WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 404,705: 88,588 130,495 128,230 150,182 106,726 366,999 365,451: 37,706 39,254
Old : 290,618: 83,819 118,856 76,031 100,093 68,101 259,942 262,988: 30,676 27,630
Other: 114,087: 36,334 43,203 20,634 50,089 38,625 107,057 102,463: 7,030 11,624
: : :
: : Changes in Commitments from: November 29, 2022 :
: 36,923: 4,730 13,596 21,851 6,936 -772 33,516 34,674: 3,407 2,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 32.2 31.7 37.1 26.4 90.7 90.3: 9.3 9.7
Old : 100.0: 28.8 40.9 26.2 34.4 23.4 89.4 90.5: 10.6 9.5
Other: 100.0: 31.8 37.9 18.1 43.9 33.9 93.8 89.8: 6.2 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 112 104 118 87 97 258 268:
Old : 327: 115 96 99 83 90 236 251:
Other: 187: 39 62 43 48 64 119 138:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 10.3 21.4 19.4 10.4 8.7 17.8 16.1
Old : 12.0 12.6 20.4 22.6 9.8 12.1 16.6 21.1
Other: 27.4 20.9 42.2 32.4 27.3 18.8 41.9 27.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 159,860: 32,229 29,455 33,812 74,410 74,711 140,451 137,978: 19,409 21,882
Old : 120,733: 35,893 29,023 16,589 52,788 59,563 105,270 105,175: 15,463 15,558
Other: 39,127: 7,820 11,915 5,740 21,622 15,148 35,181 32,803: 3,946 6,324
: : :
: : Changes in Commitments from: November 29, 2022 :
: 5,582: -4,550 5,347 5,650 4,700 -6,305 5,799 4,692: -217 890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 18.4 21.2 46.5 46.7 87.9 86.3: 12.1 13.7
Old : 100.0: 29.7 24.0 13.7 43.7 49.3 87.2 87.1: 12.8 12.9
Other: 100.0: 20.0 30.5 14.7 55.3 38.7 89.9 83.8: 10.1 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 45 47 51 69 70 141 144:
Old : 185: 50 41 38 65 64 128 132:
Other: 122: 21 26 21 42 49 77 83:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 20.9 24.9 29.3 13.3 16.4 20.7 22.2
Old : 16.6 23.5 27.7 32.5 14.2 21.0 23.1 28.4
Other: 21.2 29.2 35.6 44.2 20.1 26.1 34.4 36.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 1,486,178: 277,583 119,196 373,558 678,406 798,389 1,329,546 1,291,142: 156,632 195,036
Old : 1,287,910: 245,037 128,326 307,408 599,534 695,590 1,151,979 1,131,324: 135,930 156,586
Other: 198,269: 73,802 32,125 24,894 78,872 102,799 177,567 159,818: 20,701 38,450
: : :
: : Changes in Commitments from: November 29, 2022 :
: 32,911: -46,820 30,186 23,564 56,403 -26,735 33,147 27,015: -236 5,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 8.0 25.1 45.6 53.7 89.5 86.9: 10.5 13.1
Old : 100.0: 19.0 10.0 23.9 46.6 54.0 89.4 87.8: 10.6 12.2
Other: 100.0: 37.2 16.2 12.6 39.8 51.8 89.6 80.6: 10.4 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 758: 146 125 187 337 416 588 641:
Old : 748: 154 120 165 332 404 568 613:
Other: 493: 63 70 46 124 307 210 403:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 8.5 16.9 14.8 9.6 6.6 15.7 10.5
Old : 10.6 8.6 17.8 14.9 10.4 7.2 16.7 10.9
Other: 24.3 12.5 36.0 21.0 24.3 11.1 36.0 18.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 3,723: 734 1,424 17 1,189 1,058 1,940 2,499: 1,783 1,224
Old : 3,596: 748 1,424 0 1,189 1,037 1,937 2,461: 1,659 1,135
Other: 127: 0 14 3 0 21 3 38: 124 89
: : :
: : Changes in Commitments from: November 29, 2022 :
: 430: -33 277 2 115 -120 84 159: 346 271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 38.2 0.5 31.9 28.4 52.1 67.1: 47.9 32.9
Old : 100.0: 20.8 39.6 0.0 33.1 28.8 53.9 68.4: 46.1 31.6
Other: 100.0: 0.0 11.1 2.4 0.0 16.6 2.4 30.0: 97.6 70.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 6 1 9 5 13 12:
Old : 22: 4 6 0 9 5 13 11:
Other: 2: 0 1 1 0 1 1 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 : 28.1 43.1 43.5 62.6 28.1 43.0 42.9 62.5
Old : 29.1 44.0 45.0 64.2 29.1 43.9 44.4 64.1
Other: 2.4 30.0 2.4 30.0 0.0 27.6 0.0 27.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 719,341: 158,000 64,934 169,020 340,403 401,880 667,424 635,835: 51,918 83,506
Old : 644,049: 146,255 59,043 145,157 306,140 373,072 597,552 577,271: 46,498 66,778
Other: 75,292: 24,264 18,410 11,346 34,263 28,809 69,872 58,564: 5,420 16,728
: : :
: : Changes in Commitments from: November 29, 2022 :
: -2,272: 9,864 8,647 -8,303 152 -3,477 1,713 -3,133: -3,985 861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 9.0 23.5 47.3 55.9 92.8 88.4: 7.2 11.6
Old : 100.0: 22.7 9.2 22.5 47.5 57.9 92.8 89.6: 7.2 10.4
Other: 100.0: 32.2 24.5 15.1 45.5 38.3 92.8 77.8: 7.2 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 544: 150 118 177 189 229 433 451:
Old : 537: 151 121 166 186 226 420 440:
Other: 273: 46 52 33 62 146 125 217:
:----------------------------------------------------------------------------------------------------
: 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 12.9 19.6 19.8 10.9 11.0 16.7 16.3
Old : 12.5 13.8 20.3 21.0 11.5 11.8 17.9 17.4
Other: 31.1 19.5 44.9 29.3 28.9 16.9 38.0 23.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 485,549: 104,313 36,644 124,753 217,699 298,276 446,765 459,672: 38,785 25,877
Old : 451,488: 108,660 37,232 110,020 197,508 280,132 416,188 427,384: 35,300 24,105
Other: 34,061: 3,322 7,081 7,064 20,191 18,144 30,577 32,289: 3,484 1,772
: : :
: : Changes in Commitments from: November 29, 2022 :
: 5,563: -32,864 5,928 9,465 25,183 -13,290 1,784 2,103: 3,779 3,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 7.5 25.7 44.8 61.4 92.0 94.7: 8.0 5.3
Old : 100.0: 24.1 8.2 24.4 43.7 62.0 92.2 94.7: 7.8 5.3
Other: 100.0: 9.8 20.8 20.7 59.3 53.3 89.8 94.8: 10.2 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 89 57 89 102 106 232 216:
Old : 276: 91 55 88 102 104 232 213:
Other: 91: 18 19 17 42 25 69 53:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 27.4 19.2 37.4 8.0 21.0 13.3 27.5
Old : 11.6 27.6 19.5 36.9 8.2 21.9 13.5 27.4
Other: 33.8 41.3 47.9 61.7 24.8 31.2 35.2 46.4
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 1,293,436: 55,114 168,159 76,949 978,702 887,869 1,110,765 1,132,977: 182,670 160,459
Old : 1,293,436: 55,114 168,159 76,949 978,702 887,869 1,110,765 1,132,977: 182,670 160,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2022 :
: -1,028: 10,941 20,158 1,326 -2,700 -27,812 9,568 -6,328: -10,596 5,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 13.0 5.9 75.7 68.6 85.9 87.6: 14.1 12.4
Old : 100.0: 4.3 13.0 5.9 75.7 68.6 85.9 87.6: 14.1 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 21 30 34 115 104 157 147:
Old : 187: 21 30 34 115 104 157 147:
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 : 20.9 25.0 35.3 35.8 17.7 21.7 29.7 29.4
Old : 20.9 25.0 35.3 35.8 17.7 21.7 29.7 29.4
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, December 06, 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 : 1,424,998: 56,272 428,045 6,440 1,193,574 875,632 1,256,286 1,310,117: 168,712 114,881
Old : 1,424,998: 56,272 428,045 6,440 1,193,574 875,632 1,256,286 1,310,117: 168,712 114,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2022 :
: -54,423: -3,956 -21,587 -14,020 -29,336 -15,853 -47,312 -51,460: -7,111 -2,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 30.0 0.5 83.8 61.4 88.2 91.9: 11.8 8.1
Old : 100.0: 3.9 30.0 0.5 83.8 61.4 88.2 91.9: 11.8 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 12 17 11 103 88 123 108:
Old : 155: 12 17 11 103 88 123 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 33.9 37.4 55.2 21.6 33.6 33.0 50.4
Old : 23.6 33.9 37.4 55.2 21.6 33.6 33.0 50.4
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, December 06, 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 : 427,153: 137,133 17,691 77,773 158,948 299,434 373,853 394,898: 53,300 32,255
Old : 406,601: 135,175 19,195 68,698 152,417 288,486 356,290 376,379: 50,311 30,221
Other: 20,553: 5,216 1,755 5,817 6,531 10,948 17,563 18,519: 2,989 2,034
: : :
: : Changes in Commitments from: November 29, 2022 :
: 32,560: 20,156 -2,528 6,898 128 21,978 27,182 26,348: 5,377 6,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 4.1 18.2 37.2 70.1 87.5 92.4: 12.5 7.6
Old : 100.0: 33.2 4.7 16.9 37.5 71.0 87.6 92.6: 12.4 7.4
Other: 100.0: 25.4 8.5 28.3 31.8 53.3 85.5 90.1: 14.5 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 108 32 83 105 106 244 200:
Old : 279: 108 33 82 105 105 243 199:
Other: 83: 22 9 14 38 26 66 44:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 35.8 18.9 45.1 10.1 33.1 17.0 41.8
Old : 11.6 36.8 19.4 45.3 10.6 34.4 17.8 42.7
Other: 35.8 34.7 49.6 56.5 20.8 27.9 30.6 41.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 8,471: 1,482 1,880 994 4,927 4,687 7,403 7,561: 1,067 909
Old : 7,975: 1,484 1,882 989 4,464 4,195 6,937 7,066: 1,037 908
Other: 496: 2 2 1 463 492 466 495: 30 1
: : :
: : Changes in Commitments from: November 29, 2022 :
: -575: -1,394 55 386 602 -822 -406 -381: -169 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 22.2 11.7 58.2 55.3 87.4 89.3: 12.6 10.7
Old : 100.0: 18.6 23.6 12.4 56.0 52.6 87.0 88.6: 13.0 11.4
Other: 100.0: 0.4 0.4 0.2 93.4 99.2 94.0 99.8: 6.0 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 13 15 8 11 20 29 38:
Old : 52: 14 14 8 10 20 28 38:
Other: 9: 1 1 2 5 2 7 4:
:----------------------------------------------------------------------------------------------------
: 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 : 54.3 39.1 68.4 51.7 50.1 34.8 58.5 45.3
Old : 53.2 36.6 67.1 49.1 49.0 32.1 57.8 43.4
Other: 92.8 99.8 94.0 99.8 92.8 99.6 93.8 99.6
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 2,125,717: 171,891 705,645 43,922 1,732,550 1,203,952 1,948,363 1,953,519: 177,354 172,199
Old : 2,125,717: 171,891 705,645 43,922 1,732,550 1,203,952 1,948,363 1,953,519: 177,354 172,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2022 :
: 19,687: 15,356 22,596 -16,080 31,815 20,325 31,091 26,841: -11,404 -7,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 33.2 2.1 81.5 56.6 91.7 91.9: 8.3 8.1
Old : 100.0: 8.1 33.2 2.1 81.5 56.6 91.7 91.9: 8.3 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 62 61 34 175 181 249 264:
Old : 374: 62 61 34 175 181 249 264:
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 : 21.6 20.6 32.3 30.7 19.5 19.2 26.7 28.6
Old : 21.6 20.6 32.3 30.7 19.5 19.2 26.7 28.6
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, December 06, 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 : 4,701,977: 440,641 760,413 637,805 3,266,991 2,830,037 4,345,437 4,228,255: 356,540 473,722
Old : 4,701,977: 440,641 760,413 637,805 3,266,991 2,830,037 4,345,437 4,228,255: 356,540 473,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2022 :
: 133,087: -18,407 19,219 86,341 79,913 -9,952 147,847 95,609: -14,760 37,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 16.2 13.6 69.5 60.2 92.4 89.9: 7.6 10.1
Old : 100.0: 9.4 16.2 13.6 69.5 60.2 92.4 89.9: 7.6 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 64 76 77 210 204 317 314:
Old : 404: 64 76 77 210 204 317 314:
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 : 19.5 18.4 28.9 26.7 15.6 14.6 21.0 19.5
Old : 19.5 18.4 28.9 26.7 15.6 14.6 21.0 19.5
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, December 06, 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 : 1,410,585: 142,263 249,215 8,999 1,099,122 909,617 1,250,384 1,167,831: 160,201 242,754
Old : 1,410,585: 142,263 249,215 8,999 1,099,122 909,617 1,250,384 1,167,831: 160,201 242,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2022 :
: 47,308: -325 27,378 -1,901 48,736 18,784 46,510 44,261: 798 3,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 17.7 0.6 77.9 64.5 88.6 82.8: 11.4 17.2
Old : 100.0: 10.1 17.7 0.6 77.9 64.5 88.6 82.8: 11.4 17.2
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 : 137: 16 19 12 76 84 96 111:
Old : 137: 16 19 12 76 84 96 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 31.8 51.5 45.4 35.4 28.1 48.7 40.7
Old : 35.6 31.8 51.5 45.4 35.4 28.1 48.7 40.7
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, December 06, 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 : 2,153: 763 1,502 0 0 0 763 1,502: 1,390 651
Old : 2,153: 763 1,502 0 0 0 763 1,502: 1,390 651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2022 :
: -177: -31 -86 -185 0 0 -216 -271: 39 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 69.8 0.0 0.0 0.0 35.4 69.8: 64.6 30.2
Old : 100.0: 35.4 69.8 0.0 0.0 0.0 35.4 69.8: 64.6 30.2
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 : 22: 14 8 0 0 0 14 8:
Old : 22: 14 8 0 0 0 14 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 : 16.7 63.5 26.5 69.8 16.7 63.5 26.5 69.8
Old : 16.7 63.5 26.5 69.8 16.7 63.5 26.5 69.8
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, December 06, 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 : 4,428,533: 238,054 881,281 240,243 3,634,542 2,877,850 4,112,839 3,999,374: 315,693 429,159
Old : 4,428,533: 238,054 881,281 240,243 3,634,542 2,877,850 4,112,839 3,999,374: 315,693 429,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2022 :
: -98,271: -79,419 41,444 -20,269 5,183 -138,735 -94,505 -117,560: -3,766 19,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 19.9 5.4 82.1 65.0 92.9 90.3: 7.1 9.7
Old : 100.0: 5.4 19.9 5.4 82.1 65.0 92.9 90.3: 7.1 9.7
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 : 336: 36 66 48 181 178 245 264:
Old : 336: 36 66 48 181 178 245 264:
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 18.6 43.2 28.1 28.6 17.5 36.1 26.2
Old : 33.5 18.6 43.2 28.1 28.6 17.5 36.1 26.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 1,323,028: 114,699 193,566 139,016 1,039,303 951,558 1,293,018 1,284,140: 30,010 38,888
Old : 1,323,028: 114,699 193,566 139,016 1,039,303 951,558 1,293,018 1,284,140: 30,010 38,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2022 :
: -320,637: -68,340 -23,325 -58,894 -192,916 -236,454 -320,150 -318,673: -487 -1,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 14.6 10.5 78.6 71.9 97.7 97.1: 2.3 2.9
Old : 100.0: 8.7 14.6 10.5 78.6 71.9 97.7 97.1: 2.3 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 21 20 35 68 73 110 109:
Old : 122: 21 20 35 68 73 110 109:
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 : 27.6 30.0 44.7 42.3 20.9 25.9 29.8 34.2
Old : 27.6 30.0 44.7 42.3 20.9 25.9 29.8 34.2
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, December 06, 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 : 41,303: 11,019 16,781 1,591 22,405 12,850 35,015 31,222: 6,289 10,081
Old : 41,303: 11,019 16,781 1,591 22,405 12,850 35,015 31,222: 6,289 10,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2022 :
: 1,555: 411 3,115 698 434 -2,668 1,542 1,145: 13 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 40.6 3.9 54.2 31.1 84.8 75.6: 15.2 24.4
Old : 100.0: 26.7 40.6 3.9 54.2 31.1 84.8 75.6: 15.2 24.4
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 : 90: 19 28 16 25 25 54 59:
Old : 90: 19 28 16 25 25 54 59:
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 : 26.9 36.9 43.6 45.4 26.7 36.6 42.0 44.9
Old : 26.9 36.9 43.6 45.4 26.7 36.6 42.0 44.9
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, December 06, 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 : 82,607: 22,038 33,563 3,182 44,810 25,699 70,029 62,444: 12,578 20,163
Old : 82,607: 22,038 33,563 3,182 44,810 25,699 70,029 62,444: 12,578 20,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2022 :
: 3,109: 821 6,230 1,395 868 -5,336 3,084 2,290: 25 820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 40.6 3.9 54.2 31.1 84.8 75.6: 15.2 24.4
Old : 100.0: 26.7 40.6 3.9 54.2 31.1 84.8 75.6: 15.2 24.4
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 : 90: 19 28 16 25 25 54 59:
Old : 90: 19 28 16 25 25 54 59:
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 : 26.9 36.9 43.6 45.4 26.7 36.6 42.0 44.9
Old : 26.9 36.9 43.6 45.4 26.7 36.6 42.0 44.9
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, December 06, 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 : 51,449: 2,228 3,007 18 46,803 47,365 49,049 50,390: 2,400 1,059
Old : 51,449: 2,228 3,007 18 46,803 47,365 49,049 50,390: 2,400 1,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2022 :
: 47: 45 415 4 283 -185 332 234: -285 -187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 5.8 0.0 91.0 92.1 95.3 97.9: 4.7 2.1
Old : 100.0: 4.3 5.8 0.0 91.0 92.1 95.3 97.9: 4.7 2.1
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 3 1 23 8 27 11:
Old : 34: 3 3 1 23 8 27 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 : 56.5 71.0 72.2 94.2 56.5 69.8 72.0 91.7
Old : 56.5 71.0 72.2 94.2 56.5 69.8 72.0 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($0.5 X DJIA INDEX) :
: : :
All : 41,235: 17,571 19,146 2,788 4,575 664 24,934 22,598: 16,301 18,637
Old : 41,235: 17,571 19,146 2,788 4,575 664 24,934 22,598: 16,301 18,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2022 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 46.4 6.8 11.1 1.6 60.5 54.8: 39.5 45.2
Old : 100.0: 42.6 46.4 6.8 11.1 1.6 60.5 54.8: 39.5 45.2
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 : 22: 7 9 6 5 3 14 16:
Old : 22: 7 9 6 5 3 14 16:
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 : 48.4 45.5 56.6 51.1 45.6 41.9 50.5 45.9
Old : 48.4 45.5 56.6 51.1 45.6 41.9 50.5 45.9
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, December 06, 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 : 60,007: 18,410 21,649 765 40,441 37,503 59,616 59,917: 391 90
Old : 60,007: 18,410 21,649 765 40,441 37,503 59,616 59,917: 391 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2022 :
: 2,407: 2,706 2,386 15 -328 -28 2,393 2,373: 14 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 36.1 1.3 67.4 62.5 99.3 99.9: 0.7 0.1
Old : 100.0: 30.7 36.1 1.3 67.4 62.5 99.3 99.9: 0.7 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 : 44: 21 15 4 7 1 28 20:
Old : 44: 21 15 4 7 1 28 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 : 73.8 85.7 86.0 95.8 73.8 85.7 86.0 95.8
Old : 73.8 85.7 86.0 95.8 73.8 85.7 86.0 95.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 09, 2022