WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 448,452: 80,166 107,096 171,318 161,061 127,991 412,545 406,406: 35,908 42,047
Old : 341,895: 70,480 93,264 127,359 113,634 91,020 311,472 311,643: 30,423 30,252
Other: 106,557: 33,241 37,386 20,405 47,427 36,971 101,072 94,762: 5,485 11,795
: : :
: : Changes in Commitments from: November 8, 2022 :
: 4,749: -2,082 2,794 757 4,315 -1,252 2,990 2,299: 1,759 2,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 23.9 38.2 35.9 28.5 92.0 90.6: 8.0 9.4
Old : 100.0: 20.6 27.3 37.3 33.2 26.6 91.1 91.2: 8.9 8.8
Other: 100.0: 31.2 35.1 19.1 44.5 34.7 94.9 88.9: 5.1 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 104 97 120 99 112 267 276:
Old : 329: 104 94 107 97 104 251 261:
Other: 184: 38 52 41 49 74 117 139:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 12.3 24.0 21.0 10.2 7.4 17.0 13.1
Old : 15.4 14.2 25.2 24.6 8.8 9.4 14.9 15.5
Other: 27.7 18.7 43.5 30.4 27.7 15.3 43.1 23.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 173,978: 38,109 20,069 38,410 75,082 92,641 151,601 151,121: 22,377 22,857
Old : 140,719: 41,336 21,235 23,774 56,809 79,335 121,920 124,344: 18,799 16,375
Other: 33,259: 7,297 9,359 4,112 18,272 13,307 29,681 26,777: 3,578 6,482
: : :
: : Changes in Commitments from: November 8, 2022 :
: 1,264: -1,963 418 -1,816 4,206 2,143 427 745: 837 519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 11.5 22.1 43.2 53.2 87.1 86.9: 12.9 13.1
Old : 100.0: 29.4 15.1 16.9 40.4 56.4 86.6 88.4: 13.4 11.6
Other: 100.0: 21.9 28.1 12.4 54.9 40.0 89.2 80.5: 10.8 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 63 39 68 75 84 173 164:
Old : 204: 65 37 59 71 79 162 153:
Other: 132: 26 26 23 43 53 84 88:
:----------------------------------------------------------------------------------------------------
: 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 19.1 22.0 28.1 11.5 16.9 18.4 23.6
Old : 13.3 22.1 22.9 31.6 12.6 20.7 20.2 27.5
Other: 24.0 26.5 39.1 40.2 23.6 25.3 38.7 36.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 1,851,206: 326,599 102,565 579,558 768,551 955,010 1,674,708 1,637,133: 176,498 214,073
Old : 1,672,445: 290,146 113,814 520,777 702,702 856,517 1,513,625 1,491,109: 158,819 181,336
Other: 178,761: 74,171 26,469 21,063 65,849 98,492 161,083 146,024: 17,678 32,737
: : :
: : Changes in Commitments from: November 8, 2022 :
: -68,872: -54,043 -2,018 -22,879 6,430 -34,382 -70,492 -59,279: 1,621 -9,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 5.5 31.3 41.5 51.6 90.5 88.4: 9.5 11.6
Old : 100.0: 17.3 6.8 31.1 42.0 51.2 90.5 89.2: 9.5 10.8
Other: 100.0: 41.5 14.8 11.8 36.8 55.1 90.1 81.7: 9.9 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 806: 182 116 215 393 424 684 674:
Old : 799: 186 117 201 391 419 674 656:
Other: 465: 56 71 36 119 295 195 384:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 11.8 18.5 18.7 7.8 6.9 11.9 10.4
Old : 11.1 12.3 19.4 19.2 8.1 7.3 12.5 10.7
Other: 27.9 14.7 38.9 23.9 27.6 13.2 38.2 20.3
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 13,639: 2,872 6,468 5,780 3,564 916 12,216 13,164: 1,424 476
Old : 13,639: 2,872 6,468 5,780 3,564 916 12,216 13,164: 1,424 476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2022 :
: 86: -412 -292 402 133 30 122 140: -36 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 47.4 42.4 26.1 6.7 89.6 96.5: 10.4 3.5
Old : 100.0: 21.1 47.4 42.4 26.1 6.7 89.6 96.5: 10.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 7 7 12 9 19 18:
Old : 22: 2 7 7 12 9 19 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 : 56.0 68.3 72.9 90.1 31.9 42.2 38.1 49.3
Old : 56.0 68.3 72.9 90.1 31.9 42.2 38.1 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 4,523: 577 1,181 344 1,875 1,839 2,796 3,364: 1,727 1,159
Old : 4,433: 594 1,181 327 1,875 1,821 2,796 3,329: 1,637 1,104
Other: 90: 0 17 0 0 18 0 35: 90 55
: : :
: : Changes in Commitments from: November 8, 2022 :
: -141: -58 -23 -50 -139 -136 -246 -209: 105 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 26.1 7.6 41.5 40.7 61.8 74.4: 38.2 25.6
Old : 100.0: 13.4 26.6 7.4 42.3 41.1 63.1 75.1: 36.9 24.9
Other: 100.0: 0.0 18.9 0.0 0.0 20.0 0.0 38.9: 100.0 61.1
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 5 3 8 5 14 12:
Old : 20: 5 5 3 8 5 14 12:
Other: 2: 0 1 0 0 1 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 : 29.8 45.5 47.0 67.6 20.5 34.1 34.6 49.7
Old : 30.4 46.0 48.0 68.2 20.9 34.4 35.3 50.3
Other: 0.0 38.9 0.0 38.9 0.0 38.9 0.0 38.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 711,647: 137,784 56,223 179,570 340,844 393,439 658,198 629,232: 53,449 82,415
Old : 647,053: 128,879 51,118 160,455 309,163 366,255 598,497 577,828: 48,556 69,225
Other: 64,594: 19,516 15,715 8,504 31,681 27,184 59,701 51,404: 4,893 13,189
: : :
: : Changes in Commitments from: November 8, 2022 :
: 8,162: -8,274 3,835 4,032 9,732 -3,339 5,490 4,529: 2,672 3,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 7.9 25.2 47.9 55.3 92.5 88.4: 7.5 11.6
Old : 100.0: 19.9 7.9 24.8 47.8 56.6 92.5 89.3: 7.5 10.7
Other: 100.0: 30.2 24.3 13.2 49.0 42.1 92.4 79.6: 7.6 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 546: 144 112 170 199 243 428 458:
Old : 541: 146 107 165 196 237 419 448:
Other: 276: 32 53 31 57 161 108 228:
:----------------------------------------------------------------------------------------------------
: 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 12.9 22.0 20.3 11.8 11.1 19.0 17.2
Old : 13.4 13.1 22.8 21.0 12.4 11.6 20.1 18.1
Other: 36.3 22.1 49.8 33.6 33.2 19.1 44.4 26.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 536,578: 137,633 27,564 137,715 218,340 343,369 493,688 508,648: 42,890 27,930
Old : 506,011: 141,248 29,717 121,850 202,413 327,879 465,511 479,445: 40,500 26,565
Other: 30,567: 6,398 7,860 5,853 15,926 15,490 28,177 29,203: 2,390 1,364
: : :
: : Changes in Commitments from: November 8, 2022 :
: 18,217: 5,847 -741 3,245 6,230 15,466 15,321 17,969: 2,896 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 5.1 25.7 40.7 64.0 92.0 94.8: 8.0 5.2
Old : 100.0: 27.9 5.9 24.1 40.0 64.8 92.0 94.8: 8.0 5.2
Other: 100.0: 20.9 25.7 19.1 52.1 50.7 92.2 95.5: 7.8 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 114 52 89 102 115 254 226:
Old : 306: 115 51 86 102 113 253 221:
Other: 81: 18 17 15 35 23 63 45:
:----------------------------------------------------------------------------------------------------
: 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 29.3 19.5 40.1 6.9 24.2 11.6 31.3
Old : 12.6 29.5 20.3 40.0 7.1 24.5 12.0 31.4
Other: 35.3 38.8 53.2 60.4 30.5 27.9 45.0 42.4
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 1,397,742: 39,586 154,053 129,398 1,041,714 947,885 1,210,698 1,231,336: 187,044 166,406
Old : 1,397,742: 39,586 154,053 129,398 1,041,714 947,885 1,210,698 1,231,336: 187,044 166,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2022 :
: 5,870: -13,955 -5,427 8,986 14,949 -7,947 9,980 -4,389: -4,109 10,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 11.0 9.3 74.5 67.8 86.6 88.1: 13.4 11.9
Old : 100.0: 2.8 11.0 9.3 74.5 67.8 86.6 88.1: 13.4 11.9
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 : 195: 18 36 38 120 107 164 155:
Old : 195: 18 36 38 120 107 164 155:
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 : 21.3 24.6 34.5 35.0 18.4 21.3 29.2 29.0
Old : 21.3 24.6 34.5 35.0 18.4 21.3 29.2 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 1,494,201: 94,540 472,247 10,978 1,217,921 891,285 1,323,439 1,374,510: 170,762 119,691
Old : 1,494,201: 94,540 472,247 10,978 1,217,921 891,285 1,323,439 1,374,510: 170,762 119,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2022 :
: 28,629: 6,336 1,876 9,045 17,651 19,100 33,031 30,021: -4,402 -1,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 31.6 0.7 81.5 59.6 88.6 92.0: 11.4 8.0
Old : 100.0: 6.3 31.6 0.7 81.5 59.6 88.6 92.0: 11.4 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 : 155: 14 16 8 103 93 121 113:
Old : 155: 14 16 8 103 93 121 113:
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 : 22.5 36.6 36.8 57.0 20.4 36.0 31.8 51.7
Old : 22.5 36.6 36.8 57.0 20.4 36.0 31.8 51.7
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, November 15, 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 : 440,919: 117,607 20,022 90,433 181,808 301,152 389,848 411,607: 51,071 29,313
Old : 425,876: 118,577 21,663 82,438 175,772 293,372 376,786 397,473: 49,089 28,402
Other: 15,044: 4,403 3,732 2,621 6,037 7,780 13,062 14,133: 1,982 910
: : :
: : Changes in Commitments from: November 8, 2022 :
: -12,548: -13,143 3,895 -6,941 14,158 -9,794 -5,926 -12,841: -6,621 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 4.5 20.5 41.2 68.3 88.4 93.4: 11.6 6.6
Old : 100.0: 27.8 5.1 19.4 41.3 68.9 88.5 93.3: 11.5 6.7
Other: 100.0: 29.3 24.8 17.4 40.1 51.7 86.8 93.9: 13.2 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 87 37 84 108 106 235 199:
Old : 266: 91 35 83 108 105 234 198:
Other: 75: 11 15 15 34 22 58 41:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 34.3 18.8 44.3 8.9 32.1 15.1 40.3
Old : 11.3 34.9 19.4 44.4 9.3 33.1 15.6 41.1
Other: 37.9 42.6 53.0 61.9 33.6 40.5 45.8 52.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 8,488: 1,925 1,817 673 4,464 5,075 7,062 7,565: 1,426 923
Old : 8,449: 1,925 1,817 673 4,436 5,042 7,034 7,532: 1,415 917
Other: 39: 0 0 0 28 33 28 33: 11 6
: : :
: : Changes in Commitments from: November 8, 2022 :
: 541: 848 -3 -177 24 607 696 427: -155 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 21.4 7.9 52.6 59.8 83.2 89.1: 16.8 10.9
Old : 100.0: 22.8 21.5 8.0 52.5 59.7 83.3 89.1: 16.7 10.9
Other: 100.0: 0.0 0.0 0.0 71.8 84.6 71.8 84.6: 28.2 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 15 11 7 13 20 32 34:
Old : 51: 15 11 7 12 20 31 34:
Other: 3: 0 0 0 2 1 2 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 : 50.6 35.1 63.2 52.6 45.3 35.1 54.0 47.6
Old : 50.5 34.9 63.2 52.5 45.2 34.9 54.0 47.5
Other: 71.8 84.6 71.8 84.6 71.8 84.6 71.8 84.6
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 2,283,573: 147,585 737,079 80,061 1,867,585 1,273,766 2,095,232 2,090,906: 188,341 192,666
Old : 2,283,573: 147,585 737,079 80,061 1,867,585 1,273,766 2,095,232 2,090,906: 188,341 192,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2022 :
: 50,666: -37,577 65,252 12,800 70,185 -14,609 45,408 63,443: 5,258 -12,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 32.3 3.5 81.8 55.8 91.8 91.6: 8.2 8.4
Old : 100.0: 6.5 32.3 3.5 81.8 55.8 91.8 91.6: 8.2 8.4
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 : 363: 47 67 41 180 182 252 265:
Old : 363: 47 67 41 180 182 252 265:
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 : 22.5 21.6 33.7 29.9 20.5 20.2 28.2 27.4
Old : 22.5 21.6 33.7 29.9 20.5 20.2 28.2 27.4
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, November 15, 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 : 5,081,165: 410,388 770,545 780,101 3,484,036 3,069,375 4,674,525 4,620,022: 406,640 461,143
Old : 5,081,165: 410,388 770,545 780,101 3,484,036 3,069,375 4,674,525 4,620,022: 406,640 461,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2022 :
: 265,252: -40,718 499 187,840 98,222 69,226 245,344 257,566: 19,908 7,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 15.2 15.4 68.6 60.4 92.0 90.9: 8.0 9.1
Old : 100.0: 8.1 15.2 15.4 68.6 60.4 92.0 90.9: 8.0 9.1
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 : 421: 74 73 88 230 217 349 333:
Old : 421: 74 73 88 230 217 349 333:
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 : 18.8 17.6 28.0 27.0 15.3 14.7 20.9 20.4
Old : 18.8 17.6 28.0 27.0 15.3 14.7 20.9 20.4
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, November 15, 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 : 1,395,888: 133,971 213,042 13,815 1,114,722 930,468 1,262,508 1,157,325: 133,380 238,563
Old : 1,395,888: 133,971 213,042 13,815 1,114,722 930,468 1,262,508 1,157,325: 133,380 238,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2022 :
: 12,465: 16,279 18,822 2,587 11,584 -20,088 30,450 1,321: -17,985 11,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 15.3 1.0 79.9 66.7 90.4 82.9: 9.6 17.1
Old : 100.0: 9.6 15.3 1.0 79.9 66.7 90.4 82.9: 9.6 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 : 144: 21 17 10 82 86 106 110:
Old : 144: 21 17 10 82 86 106 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 30.7 49.3 42.4 34.1 27.1 46.0 37.9
Old : 34.4 30.7 49.3 42.4 34.1 27.1 46.0 37.9
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, November 15, 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 : 3,367: 1,648 2,696 33 0 0 1,681 2,729: 1,686 638
Old : 3,367: 1,648 2,696 33 0 0 1,681 2,729: 1,686 638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2022 :
: 385: 149 407 30 0 0 179 437: 206 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 80.1 1.0 0.0 0.0 49.9 81.1: 50.1 18.9
Old : 100.0: 48.9 80.1 1.0 0.0 0.0 49.9 81.1: 50.1 18.9
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 : 26: 20 5 2 0 0 21 7:
Old : 26: 20 5 2 0 0 21 7:
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 : 22.9 79.2 32.6 81.1 22.9 79.2 32.6 80.1
Old : 22.9 79.2 32.6 81.1 22.9 79.2 32.6 80.1
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, November 15, 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 : 4,834,847: 298,434 827,612 359,319 3,852,128 3,236,561 4,509,882 4,423,492: 324,965 411,356
Old : 4,834,847: 298,434 827,612 359,319 3,852,128 3,236,561 4,509,882 4,423,492: 324,965 411,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2022 :
: 160,544: 14,052 18,521 92,226 67,688 89,267 173,965 200,014: -13,421 -39,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 17.1 7.4 79.7 66.9 93.3 91.5: 6.7 8.5
Old : 100.0: 6.2 17.1 7.4 79.7 66.9 93.3 91.5: 6.7 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 354: 43 66 49 197 188 268 275:
Old : 354: 43 66 49 197 188 268 275:
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 17.5 40.7 27.2 26.4 16.7 33.7 24.4
Old : 32.0 17.5 40.7 27.2 26.4 16.7 33.7 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 1,490,046: 149,424 175,978 176,546 1,125,557 1,092,466 1,451,527 1,444,990: 38,519 45,056
Old : 1,490,046: 149,424 175,978 176,546 1,125,557 1,092,466 1,451,527 1,444,990: 38,519 45,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2022 :
: -2,643: -20,105 28,419 -24,643 36,611 -10,476 -8,137 -6,700: 5,494 4,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 11.8 11.8 75.5 73.3 97.4 97.0: 2.6 3.0
Old : 100.0: 10.0 11.8 11.8 75.5 73.3 97.4 97.0: 2.6 3.0
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 : 127: 17 25 33 74 77 114 114:
Old : 127: 17 25 33 74 77 114 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 28.6 43.8 41.1 19.7 23.1 28.0 30.2
Old : 28.8 28.6 43.8 41.1 19.7 23.1 28.0 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, November 15, 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 : 37,147: 7,502 12,775 429 22,855 14,650 30,786 27,854: 6,361 9,293
Old : 37,147: 7,502 12,775 429 22,855 14,650 30,786 27,854: 6,361 9,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2022 :
: -1,925: -3,091 -1,990 -225 970 682 -2,346 -1,533: 421 -392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 34.4 1.2 61.5 39.4 82.9 75.0: 17.1 25.0
Old : 100.0: 20.2 34.4 1.2 61.5 39.4 82.9 75.0: 17.1 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 : 90: 21 24 11 30 24 56 54:
Old : 90: 21 24 11 30 24 56 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 : 27.0 39.8 41.6 50.6 26.9 39.7 40.2 50.4
Old : 27.0 39.8 41.6 50.6 26.9 39.7 40.2 50.4
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, November 15, 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 : 74,294: 15,005 25,551 858 45,710 29,299 61,573 55,708: 12,721 18,586
Old : 74,294: 15,005 25,551 858 45,710 29,299 61,573 55,708: 12,721 18,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2022 :
: -3,849: -6,182 -3,980 -450 1,940 1,364 -4,692 -3,065: 843 -784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 34.4 1.2 61.5 39.4 82.9 75.0: 17.1 25.0
Old : 100.0: 20.2 34.4 1.2 61.5 39.4 82.9 75.0: 17.1 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 : 90: 21 24 11 30 24 56 54:
Old : 90: 21 24 11 30 24 56 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 : 27.0 39.8 41.6 50.6 26.9 39.7 40.2 50.4
Old : 27.0 39.8 41.6 50.6 26.9 39.7 40.2 50.4
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, November 15, 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 : 50,410: 1,955 2,070 0 45,621 46,982 47,576 49,052: 2,834 1,358
Old : 50,410: 1,955 2,070 0 45,621 46,982 47,576 49,052: 2,834 1,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2022 :
: 161: -17 1,114 0 -115 -172 -132 942: 293 -781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 4.1 0.0 90.5 93.2 94.4 97.3: 5.6 2.7
Old : 100.0: 3.9 4.1 0.0 90.5 93.2 94.4 97.3: 5.6 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 3 0 20 8 23 11:
Old : 31: 3 3 0 20 8 23 11:
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 : 59.3 71.5 74.0 94.8 59.3 70.2 73.5 91.8
Old : 59.3 71.5 74.0 94.8 59.3 70.2 73.5 91.8
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, November 15, 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 : 56,414: 12,237 17,235 1,568 42,246 37,531 56,051 56,334: 363 80
Old : 56,414: 12,237 17,235 1,568 42,246 37,531 56,051 56,334: 363 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2022 :
: -1,312: -31 1,528 -83 -1,188 -106 -1,302 1,339: -10 -2,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 30.6 2.8 74.9 66.5 99.4 99.9: 0.6 0.1
Old : 100.0: 21.7 30.6 2.8 74.9 66.5 99.4 99.9: 0.6 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: 18 14 5 8 2 27 20:
Old : 41: 18 14 5 8 2 27 20:
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 : 78.4 90.8 89.3 97.1 78.4 90.8 87.5 95.8
Old : 78.4 90.8 89.3 97.1 78.4 90.8 87.5 95.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 18, 2022