WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 394,847: 81,837 125,684 121,044 154,887 109,012 357,767 355,739: 37,080 39,108
Old : 263,096: 81,382 111,663 61,076 92,455 64,610 234,913 237,349: 28,183 25,747
Other: 131,751: 37,040 50,606 23,383 62,432 44,401 122,854 118,390: 8,897 13,361
: : :
: : Changes in Commitments from: January 3, 2023 :
: 6,675: 1,449 11,831 1,200 473 -7,858 3,122 5,173: 3,553 1,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 31.8 30.7 39.2 27.6 90.6 90.1: 9.4 9.9
Old : 100.0: 30.9 42.4 23.2 35.1 24.6 89.3 90.2: 10.7 9.8
Other: 100.0: 28.1 38.4 17.7 47.4 33.7 93.2 89.9: 6.8 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 104 107 117 102 103 269 270:
Old : 326: 107 98 100 97 95 247 252:
Other: 202: 48 63 43 57 67 133 146:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 11.2 21.8 20.5 10.0 9.4 16.9 15.9
Old : 12.8 12.6 21.2 23.0 10.9 12.1 18.1 21.2
Other: 26.1 20.5 41.0 32.2 23.4 19.8 38.1 27.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 176,931: 30,589 42,859 44,435 80,916 68,124 155,940 155,418: 20,991 21,513
Old : 125,589: 39,347 46,477 18,602 52,482 46,018 110,431 111,097: 15,158 14,492
Other: 51,342: 10,285 15,424 6,791 28,434 22,106 45,509 44,321: 5,833 7,021
: : :
: : Changes in Commitments from: January 3, 2023 :
: 11,977: -3,071 5,753 7,206 5,441 -1,971 9,576 10,988: 2,401 989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 24.2 25.1 45.7 38.5 88.1 87.8: 11.9 12.2
Old : 100.0: 31.3 37.0 14.8 41.8 36.6 87.9 88.5: 12.1 11.5
Other: 100.0: 20.0 30.0 13.2 55.4 43.1 88.6 86.3: 11.4 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 55 50 65 69 75 155 163:
Old : 200: 59 47 50 66 69 144 148:
Other: 131: 30 28 24 45 51 88 90:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 17.5 24.0 27.0 12.4 15.5 19.8 22.1
Old : 16.8 21.5 27.0 31.3 15.9 20.6 25.3 30.0
Other: 24.6 29.1 37.3 43.7 20.4 24.9 32.8 34.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,481,932: 303,478 95,081 379,046 643,589 797,497 1,326,113 1,271,624: 155,819 210,308
Old : 1,243,152: 269,934 108,897 295,238 549,080 681,798 1,114,253 1,085,934: 128,899 157,218
Other: 238,781: 80,183 32,822 37,169 94,509 115,699 211,861 185,690: 26,920 53,090
: : :
: : Changes in Commitments from: January 3, 2023 :
: 11,999: -28,867 8,381 9,720 29,843 -11,935 10,696 6,166: 1,303 5,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 6.4 25.6 43.4 53.8 89.5 85.8: 10.5 14.2
Old : 100.0: 21.7 8.8 23.7 44.2 54.8 89.6 87.4: 10.4 12.6
Other: 100.0: 33.6 13.7 15.6 39.6 48.5 88.7 77.8: 11.3 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 737: 161 105 174 329 406 574 616:
Old : 722: 158 104 158 317 394 549 590:
Other: 492: 68 63 46 144 307 234 394:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 8.5 16.3 14.5 9.1 6.6 14.7 10.1
Old : 10.3 8.5 17.2 14.5 10.0 7.4 16.3 11.3
Other: 20.6 12.1 32.4 19.8 20.6 10.3 31.7 16.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,849: 793 1,659 76 877 991 1,746 2,726: 2,103 1,123
Old : 3,634: 847 1,659 10 877 965 1,734 2,634: 1,900 1,000
Other: 215: 0 54 12 0 26 12 92: 203 123
: : :
: : Changes in Commitments from: January 3, 2023 :
: 166: 7 204 0 17 -25 24 179: 142 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 43.1 2.0 22.8 25.7 45.4 70.8: 54.6 29.2
Old : 100.0: 23.3 45.7 0.3 24.1 26.6 47.7 72.5: 52.3 27.5
Other: 100.0: 0.0 25.1 5.6 0.0 12.1 5.6 42.8: 94.4 57.2
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 7 2 8 6 13 15:
Old : 23: 5 7 1 8 6 13 14:
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 : 26.9 39.1 40.0 57.4 26.9 38.2 39.3 56.5
Old : 28.5 40.7 42.1 60.1 28.5 39.7 42.1 59.1
Other: 5.6 42.8 5.6 42.8 0.0 37.2 0.0 37.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 727,769: 185,702 47,187 161,147 332,385 431,026 679,234 639,360: 48,535 88,409
Old : 613,092: 170,049 42,996 124,919 277,822 384,558 572,790 552,473: 40,303 60,619
Other: 114,677: 33,319 21,857 18,562 54,563 46,468 106,444 86,887: 8,232 27,789
: : :
: : Changes in Commitments from: January 3, 2023 :
: 23,773: -8,783 -552 11,082 21,064 13,619 23,363 24,148: 409 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 6.5 22.1 45.7 59.2 93.3 87.9: 6.7 12.1
Old : 100.0: 27.7 7.0 20.4 45.3 62.7 93.4 90.1: 6.6 9.9
Other: 100.0: 29.1 19.1 16.2 47.6 40.5 92.8 75.8: 7.2 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 536: 156 108 162 180 230 419 432:
Old : 527: 153 111 151 172 217 401 411:
Other: 289: 57 44 38 68 158 144 224:
:----------------------------------------------------------------------------------------------------
: 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 13.3 19.4 21.3 10.0 10.5 17.0 17.1
Old : 11.7 15.4 20.4 23.8 10.6 12.2 18.0 19.6
Other: 20.7 17.6 36.2 27.8 20.7 16.7 33.5 22.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 408,665: 86,990 28,960 90,518 196,025 263,902 373,534 383,381: 35,131 25,283
Old : 362,171: 92,820 30,191 71,743 167,436 237,121 331,998 339,055: 30,173 23,116
Other: 46,493: 4,778 9,377 8,168 28,589 26,781 41,535 44,326: 4,958 2,167
: : :
: : Changes in Commitments from: January 3, 2023 :
: 1,711: -9,667 811 4,038 7,003 -4,266 1,374 583: 336 1,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 7.1 22.1 48.0 64.6 91.4 93.8: 8.6 6.2
Old : 100.0: 25.6 8.3 19.8 46.2 65.5 91.7 93.6: 8.3 6.4
Other: 100.0: 10.3 20.2 17.6 61.5 57.6 89.3 95.3: 10.7 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 89 48 77 99 106 216 210:
Old : 273: 87 50 74 96 102 212 203:
Other: 113: 22 22 19 51 35 83 66:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 27.9 19.8 38.0 10.2 25.4 16.5 33.3
Old : 12.2 28.4 19.8 38.1 9.9 26.3 16.7 34.2
Other: 32.1 39.8 46.9 57.7 23.8 31.6 36.8 44.1
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,300,555: 64,532 223,877 72,871 978,212 847,568 1,115,616 1,144,316: 184,939 156,239
Old : 1,300,555: 64,532 223,877 72,871 978,212 847,568 1,115,616 1,144,316: 184,939 156,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2023 :
: -3,215: 11,356 1,150 1,618 -19,601 -8,466 -6,626 -5,697: 3,411 2,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 17.2 5.6 75.2 65.2 85.8 88.0: 14.2 12.0
Old : 100.0: 5.0 17.2 5.6 75.2 65.2 85.8 88.0: 14.2 12.0
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: 20 31 32 124 111 165 153:
Old : 195: 20 31 32 124 111 165 153:
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 : 21.4 27.6 34.1 39.6 19.1 25.7 30.0 35.3
Old : 21.4 27.6 34.1 39.6 19.1 25.7 30.0 35.3
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, January 10, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,405,817: 63,917 435,323 3,757 1,176,475 838,008 1,244,149 1,277,088: 161,668 128,729
Old : 1,405,817: 63,917 435,323 3,757 1,176,475 838,008 1,244,149 1,277,088: 161,668 128,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2023 :
: -11,264: -1,345 5,167 -284 -4,388 -23,614 -6,017 -18,731: -5,247 7,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 31.0 0.3 83.7 59.6 88.5 90.8: 11.5 9.2
Old : 100.0: 4.5 31.0 0.3 83.7 59.6 88.5 90.8: 11.5 9.2
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 : 153: 14 14 9 101 86 120 104:
Old : 153: 14 14 9 101 86 120 104:
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 : 23.3 34.4 36.5 55.6 20.9 34.4 32.4 51.5
Old : 23.3 34.4 36.5 55.6 20.9 34.4 32.4 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, January 10, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 454,472: 169,144 13,885 87,895 143,922 321,977 400,961 423,757: 53,510 30,714
Old : 421,308: 166,816 19,683 71,824 133,732 301,854 372,371 393,361: 48,937 27,948
Other: 33,163: 11,288 3,162 7,112 10,190 20,123 28,591 30,397: 4,573 2,767
: : :
: : Changes in Commitments from: January 3, 2023 :
: 8,859: 2,415 1,005 9,740 -10,049 -5,414 2,106 5,331: 6,753 3,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 3.1 19.3 31.7 70.8 88.2 93.2: 11.8 6.8
Old : 100.0: 39.6 4.7 17.0 31.7 71.6 88.4 93.4: 11.6 6.6
Other: 100.0: 34.0 9.5 21.4 30.7 60.7 86.2 91.7: 13.8 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 117 43 84 102 112 252 215:
Old : 305: 116 44 82 101 111 248 214:
Other: 110: 29 13 17 49 34 87 56:
:----------------------------------------------------------------------------------------------------
: 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 35.9 18.2 45.5 9.2 34.3 16.5 42.9
Old : 10.2 36.2 19.0 45.7 9.8 34.9 17.7 43.3
Other: 31.4 42.4 42.5 60.5 21.7 37.7 29.9 48.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,574: 1,926 2,119 858 4,199 4,647 6,983 7,625: 1,591 949
Old : 7,576: 1,928 2,122 852 3,281 3,674 6,060 6,648: 1,516 928
Other: 998: 3 2 2 918 973 923 977: 75 21
: : :
: : Changes in Commitments from: January 3, 2023 :
: 292: -68 15 150 109 -8 191 157: 101 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 24.7 10.0 49.0 54.2 81.4 88.9: 18.6 11.1
Old : 100.0: 25.4 28.0 11.2 43.3 48.5 80.0 87.8: 20.0 12.2
Other: 100.0: 0.3 0.2 0.2 92.0 97.5 92.5 97.9: 7.5 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 17 13 9 14 15 36 32:
Old : 51: 17 13 9 13 15 35 32:
Other: 13: 1 1 2 6 5 8 7:
:----------------------------------------------------------------------------------------------------
: 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 : 50.1 39.3 60.0 56.2 41.8 35.9 49.2 47.4
Old : 45.0 35.8 56.1 52.0 35.6 32.9 44.0 45.3
Other: 91.2 97.0 92.5 97.9 91.2 97.0 92.3 97.7
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,336,656: 219,803 675,470 57,279 1,859,264 1,407,433 2,136,347 2,140,182: 200,310 196,474
Old : 2,336,656: 219,803 675,470 57,279 1,859,264 1,407,433 2,136,347 2,140,182: 200,310 196,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2023 :
: 107,325: 41,856 -23,961 3,078 55,812 128,595 100,746 107,712: 6,579 -387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 28.9 2.5 79.6 60.2 91.4 91.6: 8.6 8.4
Old : 100.0: 9.4 28.9 2.5 79.6 60.2 91.4 91.6: 8.6 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 : 362: 52 59 31 171 180 238 255:
Old : 362: 52 59 31 171 180 238 255:
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 : 21.9 21.3 32.5 31.4 20.3 20.4 28.8 29.3
Old : 21.9 21.3 32.5 31.4 20.3 20.4 28.8 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,687,331: 359,752 719,459 530,931 3,427,203 2,986,041 4,317,885 4,236,430: 369,446 450,901
Old : 4,687,331: 359,752 719,459 530,931 3,427,203 2,986,041 4,317,885 4,236,430: 369,446 450,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2023 :
: -11,143: -63,017 -6,112 -48,362 92,021 41,102 -19,358 -13,371: 8,215 2,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 15.3 11.3 73.1 63.7 92.1 90.4: 7.9 9.6
Old : 100.0: 7.7 15.3 11.3 73.1 63.7 92.1 90.4: 7.9 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 60 74 74 211 202 315 306:
Old : 394: 60 74 74 211 202 315 306:
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 : 19.7 18.2 31.0 28.1 15.3 14.1 22.7 18.9
Old : 19.7 18.2 31.0 28.1 15.3 14.1 22.7 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,448,390: 153,296 251,566 13,356 1,138,774 945,291 1,305,426 1,210,213: 142,964 238,177
Old : 1,448,390: 153,296 251,566 13,356 1,138,774 945,291 1,305,426 1,210,213: 142,964 238,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2023 :
: 25,712: 15,732 645 535 21,393 34,048 37,660 35,228: -11,948 -9,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 17.4 0.9 78.6 65.3 90.1 83.6: 9.9 16.4
Old : 100.0: 10.6 17.4 0.9 78.6 65.3 90.1 83.6: 9.9 16.4
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 : 151: 17 22 11 83 90 106 117:
Old : 151: 17 22 11 83 90 106 117:
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 : 35.4 31.9 50.1 44.1 35.2 29.2 48.2 40.1
Old : 35.4 31.9 50.1 44.1 35.2 29.2 48.2 40.1
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, January 10, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,974: 978 1,470 0 0 0 978 1,470: 996 504
Old : 1,974: 978 1,470 0 0 0 978 1,470: 996 504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2023 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 74.5 0.0 0.0 0.0 49.5 74.5: 50.5 25.5
Old : 100.0: 49.5 74.5 0.0 0.0 0.0 49.5 74.5: 50.5 25.5
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 : 20: 15 5 0 0 0 15 5:
Old : 20: 15 5 0 0 0 15 5:
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 : 23.8 73.0 38.0 74.5 23.8 73.0 38.0 74.5
Old : 23.8 73.0 38.0 74.5 23.8 73.0 38.0 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,391,957: 219,905 870,067 217,329 3,618,936 2,934,202 4,056,170 4,021,599: 335,787 370,359
Old : 4,391,957: 219,905 870,067 217,329 3,618,936 2,934,202 4,056,170 4,021,599: 335,787 370,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2023 :
: -61,009: -69,825 -81,697 35,603 -37,267 -2,060 -71,489 -48,155: 10,480 -12,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 19.8 4.9 82.4 66.8 92.4 91.6: 7.6 8.4
Old : 100.0: 5.0 19.8 4.9 82.4 66.8 92.4 91.6: 7.6 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 : 353: 43 58 47 191 191 262 268:
Old : 353: 43 58 47 191 191 262 268:
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 : 33.3 18.2 43.8 28.9 28.6 17.4 37.3 26.5
Old : 33.3 18.2 43.8 28.9 28.6 17.4 37.3 26.5
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, January 10, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,527,145: 132,184 244,514 191,016 1,172,814 1,043,770 1,496,014 1,479,300: 31,131 47,845
Old : 1,527,145: 132,184 244,514 191,016 1,172,814 1,043,770 1,496,014 1,479,300: 31,131 47,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2023 :
: 220,627: 35,056 38,985 48,302 139,030 129,426 222,388 216,713: -1,761 3,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 16.0 12.5 76.8 68.3 98.0 96.9: 2.0 3.1
Old : 100.0: 8.7 16.0 12.5 76.8 68.3 98.0 96.9: 2.0 3.1
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 : 141: 16 34 35 75 84 116 129:
Old : 141: 16 34 35 75 84 116 129:
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 : 33.6 23.8 48.0 38.0 25.2 17.9 32.2 25.6
Old : 33.6 23.8 48.0 38.0 25.2 17.9 32.2 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 38,872: 12,972 17,544 1,141 18,571 12,237 32,684 30,922: 6,188 7,950
Old : 38,872: 12,972 17,544 1,141 18,571 12,237 32,684 30,922: 6,188 7,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2023 :
: -1,039: 344 -1,023 99 -1,888 -196 -1,445 -1,120: 405 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 45.1 2.9 47.8 31.5 84.1 79.5: 15.9 20.5
Old : 100.0: 33.4 45.1 2.9 47.8 31.5 84.1 79.5: 15.9 20.5
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 : 87: 22 23 12 27 21 56 49:
Old : 87: 22 23 12 27 21 56 49:
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 : 35.7 42.1 50.3 53.6 35.4 42.1 48.3 53.1
Old : 35.7 42.1 50.3 53.6 35.4 42.1 48.3 53.1
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, January 10, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 77,745: 25,943 35,089 2,283 37,143 24,474 65,368 61,845: 12,376 15,900
Old : 77,745: 25,943 35,089 2,283 37,143 24,474 65,368 61,845: 12,376 15,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2023 :
: -2,079: 688 -2,045 199 -3,776 -393 -2,889 -2,239: 810 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 45.1 2.9 47.8 31.5 84.1 79.5: 15.9 20.5
Old : 100.0: 33.4 45.1 2.9 47.8 31.5 84.1 79.5: 15.9 20.5
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 : 87: 22 23 12 27 21 56 49:
Old : 87: 22 23 12 27 21 56 49:
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 : 35.7 42.1 50.3 53.6 35.4 42.1 48.3 53.1
Old : 35.7 42.1 50.3 53.6 35.4 42.1 48.3 53.1
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, January 10, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 47,920: 2,702 795 0 42,836 46,146 45,538 46,941: 2,382 979
Old : 47,920: 2,702 795 0 42,836 46,146 45,538 46,941: 2,382 979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2023 :
: -2,066: -191 -517 0 -2,095 -1,429 -2,286 -1,946: 220 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 1.7 0.0 89.4 96.3 95.0 98.0: 5.0 2.0
Old : 100.0: 5.6 1.7 0.0 89.4 96.3 95.0 98.0: 5.0 2.0
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 : 33: 3 2 0 21 10 24 12:
Old : 33: 3 2 0 21 10 24 12:
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 : 49.4 72.7 68.0 94.6 49.2 70.6 65.4 91.5
Old : 49.4 72.7 68.0 94.6 49.2 70.6 65.4 91.5
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, January 10, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,155: 12,283 3,206 2,033 1,645 317 15,961 5,556: 6,194 16,599
Old : 22,155: 12,283 3,206 2,033 1,645 317 15,961 5,556: 6,194 16,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2023 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 14.5 9.2 7.4 1.4 72.0 25.1: 28.0 74.9
Old : 100.0: 55.4 14.5 9.2 7.4 1.4 72.0 25.1: 28.0 74.9
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 : 21: 7 11 4 3 1 11 15:
Old : 21: 7 11 4 3 1 11 15:
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 : 60.6 14.7 69.3 20.0 51.9 7.5 59.1 12.1
Old : 60.6 14.7 69.3 20.0 51.9 7.5 59.1 12.1
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, January 10, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 63,360: 9,790 22,387 823 52,390 40,060 63,003 63,270: 357 90
Old : 63,360: 9,790 22,387 823 52,390 40,060 63,003 63,270: 357 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2023 :
: 7,236: -864 7,432 90 8,987 -262 8,213 7,260: -977 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 35.3 1.3 82.7 63.2 99.4 99.9: 0.6 0.1
Old : 100.0: 15.5 35.3 1.3 82.7 63.2 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 : 51: 21 20 2 8 2 30 24:
Old : 51: 21 20 2 8 2 30 24:
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 : 81.7 82.2 91.6 94.9 81.6 82.2 91.6 94.9
Old : 81.7 82.2 91.6 94.9 81.6 82.2 91.6 94.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 13, 2023