WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 402,381: 82,163 122,954 134,633 150,292 106,710 367,088 364,297: 35,293 38,084
Old : 278,710: 82,532 110,575 76,186 92,541 65,684 251,259 252,444: 27,452 26,267
Other: 123,671: 35,779 48,528 22,299 57,752 41,027 115,829 111,853: 7,841 11,818
: : :
: : Changes in Commitments from: December 13, 2022 :
: -2,670: -4,840 -6,966 5,114 -2,272 -1,356 -1,998 -3,207: -672 537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 30.6 33.5 37.4 26.5 91.2 90.5: 8.8 9.5
Old : 100.0: 29.6 39.7 27.3 33.2 23.6 90.2 90.6: 9.8 9.4
Other: 100.0: 28.9 39.2 18.0 46.7 33.2 93.7 90.4: 6.3 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 106 105 119 96 100 263 269:
Old : 323: 108 97 100 91 93 241 250:
Other: 193: 39 67 42 50 65 119 145:
:----------------------------------------------------------------------------------------------------
: 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 10.9 21.3 20.1 10.1 9.2 17.1 15.7
Old : 13.0 13.2 22.5 23.6 11.1 12.0 18.0 20.6
Other: 26.2 22.7 41.9 33.2 24.7 21.1 40.1 29.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 165,627: 33,750 37,126 37,937 73,992 70,189 145,679 145,252: 19,948 20,376
Old : 124,200: 39,341 38,427 17,428 52,097 54,295 108,865 110,150: 15,335 14,050
Other: 41,428: 7,646 11,936 7,273 21,895 15,893 36,814 35,102: 4,613 6,326
: : :
: : Changes in Commitments from: December 13, 2022 :
: 546: -2,498 3,849 3,512 -268 -6,111 746 1,251: -200 -705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 22.4 22.9 44.7 42.4 88.0 87.7: 12.0 12.3
Old : 100.0: 31.7 30.9 14.0 41.9 43.7 87.7 88.7: 12.3 11.3
Other: 100.0: 18.5 28.8 17.6 52.9 38.4 88.9 84.7: 11.1 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 48 43 51 73 72 148 142:
Old : 188: 56 37 38 68 65 135 129:
Other: 121: 16 28 22 46 52 77 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 : 14.0 19.1 23.8 29.0 12.9 16.8 20.6 23.5
Old : 16.1 24.2 27.1 34.5 14.6 21.9 24.5 30.7
Other: 22.9 29.4 37.8 44.7 21.8 26.3 36.6 35.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 1,443,655: 265,165 105,029 380,120 638,287 760,022 1,283,571 1,245,170: 160,084 198,485
Old : 1,237,043: 234,923 114,432 308,980 555,984 657,809 1,099,888 1,081,222: 137,155 155,821
Other: 206,612: 74,492 34,847 26,888 82,303 102,212 183,683 163,948: 22,928 42,664
: : :
: : Changes in Commitments from: December 13, 2022 :
: -13,908: -9,822 2,517 7,063 -10,932 -27,433 -13,691 -17,853: -217 3,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 7.3 26.3 44.2 52.6 88.9 86.3: 11.1 13.7
Old : 100.0: 19.0 9.3 25.0 44.9 53.2 88.9 87.4: 11.1 12.6
Other: 100.0: 36.1 16.9 13.0 39.8 49.5 88.9 79.4: 11.1 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 726: 138 121 181 327 394 568 609:
Old : 712: 142 114 162 317 382 545 580:
Other: 482: 59 71 46 141 294 225 387:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 9.0 16.6 14.9 9.4 6.9 15.2 10.5
Old : 10.4 9.4 17.8 15.4 10.2 7.5 16.7 11.4
Other: 23.2 12.6 35.3 20.6 23.2 11.3 35.1 18.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 4,439: 782 2,008 71 1,221 1,077 2,074 3,156: 2,365 1,283
Old : 4,278: 819 2,008 27 1,221 1,056 2,067 3,091: 2,211 1,187
Other: 161: 0 37 7 0 21 7 65: 154 96
: : :
: : Changes in Commitments from: December 13, 2022 :
: 313: 9 239 8 34 12 51 259: 262 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 45.2 1.6 27.5 24.3 46.7 71.1: 53.3 28.9
Old : 100.0: 19.1 46.9 0.6 28.5 24.7 48.3 72.3: 51.7 27.7
Other: 100.0: 0.0 23.0 4.3 0.0 13.0 4.3 40.4: 95.7 59.6
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 8 2 9 6 14 16:
Old : 26: 5 8 1 9 6 14 15:
Other: 3: 0 2 1 0 1 1 3:
:----------------------------------------------------------------------------------------------------
: 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 39.5 36.8 59.7 22.9 39.0 36.3 59.1
Old : 23.7 40.5 38.2 61.4 23.7 40.0 37.6 60.9
Other: 4.3 40.4 4.3 40.4 0.0 36.0 0.0 36.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 733,115: 173,771 47,864 170,268 337,349 427,377 681,388 645,509: 51,727 87,606
Old : 647,848: 158,315 40,003 146,163 297,341 395,308 601,818 581,474: 46,030 66,373
Other: 85,267: 25,647 18,051 13,915 40,008 32,068 79,570 64,035: 5,698 21,233
: : :
: : Changes in Commitments from: December 13, 2022 :
: -11,592: 3,389 -5,359 -4,779 -7,087 -908 -8,476 -11,046: -3,115 -546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 6.5 23.2 46.0 58.3 92.9 88.1: 7.1 11.9
Old : 100.0: 24.4 6.2 22.6 45.9 61.0 92.9 89.8: 7.1 10.2
Other: 100.0: 30.1 21.2 16.3 46.9 37.6 93.3 75.1: 6.7 24.9
: : :
:# Traders : Number of Traders in Each Category :
All : 529: 163 103 170 196 223 436 434:
Old : 519: 161 104 159 193 216 422 418:
Other: 272: 50 51 36 63 145 133 214:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 13.4 19.3 21.3 10.3 10.9 16.6 17.1
Old : 11.8 14.5 20.0 22.6 11.0 11.7 17.5 18.4
Other: 26.1 18.9 40.7 27.8 24.6 14.8 36.4 20.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 445,456: 93,239 30,995 113,475 202,381 276,245 409,095 420,716: 36,361 24,741
Old : 403,600: 97,919 32,428 95,752 177,648 252,772 371,319 380,952: 32,281 22,648
Other: 41,857: 5,379 8,627 7,664 24,734 23,474 37,777 39,764: 4,080 2,093
: : :
: : Changes in Commitments from: December 13, 2022 :
: -18,573: 1,887 -7,299 -2,533 -16,714 -9,144 -17,359 -18,976: -1,214 403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 7.0 25.5 45.4 62.0 91.8 94.4: 8.2 5.6
Old : 100.0: 24.3 8.0 23.7 44.0 62.6 92.0 94.4: 8.0 5.6
Other: 100.0: 12.9 20.6 18.3 59.1 56.1 90.3 95.0: 9.7 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 85 54 81 105 108 230 215:
Old : 277: 89 51 80 105 105 229 211:
Other: 106: 17 23 18 49 33 77 64:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 25.1 19.1 36.6 8.9 21.5 14.7 30.2
Old : 11.2 25.4 19.4 35.8 8.8 22.1 15.0 30.1
Other: 31.0 39.2 45.7 60.3 23.7 31.5 36.1 45.6
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,356,604: 65,680 209,418 95,523 1,011,649 902,696 1,172,852 1,207,637: 183,752 148,967
Old : 1,356,604: 65,680 209,418 95,523 1,011,649 902,696 1,172,852 1,207,637: 183,752 148,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2022 :
: 31,683: 5,905 36,474 9,061 19,486 -14,574 34,451 30,960: -2,769 723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 15.4 7.0 74.6 66.5 86.5 89.0: 13.5 11.0
Old : 100.0: 4.8 15.4 7.0 74.6 66.5 86.5 89.0: 13.5 11.0
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 : 195: 27 25 33 121 111 164 153:
Old : 195: 27 25 33 121 111 164 153:
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 25.5 34.2 36.5 18.1 23.2 29.6 32.3
Old : 20.8 25.5 34.2 36.5 18.1 23.2 29.6 32.3
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 20, 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 : 1,414,871: 63,616 425,417 3,725 1,182,836 870,641 1,250,177 1,299,783: 164,694 115,088
Old : 1,414,871: 63,616 425,417 3,725 1,182,836 870,641 1,250,177 1,299,783: 164,694 115,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2022 :
: -12,421: 3,708 -1,659 -2,741 -11,972 -13,397 -11,005 -17,797: -1,415 5,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 30.1 0.3 83.6 61.5 88.4 91.9: 11.6 8.1
Old : 100.0: 4.5 30.1 0.3 83.6 61.5 88.4 91.9: 11.6 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 : 153: 15 13 9 99 89 118 107:
Old : 153: 15 13 9 99 89 118 107:
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 : 23.4 34.6 36.9 55.7 21.2 34.5 32.9 51.5
Old : 23.4 34.6 36.9 55.7 21.2 34.5 32.9 51.5
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 20, 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 : 453,264: 150,648 10,660 87,909 160,456 322,481 399,014 421,051: 54,250 32,212
Old : 426,669: 147,004 13,291 77,284 151,348 306,212 375,637 396,787: 51,033 29,882
Other: 26,594: 8,582 2,308 5,686 9,109 16,269 23,377 24,264: 3,217 2,331
: : :
: : Changes in Commitments from: December 13, 2022 :
: 14,865: 5,543 -672 1,600 6,562 15,854 13,706 16,782: 1,159 -1,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 2.4 19.4 35.4 71.1 88.0 92.9: 12.0 7.1
Old : 100.0: 34.5 3.1 18.1 35.5 71.8 88.0 93.0: 12.0 7.0
Other: 100.0: 32.3 8.7 21.4 34.2 61.2 87.9 91.2: 12.1 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 115 36 90 106 115 259 213:
Old : 294: 111 40 87 106 111 257 207:
Other: 96: 25 11 15 44 30 77 49:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 34.9 18.5 45.4 9.5 32.9 16.5 42.0
Old : 10.4 35.2 18.9 45.0 9.9 33.4 17.1 42.2
Other: 32.6 40.4 44.8 61.5 22.4 35.5 32.1 46.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 9,209: 1,005 3,048 1,199 5,752 3,886 7,956 8,133: 1,253 1,076
Old : 8,413: 1,004 3,048 1,198 4,973 3,111 7,175 7,357: 1,238 1,056
Other: 796: 1 0 1 779 775 781 776: 15 20
: : :
: : Changes in Commitments from: December 13, 2022 :
: 677: 417 373 -30 364 380 751 723: -74 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 33.1 13.0 62.5 42.2 86.4 88.3: 13.6 11.7
Old : 100.0: 11.9 36.2 14.2 59.1 37.0 85.3 87.4: 14.7 12.6
Other: 100.0: 0.1 0.0 0.1 97.9 97.4 98.1 97.5: 1.9 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 11 19 10 14 21 30 46:
Old : 57: 11 19 10 13 20 29 45:
Other: 10: 2 0 2 5 3 7 5:
:----------------------------------------------------------------------------------------------------
: 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 : 58.3 33.3 69.9 45.0 47.3 25.6 55.1 35.0
Old : 55.1 28.6 67.7 40.1 45.0 22.3 54.9 32.7
Other: 97.1 97.4 98.1 97.5 97.1 97.4 98.0 97.4
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 2,240,490: 192,991 698,018 60,903 1,803,091 1,294,567 2,056,984 2,053,487: 183,505 187,002
Old : 2,240,490: 192,991 698,018 60,903 1,803,091 1,294,567 2,056,984 2,053,487: 183,505 187,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2022 :
: 12,895: -630 -19,123 -7,490 23,717 35,800 15,596 9,187: -2,701 3,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 31.2 2.7 80.5 57.8 91.8 91.7: 8.2 8.3
Old : 100.0: 8.6 31.2 2.7 80.5 57.8 91.8 91.7: 8.2 8.3
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 : 375: 51 66 38 180 187 249 273:
Old : 375: 51 66 38 180 187 249 273:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 21.7 31.2 31.5 18.8 20.5 26.4 28.2
Old : 21.0 21.7 31.2 31.5 18.8 20.5 26.4 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 4,799,964: 444,562 707,255 670,013 3,346,301 2,972,756 4,460,875 4,350,024: 339,089 449,940
Old : 4,799,964: 444,562 707,255 670,013 3,346,301 2,972,756 4,460,875 4,350,024: 339,089 449,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2022 :
: -66,914: -25,716 -52,272 -29,526 5,289 26,900 -49,953 -54,898: -16,962 -12,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 14.7 14.0 69.7 61.9 92.9 90.6: 7.1 9.4
Old : 100.0: 9.3 14.7 14.0 69.7 61.9 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 : 411: 61 77 79 220 216 327 326:
Old : 411: 61 77 79 220 216 327 326:
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 29.9 27.6 15.1 13.7 22.0 18.3
Old : 18.8 17.6 29.9 27.6 15.1 13.7 22.0 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 1,427,683: 157,979 267,673 12,019 1,106,127 911,010 1,276,125 1,190,702: 151,558 236,981
Old : 1,427,683: 157,979 267,673 12,019 1,106,127 911,010 1,276,125 1,190,702: 151,558 236,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2022 :
: -5,883: -11,316 -3,093 609 11,417 11,478 710 8,994: -6,594 -14,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 18.7 0.8 77.5 63.8 89.4 83.4: 10.6 16.6
Old : 100.0: 11.1 18.7 0.8 77.5 63.8 89.4 83.4: 10.6 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 16 24 10 76 83 97 112:
Old : 142: 16 24 10 76 83 97 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 30.8 50.3 44.3 34.8 27.6 48.2 39.9
Old : 34.9 30.8 50.3 44.3 34.8 27.6 48.2 39.9
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, December 20, 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 : 2,488: 1,063 1,834 1 0 0 1,064 1,835: 1,424 653
Old : 2,488: 1,063 1,834 1 0 0 1,064 1,835: 1,424 653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2022 :
: -77: 114 -145 -37 0 0 77 -182: -154 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 73.7 0.0 0.0 0.0 42.8 73.8: 57.2 26.2
Old : 100.0: 42.7 73.7 0.0 0.0 0.0 42.8 73.8: 57.2 26.2
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 : 26: 19 7 1 0 0 20 7:
Old : 26: 19 7 1 0 0 20 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 : 16.0 69.1 27.2 73.8 16.0 69.1 27.2 73.7
Old : 16.0 69.1 27.2 73.8 16.0 69.1 27.2 73.7
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 20, 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 : 4,462,205: 246,221 908,880 228,320 3,660,421 2,942,928 4,134,962 4,080,128: 327,243 382,077
Old : 4,462,205: 246,221 908,880 228,320 3,660,421 2,942,928 4,134,962 4,080,128: 327,243 382,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2022 :
: 25,323: -14,396 -7,495 -14,097 41,118 64,855 12,626 43,264: 12,697 -17,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 20.4 5.1 82.0 66.0 92.7 91.4: 7.3 8.6
Old : 100.0: 5.5 20.4 5.1 82.0 66.0 92.7 91.4: 7.3 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 41 57 43 183 183 244 263:
Old : 339: 41 57 43 183 183 244 263:
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 : 33.9 17.6 44.1 27.1 29.1 16.7 37.6 25.5
Old : 33.9 17.6 44.1 27.1 29.1 16.7 37.6 25.5
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 20, 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 : 1,531,049: 148,343 233,713 153,277 1,192,766 1,100,230 1,494,386 1,487,220: 36,663 43,829
Old : 1,531,049: 148,343 233,713 153,277 1,192,766 1,100,230 1,494,386 1,487,220: 36,663 43,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2022 :
: 128,467: 27,169 38,645 -6,294 105,368 95,962 126,243 128,313: 2,224 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 15.3 10.0 77.9 71.9 97.6 97.1: 2.4 2.9
Old : 100.0: 9.7 15.3 10.0 77.9 71.9 97.6 97.1: 2.4 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 : 127: 19 24 33 70 77 110 115:
Old : 127: 19 24 33 70 77 110 115:
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 : 30.9 27.7 46.8 39.7 26.1 22.3 32.9 30.5
Old : 30.9 27.7 46.8 39.7 26.1 22.3 32.9 30.5
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 20, 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 : 36,340: 12,526 15,745 273 17,533 12,343 30,332 28,361: 6,007 7,979
Old : 36,340: 12,526 15,745 273 17,533 12,343 30,332 28,361: 6,007 7,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2022 :
: -17,301: 820 -2,174 -4,906 -12,236 -7,280 -16,322 -14,360: -978 -2,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 43.3 0.8 48.2 34.0 83.5 78.0: 16.5 22.0
Old : 100.0: 34.5 43.3 0.8 48.2 34.0 83.5 78.0: 16.5 22.0
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 : 84: 18 23 8 27 24 50 50:
Old : 84: 18 23 8 27 24 50 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 44.1 54.1 53.6 37.9 44.1 53.8 53.6
Old : 38.1 44.1 54.1 53.6 37.9 44.1 53.8 53.6
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 20, 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 : 72,679: 25,052 31,490 546 35,067 24,686 60,665 56,722: 12,014 15,957
Old : 72,679: 25,052 31,490 546 35,067 24,686 60,665 56,722: 12,014 15,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2022 :
: -34,601: 1,641 -4,347 -9,813 -24,472 -14,560 -32,644 -28,720: -1,957 -5,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 43.3 0.8 48.2 34.0 83.5 78.0: 16.5 22.0
Old : 100.0: 34.5 43.3 0.8 48.2 34.0 83.5 78.0: 16.5 22.0
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 : 84: 18 23 8 27 24 50 50:
Old : 84: 18 23 8 27 24 50 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 44.1 54.1 53.6 37.9 44.1 53.8 53.6
Old : 38.1 44.1 54.1 53.6 37.9 44.1 53.8 53.6
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 20, 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 : 42,793: 1,983 655 0 38,089 41,215 40,072 41,870: 2,721 923
Old : 42,793: 1,983 655 0 38,089 41,215 40,072 41,870: 2,721 923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2022 :
: -24,614: -228 -1,594 0 -24,269 -22,546 -24,497 -24,140: -117 -474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 1.5 0.0 89.0 96.3 93.6 97.8: 6.4 2.2
Old : 100.0: 4.6 1.5 0.0 89.0 96.3 93.6 97.8: 6.4 2.2
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 : 31: 3 2 0 20 9 23 11:
Old : 31: 3 2 0 20 9 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 : 51.7 77.8 69.5 95.8 49.3 76.2 66.6 92.7
Old : 51.7 77.8 69.5 95.8 49.3 76.2 66.6 92.7
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 20, 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 : 64,668: 16,753 19,339 3,435 44,079 41,798 64,267 64,572: 401 96
Old : 64,668: 16,753 19,339 3,435 44,079 41,798 64,267 64,572: 401 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2022 :
: 4,183: -354 -858 743 3,750 4,295 4,139 4,180: 44 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 29.9 5.3 68.2 64.6 99.4 99.9: 0.6 0.1
Old : 100.0: 25.9 29.9 5.3 68.2 64.6 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 : 44: 21 14 6 8 3 30 23:
Old : 44: 21 14 6 8 3 30 23:
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 : 71.8 83.3 85.0 92.7 68.3 79.5 79.3 87.0
Old : 71.8 83.3 85.0 92.7 68.3 79.5 79.3 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2022