 39.3
Other: 47.2 52.9 61.7 67.7 44.2 48.1 54.9 61.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 8,711: 1,968 2,025 660 4,175 4,821 6,803 7,506: 1,908 1,205
Old : 8,694: 1,968 2,025 660 4,175 4,819 6,803 7,504: 1,891 1,190
Other: 17: 0 0 0 0 2 0 2: 17 15
: : :
: : Changes in Commitments from: October 4, 2022 :
: -56: -648 611 457 408 -1,345 217 -277: -273 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 23.2 7.6 47.9 55.3 78.1 86.2: 21.9 13.8
Old : 100.0: 22.6 23.3 7.6 48.0 55.4 78.3 86.3: 21.7 13.7
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 : 55: 15 17 4 16 14 31 35:
Old : 55: 15 17 4 16 13 31 34:
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 : 36.9 45.1 50.4 57.9 35.6 38.4 44.6 49.1
Old : 37.0 45.1 50.5 58.0 35.7 38.5 44.7 49.2
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 11, 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 : 2,067,608: 142,649 498,036 63,690 1,699,260 1,254,107 1,905,598 1,815,833: 162,010 251,775
Old : 2,067,608: 142,649 498,036 63,690 1,699,260 1,254,107 1,905,598 1,815,833: 162,010 251,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 85,044: -10,543 34,918 14,803 76,029 29,692 80,289 79,412: 4,756 5,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 24.1 3.1 82.2 60.7 92.2 87.8: 7.8 12.2
Old : 100.0: 6.9 24.1 3.1 82.2 60.7 92.2 87.8: 7.8 12.2
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 : 349: 36 70 33 162 184 215 270:
Old : 349: 36 70 33 162 184 215 270:
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 : 22.7 17.1 35.2 26.0 21.0 13.8 30.7 21.2
Old : 22.7 17.1 35.2 26.0 21.0 13.8 30.7 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, October 11, 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 : 4,752,956: 339,884 706,292 659,593 3,382,064 2,965,240 4,381,540 4,331,125: 371,416 421,831
Old : 4,752,956: 339,884 706,292 659,593 3,382,064 2,965,240 4,381,540 4,331,125: 371,416 421,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 43,333: 11,773 -1,182 32,481 -8,532 1,990 35,722 33,288: 7,611 10,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 14.9 13.9 71.2 62.4 92.2 91.1: 7.8 8.9
Old : 100.0: 7.2 14.9 13.9 71.2 62.4 92.2 91.1: 7.8 8.9
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 : 434: 76 78 83 239 216 360 332:
Old : 434: 76 78 83 239 216 360 332:
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 : 19.6 15.9 28.4 25.2 15.3 11.7 22.1 19.1
Old : 19.6 15.9 28.4 25.2 15.3 11.7 22.1 19.1
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 11, 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 : 1,385,399: 109,093 184,854 10,097 1,127,822 945,626 1,247,012 1,140,577: 138,387 244,822
Old : 1,385,399: 109,093 184,854 10,097 1,127,822 945,626 1,247,012 1,140,577: 138,387 244,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 29,312: 24,910 18,586 1,012 14,114 -417 40,036 19,181: -10,724 10,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 13.3 0.7 81.4 68.3 90.0 82.3: 10.0 17.7
Old : 100.0: 7.9 13.3 0.7 81.4 68.3 90.0 82.3: 10.0 17.7
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 : 143: 18 17 11 83 87 103 113:
Old : 143: 18 17 11 83 87 103 113:
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 26.8 48.8 38.6 34.4 23.1 44.3 33.8
Old : 34.4 26.8 48.8 38.6 34.4 23.1 44.3 33.8
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 11, 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 : 3,092: 1,500 1,796 273 0 105 1,773 2,174: 1,319 918
Old : 3,092: 1,500 1,796 273 0 105 1,773 2,174: 1,319 918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: -85: -409 -569 256 -34 105 -187 -208: 102 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 58.1 8.8 0.0 3.4 57.3 70.3: 42.7 29.7
Old : 100.0: 48.5 58.1 8.8 0.0 3.4 57.3 70.3: 42.7 29.7
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 : 20: 13 6 3 0 1 15 8:
Old : 20: 13 6 3 0 1 15 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 : 37.4 63.7 49.9 70.3 32.6 58.3 42.9 61.5
Old : 37.4 63.7 49.9 70.3 32.6 58.3 42.9 61.5
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, October 11, 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 : 4,563,902: 234,907 712,356 317,648 3,695,003 3,096,775 4,247,558 4,126,779: 316,344 437,123
Old : 4,563,902: 234,907 712,356 317,648 3,695,003 3,096,775 4,247,558 4,126,779: 316,344 437,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 80,580: -6,354 25,906 13,238 65,871 58,887 72,756 98,031: 7,824 -17,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 15.6 7.0 81.0 67.9 93.1 90.4: 6.9 9.6
Old : 100.0: 5.1 15.6 7.0 81.0 67.9 93.1 90.4: 6.9 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 43 56 46 186 190 252 269:
Old : 344: 43 56 46 186 190 252 269:
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 : 31.9 16.9 41.8 26.3 26.0 16.2 34.4 23.3
Old : 31.9 16.9 41.8 26.3 26.0 16.2 34.4 23.3
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 11, 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 : 1,619,652: 172,327 171,562 238,420 1,186,101 1,163,795 1,596,847 1,573,776: 22,805 45,876
Old : 1,619,652: 172,327 171,562 238,420 1,186,101 1,163,795 1,596,847 1,573,776: 22,805 45,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 103,484: 20,568 12,999 28,726 57,003 59,605 106,296 101,329: -2,812 2,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 10.6 14.7 73.2 71.9 98.6 97.2: 1.4 2.8
Old : 100.0: 10.6 10.6 14.7 73.2 71.9 98.6 97.2: 1.4 2.8
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 : 137: 21 23 34 84 80 129 116:
Old : 137: 21 23 34 84 80 129 116:
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 : 32.5 31.0 47.5 43.2 25.7 22.8 33.0 28.6
Old : 32.5 31.0 47.5 43.2 25.7 22.8 33.0 28.6
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 11, 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 : 33,093: 7,567 14,484 815 18,743 10,436 27,125 25,736: 5,968 7,357
Old : 33,093: 7,567 14,484 815 18,743 10,436 27,125 25,736: 5,968 7,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: -349: 973 -374 76 -724 -457 325 -755: -674 406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 43.8 2.5 56.6 31.5 82.0 77.8: 18.0 22.2
Old : 100.0: 22.9 43.8 2.5 56.6 31.5 82.0 77.8: 18.0 22.2
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 : 83: 19 19 9 30 21 55 43:
Old : 83: 19 19 9 30 21 55 43:
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 : 25.0 44.3 38.9 52.8 25.0 43.0 38.9 51.4
Old : 25.0 44.3 38.9 52.8 25.0 43.0 38.9 51.4
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 11, 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 : 66,187: 15,133 28,969 1,631 37,486 20,872 54,250 51,472: 11,937 14,715
Old : 66,187: 15,133 28,969 1,631 37,486 20,872 54,250 51,472: 11,937 14,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: -698: 1,947 -747 151 -1,448 -915 650 -1,511: -1,348 813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 43.8 2.5 56.6 31.5 82.0 77.8: 18.0 22.2
Old : 100.0: 22.9 43.8 2.5 56.6 31.5 82.0 77.8: 18.0 22.2
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 : 83: 19 19 9 30 21 55 43:
Old : 83: 19 19 9 30 21 55 43:
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 : 25.0 44.3 38.9 52.8 25.0 43.0 38.9 51.4
Old : 25.0 44.3 38.9 52.8 25.0 43.0 38.9 51.4
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 11, 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 : 55,846: 1,903 941 0 51,711 53,818 53,614 54,759: 2,232 1,087
Old : 55,846: 1,903 941 0 51,711 53,818 53,614 54,759: 2,232 1,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: -1,672: -128 -897 0 -184 -748 -312 -1,645: -1,360 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 1.7 0.0 92.6 96.4 96.0 98.1: 4.0 1.9
Old : 100.0: 3.4 1.7 0.0 92.6 96.4 96.0 98.1: 4.0 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 : 34: 2 2 0 23 11 25 13:
Old : 34: 2 2 0 23 11 25 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 74.4 71.0 95.5 53.5 72.7 71.0 92.5
Old : 53.5 74.4 71.0 95.5 53.5 72.7 71.0 92.5
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 11, 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 : 59,022: 11,559 19,182 2,105 45,105 37,637 58,769 58,924: 253 98
Old : 59,022: 11,559 19,182 2,105 45,105 37,637 58,769 58,924: 253 98
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: -321: -939 -1,115 767 -129 0 -301 -348: -20 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 32.5 3.6 76.4 63.8 99.6 99.8: 0.4 0.2
Old : 100.0: 19.6 32.5 3.6 76.4 63.8 99.6 99.8: 0.4 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 : 42: 19 14 4 8 2 28 19:
Old : 42: 19 14 4 8 2 28 19:
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 : 78.0 91.1 88.0 98.1 77.9 91.1 86.5 95.1
Old : 78.0 91.1 88.0 98.1 77.9 91.1 86.5 95.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2022