WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 404,388: 76,289 83,309 150,727 147,728 134,443 374,744 368,479: 29,643 35,908
Old : 326,566: 61,014 73,713 120,295 119,584 104,704 300,892 298,712: 25,674 27,854
Other: 77,821: 27,597 21,917 18,111 28,144 29,739 73,852 69,767: 3,969 8,054
: : :
: : Changes in Commitments from: October 11, 2022 :
: -6,590: -1,729 251 422 -3,519 -5,316 -4,826 -4,643: -1,764 -1,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 20.6 37.3 36.5 33.2 92.7 91.1: 7.3 8.9
Old : 100.0: 18.7 22.6 36.8 36.6 32.1 92.1 91.5: 7.9 8.5
Other: 100.0: 35.5 28.2 23.3 36.2 38.2 94.9 89.7: 5.1 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 97 94 129 100 114 275 273:
Old : 328: 100 91 119 97 109 260 265:
Other: 170: 37 39 35 46 73 107 126:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 12.7 25.6 21.9 11.1 7.4 18.1 12.1
Old : 15.3 14.1 27.1 24.5 10.1 8.4 16.7 13.5
Other: 28.5 22.0 44.7 37.6 28.4 16.9 43.4 26.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 174,916: 44,171 19,286 38,064 70,849 94,383 153,085 151,734: 21,832 23,182
Old : 148,683: 46,695 20,938 25,861 56,922 84,173 129,478 130,972: 19,205 17,711
Other: 26,233: 6,338 7,210 3,341 13,928 10,210 23,607 20,762: 2,627 5,472
: : :
: : Changes in Commitments from: October 11, 2022 :
: 739: -308 -1,964 2,251 -1,092 1,400 850 1,686: -111 -947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 11.0 21.8 40.5 54.0 87.5 86.7: 12.5 13.3
Old : 100.0: 31.4 14.1 17.4 38.3 56.6 87.1 88.1: 12.9 11.9
Other: 100.0: 24.2 27.5 12.7 53.1 38.9 90.0 79.1: 10.0 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 61 36 57 74 81 165 149:
Old : 200: 61 35 50 70 76 157 139:
Other: 114: 17 23 18 37 52 67 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 : 11.7 18.8 21.7 29.0 10.7 16.5 18.0 22.6
Old : 12.9 21.3 23.2 32.5 12.3 19.8 19.4 26.5
Other: 31.7 27.7 49.5 40.0 31.5 24.7 49.0 34.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 1,856,288: 388,815 90,269 569,499 729,516 964,977 1,687,830 1,624,745: 168,458 231,543
Old : 1,710,960: 355,817 99,304 523,711 677,902 883,339 1,557,430 1,506,354: 153,530 204,606
Other: 145,328: 62,597 20,564 16,189 51,615 81,638 130,400 118,390: 14,928 26,937
: : :
: : Changes in Commitments from: October 11, 2022 :
: -30,122: -11,416 6,394 -9,798 -11,470 -23,585 -32,684 -26,989: 2,562 -3,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 4.9 30.7 39.3 52.0 90.9 87.5: 9.1 12.5
Old : 100.0: 20.8 5.8 30.6 39.6 51.6 91.0 88.0: 9.0 12.0
Other: 100.0: 43.1 14.1 11.1 35.5 56.2 89.7 81.5: 10.3 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 821: 195 118 216 385 426 683 682:
Old : 815: 208 110 209 384 418 677 666:
Other: 445: 48 73 31 106 276 175 361:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 11.2 17.9 18.5 7.6 7.0 12.2 11.1
Old : 10.6 11.5 18.5 19.1 7.7 7.0 12.6 10.9
Other: 28.3 13.2 40.1 22.3 28.3 12.5 39.9 20.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 4,165: 781 802 297 1,248 2,001 2,325 3,100: 1,840 1,065
Old : 4,103: 818 802 260 1,248 2,001 2,325 3,063: 1,778 1,040
Other: 62: 0 37 0 0 0 0 37: 62 25
: : :
: : Changes in Commitments from: October 11, 2022 :
: 124: 56 -29 -3 237 152 290 120: -167 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 19.3 7.1 30.0 48.0 55.8 74.4: 44.2 25.6
Old : 100.0: 19.9 19.5 6.3 30.4 48.8 56.7 74.6: 43.3 25.4
Other: 100.0: 0.0 59.7 0.0 0.0 0.0 0.0 59.7: 100.0 40.3
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 4 4 8 6 16 14:
Old : 22: 8 4 3 8 6 16 13:
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 : 23.5 42.4 41.0 64.9 21.0 35.6 36.4 57.5
Old : 23.8 43.1 41.7 65.7 21.3 36.1 36.9 58.4
Other: 0.0 59.7 0.0 59.7 0.0 59.7 0.0 59.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 847,777: 116,008 69,326 252,428 422,401 441,130 790,837 762,884: 56,940 84,893
Old : 794,944: 107,628 63,612 235,303 397,704 421,021 740,635 719,935: 54,309 75,008
Other: 52,833: 20,196 17,530 5,309 24,697 20,109 50,202 42,948: 2,631 9,885
: : :
: : Changes in Commitments from: October 11, 2022 :
: 14,590: 310 5,238 21,837 -7,991 -10,364 14,156 16,710: 434 -2,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 8.2 29.8 49.8 52.0 93.3 90.0: 6.7 10.0
Old : 100.0: 13.5 8.0 29.6 50.0 53.0 93.2 90.6: 6.8 9.4
Other: 100.0: 38.2 33.2 10.0 46.7 38.1 95.0 81.3: 5.0 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 577: 142 126 184 225 251 469 488:
Old : 572: 154 114 182 222 247 462 481:
Other: 272: 21 62 25 49 160 91 229:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 12.1 20.6 19.0 10.3 7.6 14.9 12.1
Old : 13.5 12.1 21.3 19.4 10.7 7.8 14.7 12.5
Other: 42.8 26.4 55.8 37.2 42.3 22.8 54.0 30.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 459,121: 103,739 27,569 118,497 198,481 290,031 420,717 436,097: 38,405 23,025
Old : 436,719: 108,181 29,309 105,152 186,951 280,356 400,283 414,816: 36,436 21,903
Other: 22,402: 2,942 5,644 5,962 11,530 9,675 20,433 21,280: 1,969 1,122
: : :
: : Changes in Commitments from: October 11, 2022 :
: 20,065: 16,626 -3,229 3,407 -3,244 21,176 16,790 21,354: 3,276 -1,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 6.0 25.8 43.2 63.2 91.6 95.0: 8.4 5.0
Old : 100.0: 24.8 6.7 24.1 42.8 64.2 91.7 95.0: 8.3 5.0
Other: 100.0: 13.1 25.2 26.6 51.5 43.2 91.2 95.0: 8.8 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 105 53 85 101 120 241 229:
Old : 300: 108 51 84 101 119 241 227:
Other: 70: 14 15 13 30 19 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 : 11.8 23.5 20.4 32.9 9.1 21.0 14.5 28.3
Old : 12.1 23.7 20.7 33.0 9.3 21.4 14.8 29.2
Other: 43.9 39.2 62.3 63.6 30.5 26.1 44.0 40.5
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 1,406,277: 51,913 164,496 127,649 1,037,002 961,049 1,216,564 1,253,195: 189,713 153,082
Old : 1,406,277: 51,913 164,496 127,649 1,037,002 961,049 1,216,564 1,253,195: 189,713 153,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2022 :
: 12,436: -5,236 -2,850 6,981 -775 3,603 970 7,734: 11,466 4,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 11.7 9.1 73.7 68.3 86.5 89.1: 13.5 10.9
Old : 100.0: 3.7 11.7 9.1 73.7 68.3 86.5 89.1: 13.5 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 29 30 41 118 108 168 158:
Old : 198: 29 30 41 118 108 168 158:
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 : 20.8 24.1 32.9 33.4 18.6 20.5 27.8 28.6
Old : 20.8 24.1 32.9 33.4 18.6 20.5 27.8 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 1,434,172: 90,476 444,944 4,706 1,179,599 870,028 1,274,780 1,319,678: 159,392 114,495
Old : 1,434,172: 90,476 444,944 4,706 1,179,599 870,028 1,274,780 1,319,678: 159,392 114,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2022 :
: 4,187: 2,330 6,566 -5,057 8,119 1,805 5,392 3,313: -1,205 874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 31.0 0.3 82.2 60.7 88.9 92.0: 11.1 8.0
Old : 100.0: 6.3 31.0 0.3 82.2 60.7 88.9 92.0: 11.1 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 17 18 8 100 90 120 113:
Old : 162: 17 18 8 100 90 120 113:
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 : 24.0 38.9 39.9 56.3 21.1 38.9 33.3 53.6
Old : 24.0 38.9 39.9 56.3 21.1 38.9 33.3 53.6
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 18, 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 : 414,496: 109,826 20,596 83,130 167,936 282,349 360,892 386,075: 53,604 28,421
Old : 404,027: 111,205 22,568 76,283 164,385 277,723 351,874 376,574: 52,154 27,453
Other: 10,469: 3,927 3,334 1,540 3,551 4,626 9,018 9,500: 1,451 968
: : :
: : Changes in Commitments from: October 11, 2022 :
: 11,071: 3,045 276 3,241 3,803 7,408 10,088 10,925: 983 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 5.0 20.1 40.5 68.1 87.1 93.1: 12.9 6.9
Old : 100.0: 27.5 5.6 18.9 40.7 68.7 87.1 93.2: 12.9 6.8
Other: 100.0: 37.5 31.8 14.7 33.9 44.2 86.1 90.8: 13.9 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 80 38 76 101 97 217 184:
Old : 250: 82 38 76 101 97 217 184:
Other: 69: 10 16 15 31 15 53 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 : 12.6 32.3 20.2 42.9 9.1 30.4 15.3 38.1
Old : 12.9 33.0 20.6 43.3 9.3 31.4 15.6 39.0
Other: 45.3 48.3 58.1 62.1 41.5 42.2 51.8 55.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 9,200: 1,542 2,890 810 4,910 4,122 7,262 7,822: 1,938 1,377
Old : 9,183: 1,542 2,890 810 4,910 4,120 7,262 7,820: 1,921 1,362
Other: 17: 0 0 0 0 2 0 2: 17 15
: : :
: : Changes in Commitments from: October 11, 2022 :
: 489: -426 865 150 735 -699 459 316: 30 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 31.4 8.8 53.4 44.8 78.9 85.0: 21.1 15.0
Old : 100.0: 16.8 31.5 8.8 53.5 44.9 79.1 85.2: 20.9 14.8
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 : 54: 11 20 6 16 13 30 36:
Old : 54: 11 20 6 16 12 30 35:
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 : 38.6 38.2 52.7 51.8 36.1 32.3 44.3 43.1
Old : 38.6 38.3 52.8 51.9 36.2 32.4 44.4 43.2
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 18, 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 : 2,069,164: 142,082 480,152 48,791 1,716,654 1,310,591 1,907,527 1,839,535: 161,637 229,629
Old : 2,069,164: 142,082 480,152 48,791 1,716,654 1,310,591 1,907,527 1,839,535: 161,637 229,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2022 :
: 1,556: -566 -17,884 -14,899 17,394 56,484 1,928 23,701: -372 -22,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 23.2 2.4 83.0 63.3 92.2 88.9: 7.8 11.1
Old : 100.0: 6.9 23.2 2.4 83.0 63.3 92.2 88.9: 7.8 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 : 346: 37 66 32 164 185 215 269:
Old : 346: 37 66 32 164 185 215 269:
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 : 22.7 17.0 35.7 25.7 21.5 13.6 30.6 21.3
Old : 22.7 17.0 35.7 25.7 21.5 13.6 30.6 21.3
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 18, 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 : 4,727,983: 346,996 729,981 651,837 3,365,763 2,920,461 4,364,596 4,302,280: 363,387 425,704
Old : 4,727,983: 346,996 729,981 651,837 3,365,763 2,920,461 4,364,596 4,302,280: 363,387 425,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2022 :
: -24,973: 7,112 23,689 -7,755 -16,300 -44,779 -16,944 -28,845: -8,029 3,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 15.4 13.8 71.2 61.8 92.3 91.0: 7.7 9.0
Old : 100.0: 7.3 15.4 13.8 71.2 61.8 92.3 91.0: 7.7 9.0
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 : 427: 71 79 85 237 213 355 330:
Old : 427: 71 79 85 237 213 355 330:
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 15.8 29.0 25.0 15.7 11.3 22.2 18.9
Old : 20.1 15.8 29.0 25.0 15.7 11.3 22.2 18.9
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 18, 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 : 1,349,116: 96,245 172,896 9,617 1,087,382 936,056 1,193,244 1,118,569: 155,872 230,547
Old : 1,349,116: 96,245 172,896 9,617 1,087,382 936,056 1,193,244 1,118,569: 155,872 230,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2022 :
: -36,283: -12,848 -11,958 -480 -40,440 -9,570 -53,768 -22,008: 17,485 -14,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 12.8 0.7 80.6 69.4 88.4 82.9: 11.6 17.1
Old : 100.0: 7.1 12.8 0.7 80.6 69.4 88.4 82.9: 11.6 17.1
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 : 139: 17 17 8 82 85 100 109:
Old : 139: 17 17 8 82 85 100 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 28.0 48.4 39.8 33.0 24.2 43.3 35.0
Old : 33.5 28.0 48.4 39.8 33.0 24.2 43.3 35.0
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 18, 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 : 3,561: 1,106 1,498 1,006 50 0 2,162 2,504: 1,399 1,057
Old : 3,561: 1,106 1,498 1,006 50 0 2,162 2,504: 1,399 1,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2022 :
: 469: -394 -298 733 50 -105 389 330: 80 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 42.1 28.3 1.4 0.0 60.7 70.3: 39.3 29.7
Old : 100.0: 31.1 42.1 28.3 1.4 0.0 60.7 70.3: 39.3 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: 11 7 3 1 0 14 9:
Old : 20: 11 7 3 1 0 14 9:
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 : 44.5 63.0 54.3 69.4 21.7 38.7 29.0 42.1
Old : 44.5 63.0 54.3 69.4 21.7 38.7 29.0 42.1
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 18, 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 : 4,520,544: 204,594 697,463 310,858 3,683,106 3,086,839 4,198,558 4,095,160: 321,985 425,384
Old : 4,520,544: 204,594 697,463 310,858 3,683,106 3,086,839 4,198,558 4,095,160: 321,985 425,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2022 :
: -43,358: -30,313 -14,893 -6,789 -11,898 -9,936 -49,000 -31,619: 5,642 -11,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 15.4 6.9 81.5 68.3 92.9 90.6: 7.1 9.4
Old : 100.0: 4.5 15.4 6.9 81.5 68.3 92.9 90.6: 7.1 9.4
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 : 351: 40 58 49 190 192 258 271:
Old : 351: 40 58 49 190 192 258 271:
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 17.0 41.9 26.4 25.7 16.1 33.7 22.9
Old : 32.0 17.0 41.9 26.4 25.7 16.1 33.7 22.9
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 18, 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 : 1,651,153: 220,235 190,844 224,732 1,176,333 1,197,030 1,621,299 1,612,605: 29,854 38,548
Old : 1,651,153: 220,235 190,844 224,732 1,176,333 1,197,030 1,621,299 1,612,605: 29,854 38,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2022 :
: 31,501: 47,908 19,282 -13,688 -9,768 33,235 24,452 38,829: 7,049 -7,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 11.6 13.6 71.2 72.5 98.2 97.7: 1.8 2.3
Old : 100.0: 13.3 11.6 13.6 71.2 72.5 98.2 97.7: 1.8 2.3
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: 23 24 35 83 81 129 120:
Old : 141: 23 24 35 83 81 129 120:
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 29.7 46.6 41.5 25.9 22.6 32.8 29.8
Old : 31.9 29.7 46.6 41.5 25.9 22.6 32.8 29.8
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, October 18, 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 : 34,759: 7,121 15,527 1,095 21,627 11,257 29,843 27,879: 4,917 6,880
Old : 34,759: 7,121 15,527 1,095 21,627 11,257 29,843 27,879: 4,917 6,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2022 :
: 1,666: -446 1,043 279 2,884 821 2,718 2,143: -1,052 -477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 44.7 3.1 62.2 32.4 85.9 80.2: 14.1 19.8
Old : 100.0: 20.5 44.7 3.1 62.2 32.4 85.9 80.2: 14.1 19.8
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 : 100: 23 23 13 37 26 68 54:
Old : 100: 23 23 13 37 26 68 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 37.6 39.0 49.8 26.4 35.9 39.0 46.4
Old : 26.4 37.6 39.0 49.8 26.4 35.9 39.0 46.4
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 18, 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 : 69,519: 14,242 31,055 2,189 43,253 22,514 59,685 55,758: 9,834 13,760
Old : 69,519: 14,242 31,055 2,189 43,253 22,514 59,685 55,758: 9,834 13,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2022 :
: 3,332: -891 2,086 559 5,767 1,642 5,435 4,286: -2,103 -954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 44.7 3.1 62.2 32.4 85.9 80.2: 14.1 19.8
Old : 100.0: 20.5 44.7 3.1 62.2 32.4 85.9 80.2: 14.1 19.8
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 : 100: 23 23 13 37 26 68 54:
Old : 100: 23 23 13 37 26 68 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 37.6 39.0 49.8 26.4 35.9 39.0 46.4
Old : 26.4 37.6 39.0 49.8 26.4 35.9 39.0 46.4
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 18, 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 : 51,952: 1,901 403 0 47,853 49,418 49,754 49,821: 2,198 2,131
Old : 51,952: 1,901 403 0 47,853 49,418 49,754 49,821: 2,198 2,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2022 :
: -3,894: -2 -538 0 -3,858 -4,400 -3,860 -4,938: -34 1,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.8 0.0 92.1 95.1 95.8 95.9: 4.2 4.1
Old : 100.0: 3.7 0.8 0.0 92.1 95.1 95.8 95.9: 4.2 4.1
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 : 34: 3 1 0 24 9 27 10:
Old : 34: 3 1 0 24 9 27 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 : 56.3 74.0 71.5 94.7 56.3 72.1 71.5 91.5
Old : 56.3 74.0 71.5 94.7 56.3 72.1 71.5 91.5
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 18, 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 : 58,106: 13,078 18,101 2,273 42,511 37,637 57,862 58,011: 244 95
Old : 58,106: 13,078 18,101 2,273 42,511 37,637 57,862 58,011: 244 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2022 :
: -916: 1,519 -1,081 168 -2,594 0 -907 -913: -9 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 31.2 3.9 73.2 64.8 99.6 99.8: 0.4 0.2
Old : 100.0: 22.5 31.2 3.9 73.2 64.8 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 : 41: 18 13 5 9 2 28 19:
Old : 41: 18 13 5 9 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 : 76.0 92.5 85.9 98.6 76.0 92.5 85.1 95.0
Old : 76.0 92.5 85.9 98.6 76.0 92.5 85.1 95.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2022