WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 405,665: 81,283 126,996 130,548 157,539 110,065 369,370 367,608: 36,296 38,058
Old : 268,338: 82,467 111,557 66,206 92,582 65,057 241,255 242,820: 27,083 25,518
Other: 137,327: 36,974 53,596 26,184 64,957 45,008 128,115 124,788: 9,213 12,539
: : :
: : Changes in Commitments from: January 10, 2023 :
: 10,818: -554 1,312 9,504 2,652 1,053 11,603 11,869: -784 -1,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 31.3 32.2 38.8 27.1 91.1 90.6: 8.9 9.4
Old : 100.0: 30.7 41.6 24.7 34.5 24.2 89.9 90.5: 10.1 9.5
Other: 100.0: 26.9 39.0 19.1 47.3 32.8 93.3 90.9: 6.7 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 104 109 130 110 111 287 288:
Old : 343: 110 101 112 104 100 267 263:
Other: 220: 56 64 50 62 75 143 165:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 11.3 21.8 20.4 9.9 9.5 16.7 15.3
Old : 13.4 12.1 21.4 21.9 11.1 11.7 17.5 20.1
Other: 24.2 20.8 38.9 32.1 21.4 18.9 35.8 26.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 184,108: 35,633 44,447 46,765 81,405 70,049 163,802 161,261: 20,306 22,847
Old : 127,487: 42,773 47,076 20,509 49,904 45,368 113,186 112,954: 14,300 14,533
Other: 56,621: 11,031 15,542 8,085 31,500 24,680 50,616 48,308: 6,005 8,314
: : :
: : Changes in Commitments from: January 10, 2023 :
: 7,177: 5,044 1,589 2,330 489 1,925 7,862 5,843: -685 1,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 24.1 25.4 44.2 38.0 89.0 87.6: 11.0 12.4
Old : 100.0: 33.6 36.9 16.1 39.1 35.6 88.8 88.6: 11.2 11.4
Other: 100.0: 19.5 27.4 14.3 55.6 43.6 89.4 85.3: 10.6 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 60 47 65 69 72 160 156:
Old : 197: 63 45 55 65 65 151 142:
Other: 131: 28 31 24 44 51 89 89:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 17.2 23.1 26.8 11.6 14.6 18.9 21.1
Old : 15.9 22.0 26.8 33.1 15.6 20.5 25.9 30.2
Other: 22.7 26.8 35.4 41.5 18.0 25.1 29.7 34.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 1,552,011: 344,191 99,190 397,776 649,460 836,803 1,391,428 1,333,769: 160,583 218,242
Old : 1,297,901: 303,886 111,877 311,021 551,027 712,919 1,165,933 1,135,817: 131,968 162,083
Other: 254,110: 86,468 33,475 40,593 98,434 123,884 225,495 197,951: 28,615 56,159
: : :
: : Changes in Commitments from: January 10, 2023 :
: 70,078: 40,714 4,109 18,730 5,871 39,306 65,314 62,144: 4,764 7,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 6.4 25.6 41.8 53.9 89.7 85.9: 10.3 14.1
Old : 100.0: 23.4 8.6 24.0 42.5 54.9 89.8 87.5: 10.2 12.5
Other: 100.0: 34.0 13.2 16.0 38.7 48.8 88.7 77.9: 11.3 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 741: 165 115 181 334 403 590 621:
Old : 727: 164 110 160 319 391 558 594:
Other: 503: 66 73 51 156 311 248 411:
:----------------------------------------------------------------------------------------------------
: 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 : 9.1 8.6 16.4 15.0 8.7 6.8 14.4 10.2
Old : 10.3 9.0 17.4 15.4 10.0 7.6 16.4 11.5
Other: 19.4 11.6 30.9 20.2 19.3 10.3 30.0 17.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 3,693: 764 1,525 75 905 946 1,744 2,546: 1,949 1,147
Old : 3,473: 821 1,525 9 902 913 1,732 2,447: 1,742 1,026
Other: 220: 0 57 9 3 33 12 99: 208 121
: : :
: : Changes in Commitments from: January 10, 2023 :
: -156: -29 -134 -1 28 -45 -2 -180: -153 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 41.3 2.0 24.5 25.6 47.2 68.9: 52.8 31.1
Old : 100.0: 23.6 43.9 0.3 26.0 26.3 49.9 70.5: 50.1 29.5
Other: 100.0: 0.0 25.9 4.1 1.4 15.0 5.5 45.0: 94.5 55.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 7 2 8 5 13 14:
Old : 22: 5 7 1 8 5 13 13:
Other: 4: 0 2 1 1 1 2 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 : 24.9 39.1 39.4 57.7 24.9 37.3 37.1 55.9
Old : 26.5 40.7 41.6 60.4 26.5 38.7 40.0 58.5
Other: 5.5 45.0 5.5 45.0 1.4 41.0 1.4 41.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 771,901: 216,009 42,759 176,082 329,488 461,141 721,579 679,982: 50,322 91,919
Old : 653,064: 201,659 43,222 135,738 274,091 411,103 611,489 590,064: 41,576 63,000
Other: 118,837: 35,072 20,259 19,621 55,397 50,038 110,091 89,918: 8,746 28,919
: : :
: : Changes in Commitments from: January 10, 2023 :
: 44,133: 30,307 -4,428 14,936 -2,897 30,115 42,346 40,622: 1,787 3,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 5.5 22.8 42.7 59.7 93.5 88.1: 6.5 11.9
Old : 100.0: 30.9 6.6 20.8 42.0 62.9 93.6 90.4: 6.4 9.6
Other: 100.0: 29.5 17.0 16.5 46.6 42.1 92.6 75.7: 7.4 24.3
: : :
:# Traders : Number of Traders in Each Category :
All : 568: 170 121 172 187 242 443 458:
Old : 559: 170 117 161 179 231 425 439:
Other: 305: 61 51 41 71 164 152 237:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.0 12.9 19.1 21.2 9.7 11.3 16.3 17.7
Old : 11.7 14.8 19.9 23.6 10.6 12.9 17.3 20.0
Other: 21.5 16.5 35.8 26.4 21.5 15.6 33.8 21.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 412,731: 85,655 29,738 89,906 200,031 268,114 375,592 387,758: 37,139 24,972
Old : 359,444: 93,469 31,763 68,605 165,462 236,378 327,536 336,745: 31,908 22,699
Other: 53,287: 4,756 10,546 8,731 34,569 31,737 48,056 51,013: 5,231 2,274
: : :
: : Changes in Commitments from: January 10, 2023 :
: 4,066: -1,335 778 -613 4,006 4,212 2,058 4,377: 2,008 -311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 7.2 21.8 48.5 65.0 91.0 93.9: 9.0 6.1
Old : 100.0: 26.0 8.8 19.1 46.0 65.8 91.1 93.7: 8.9 6.3
Other: 100.0: 8.9 19.8 16.4 64.9 59.6 90.2 95.7: 9.8 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 87 46 85 101 110 222 218:
Old : 274: 87 48 82 99 107 219 212:
Other: 119: 21 25 19 55 35 84 71:
:----------------------------------------------------------------------------------------------------
: 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 28.5 19.4 37.9 10.5 25.6 16.7 33.6
Old : 11.7 28.8 19.1 38.0 10.0 26.3 16.5 34.2
Other: 35.3 38.1 51.1 55.1 28.3 30.5 41.6 44.2
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 1,352,343: 50,072 239,640 74,611 1,044,788 875,350 1,169,472 1,189,602: 182,871 162,740
Old : 1,352,343: 50,072 239,640 74,611 1,044,788 875,350 1,169,472 1,189,602: 182,871 162,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2023 :
: 51,788: -14,461 15,763 1,741 66,576 27,782 53,856 45,286: -2,068 6,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 17.7 5.5 77.3 64.7 86.5 88.0: 13.5 12.0
Old : 100.0: 3.7 17.7 5.5 77.3 64.7 86.5 88.0: 13.5 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 : 197: 18 35 36 123 111 166 157:
Old : 197: 18 35 36 123 111 166 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 26.5 35.7 38.5 19.7 24.2 31.7 34.0
Old : 22.4 26.5 35.7 38.5 19.7 24.2 31.7 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 1,425,300: 64,109 449,537 4,239 1,193,082 850,938 1,261,430 1,304,714: 163,869 120,585
Old : 1,425,300: 64,109 449,537 4,239 1,193,082 850,938 1,261,430 1,304,714: 163,869 120,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2023 :
: 19,483: 192 14,214 482 16,607 12,930 17,281 27,626: 2,201 -8,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 31.5 0.3 83.7 59.7 88.5 91.5: 11.5 8.5
Old : 100.0: 4.5 31.5 0.3 83.7 59.7 88.5 91.5: 11.5 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 15 15 7 100 92 119 110:
Old : 158: 15 15 7 100 92 119 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 34.7 36.8 55.3 21.2 34.7 32.4 51.5
Old : 22.4 34.7 36.8 55.3 21.2 34.7 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 17, 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 : 463,876: 178,417 13,403 93,695 138,382 323,243 410,494 430,341: 53,382 33,535
Old : 428,306: 175,082 19,487 77,230 127,684 300,854 379,995 397,571: 48,311 30,735
Other: 35,571: 12,373 2,954 7,428 10,699 22,389 30,499 32,771: 5,071 2,800
: : :
: : Changes in Commitments from: January 10, 2023 :
: 9,405: 9,273 -482 5,800 -5,540 1,266 9,533 6,584: -128 2,821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 2.9 20.2 29.8 69.7 88.5 92.8: 11.5 7.2
Old : 100.0: 40.9 4.5 18.0 29.8 70.2 88.7 92.8: 11.3 7.2
Other: 100.0: 34.8 8.3 20.9 30.1 62.9 85.7 92.1: 14.3 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 123 38 82 105 107 256 207:
Old : 302: 123 39 79 103 106 251 205:
Other: 109: 29 15 18 50 31 90 54:
:----------------------------------------------------------------------------------------------------
: 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 35.9 17.4 46.2 8.9 34.7 16.2 43.5
Old : 9.9 36.0 18.4 46.2 9.6 35.0 17.3 43.9
Other: 28.8 45.7 40.5 61.7 22.0 40.9 30.2 50.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 8,772: 2,000 2,250 864 4,279 4,662 7,143 7,776: 1,630 997
Old : 7,695: 2,021 2,257 832 3,314 3,639 6,167 6,728: 1,528 967
Other: 1,078: 8 22 3 965 1,023 976 1,048: 102 30
: : :
: : Changes in Commitments from: January 10, 2023 :
: 199: 74 131 5 80 14 160 151: 39 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 25.7 9.8 48.8 53.1 81.4 88.6: 18.6 11.4
Old : 100.0: 26.3 29.3 10.8 43.1 47.3 80.1 87.4: 19.9 12.6
Other: 100.0: 0.7 2.0 0.3 89.5 94.9 90.5 97.2: 9.5 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 16 15 8 14 14 35 32:
Old : 51: 16 15 7 13 14 34 31:
Other: 14: 1 2 2 6 5 8 8:
:----------------------------------------------------------------------------------------------------
: 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 : 49.5 39.9 59.1 56.6 41.2 37.0 47.6 48.1
Old : 44.3 36.5 55.2 52.3 35.0 34.1 42.4 46.4
Other: 89.2 95.3 90.5 97.2 89.2 95.3 90.3 96.9
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 2,362,522: 179,651 642,634 65,221 1,911,873 1,460,269 2,156,745 2,168,124: 205,777 194,398
Old : 2,362,522: 179,651 642,634 65,221 1,911,873 1,460,269 2,156,745 2,168,124: 205,777 194,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2023 :
: 25,866: -40,152 -32,837 7,941 52,609 52,837 20,398 27,942: 5,467 -2,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 27.2 2.8 80.9 61.8 91.3 91.8: 8.7 8.2
Old : 100.0: 7.6 27.2 2.8 80.9 61.8 91.3 91.8: 8.7 8.2
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 : 371: 52 59 35 185 185 256 260:
Old : 371: 52 59 35 185 185 256 260:
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 : 23.9 19.8 33.9 30.9 22.4 19.3 28.9 28.6
Old : 23.9 19.8 33.9 30.9 22.4 19.3 28.9 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, January 17, 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 : 4,884,916: 332,746 828,636 564,219 3,611,389 3,040,996 4,508,354 4,433,851: 376,562 451,065
Old : 4,884,916: 332,746 828,636 564,219 3,611,389 3,040,996 4,508,354 4,433,851: 376,562 451,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2023 :
: 197,585: -27,006 109,177 33,289 184,186 54,955 190,469 197,420: 7,116 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 17.0 11.6 73.9 62.3 92.3 90.8: 7.7 9.2
Old : 100.0: 6.8 17.0 11.6 73.9 62.3 92.3 90.8: 7.7 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 : 404: 56 82 80 215 214 324 323:
Old : 404: 56 82 80 215 214 324 323:
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 : 18.9 17.9 31.1 27.9 15.6 15.0 23.3 19.5
Old : 18.9 17.9 31.1 27.9 15.6 15.0 23.3 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, January 17, 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 : 1,503,817: 155,613 281,934 18,232 1,178,920 954,207 1,352,765 1,254,373: 151,052 249,444
Old : 1,503,817: 155,613 281,934 18,232 1,178,920 954,207 1,352,765 1,254,373: 151,052 249,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2023 :
: 55,427: 2,317 30,368 4,876 40,146 8,916 47,339 44,160: 8,088 11,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 18.7 1.2 78.4 63.5 90.0 83.4: 10.0 16.6
Old : 100.0: 10.3 18.7 1.2 78.4 63.5 90.0 83.4: 10.0 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 : 156: 18 23 12 88 90 112 119:
Old : 156: 18 23 12 88 90 112 119:
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 32.4 49.6 43.8 33.6 29.7 47.4 40.0
Old : 33.9 32.4 49.6 43.8 33.6 29.7 47.4 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 2,399: 1,177 1,950 24 0 0 1,201 1,974: 1,198 425
Old : 2,399: 1,177 1,950 24 0 0 1,201 1,974: 1,198 425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2023 :
: 425: 199 480 24 0 0 223 504: 202 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 81.3 1.0 0.0 0.0 50.1 82.3: 49.9 17.7
Old : 100.0: 49.1 81.3 1.0 0.0 0.0 50.1 82.3: 49.9 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 15 5 1 0 0 15 6:
Old : 20: 15 5 1 0 0 15 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 80.1 40.4 82.3 25.4 80.1 39.3 81.3
Old : 26.4 80.1 40.4 82.3 25.4 80.1 39.3 81.3
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 17, 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 : 4,490,227: 218,407 914,469 219,421 3,703,915 2,996,633 4,141,742 4,130,523: 348,484 359,704
Old : 4,490,227: 218,407 914,469 219,421 3,703,915 2,996,633 4,141,742 4,130,523: 348,484 359,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2023 :
: 98,269: -1,498 44,401 2,092 84,979 62,431 85,572 108,924: 12,697 -10,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 20.4 4.9 82.5 66.7 92.2 92.0: 7.8 8.0
Old : 100.0: 4.9 20.4 4.9 82.5 66.7 92.2 92.0: 7.8 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 360: 41 58 43 196 200 259 279:
Old : 360: 41 58 43 196 200 259 279:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 16.7 42.3 27.3 27.9 16.0 35.8 25.0
Old : 32.4 16.7 42.3 27.3 27.9 16.0 35.8 25.0
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 17, 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 : 1,645,779: 167,385 253,620 218,811 1,229,497 1,123,914 1,615,693 1,596,345: 30,086 49,434
Old : 1,645,779: 167,385 253,620 218,811 1,229,497 1,123,914 1,615,693 1,596,345: 30,086 49,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2023 :
: 118,634: 35,201 9,106 27,795 56,683 80,144 119,679 117,045: -1,045 1,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 15.4 13.3 74.7 68.3 98.2 97.0: 1.8 3.0
Old : 100.0: 10.2 15.4 13.3 74.7 68.3 98.2 97.0: 1.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 16 38 38 74 83 118 133:
Old : 144: 16 38 38 74 83 118 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 22.9 45.7 37.4 20.6 16.2 28.3 25.3
Old : 31.6 22.9 45.7 37.4 20.6 16.2 28.3 25.3
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 17, 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 : 41,373: 12,924 18,206 1,633 19,976 13,829 34,533 33,669: 6,840 7,704
Old : 41,373: 12,924 18,206 1,633 19,976 13,829 34,533 33,669: 6,840 7,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2023 :
: 2,501: -48 662 492 1,405 1,592 1,849 2,747: 652 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 44.0 3.9 48.3 33.4 83.5 81.4: 16.5 18.6
Old : 100.0: 31.2 44.0 3.9 48.3 33.4 83.5 81.4: 16.5 18.6
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 : 90: 19 29 10 26 24 51 57:
Old : 90: 19 29 10 26 24 51 57:
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 37.3 50.2 49.2 35.2 36.8 48.4 47.4
Old : 35.4 37.3 50.2 49.2 35.2 36.8 48.4 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 82,747: 25,847 36,413 3,267 39,953 27,658 69,067 67,338: 13,680 15,409
Old : 82,747: 25,847 36,413 3,267 39,953 27,658 69,067 67,338: 13,680 15,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2023 :
: 5,002: -96 1,324 984 2,810 3,184 3,698 5,493: 1,304 -491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 44.0 3.9 48.3 33.4 83.5 81.4: 16.5 18.6
Old : 100.0: 31.2 44.0 3.9 48.3 33.4 83.5 81.4: 16.5 18.6
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 : 90: 19 29 10 26 24 51 57:
Old : 90: 19 29 10 26 24 51 57:
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 37.3 50.2 49.2 35.2 36.8 48.4 47.4
Old : 35.4 37.3 50.2 49.2 35.2 36.8 48.4 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 45,656: 2,332 428 0 40,468 44,473 42,800 44,901: 2,856 755
Old : 45,656: 2,332 428 0 40,468 44,473 42,800 44,901: 2,856 755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2023 :
: -2,264: -370 -367 0 -2,368 -1,673 -2,738 -2,040: 474 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.9 0.0 88.6 97.4 93.7 98.3: 6.3 1.7
Old : 100.0: 5.1 0.9 0.0 88.6 97.4 93.7 98.3: 6.3 1.7
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 : 32: 3 1 0 21 10 24 11:
Old : 32: 3 1 0 21 10 24 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 : 49.8 75.6 68.6 95.6 49.5 73.2 65.8 92.3
Old : 49.8 75.6 68.6 95.6 49.5 73.2 65.8 92.3
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 17, 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 : 22,421: 9,516 3,268 2,853 1,735 0 14,104 6,121: 8,317 16,300
Old : 22,421: 9,516 3,268 2,853 1,735 0 14,104 6,121: 8,317 16,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2023 :
: 266: -2,767 62 820 90 -317 -1,857 565: 2,123 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 14.6 12.7 7.7 0.0 62.9 27.3: 37.1 72.7
Old : 100.0: 42.4 14.6 12.7 7.7 0.0 62.9 27.3: 37.1 72.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 11 6 3 0 11 15:
Old : 20: 6 11 6 3 0 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 : 50.9 17.5 61.1 22.7 39.2 7.3 49.0 12.1
Old : 50.9 17.5 61.1 22.7 39.2 7.3 49.0 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 17, 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 : 69,338: 8,191 28,453 823 59,979 39,979 68,993 69,255: 345 83
Old : 69,338: 8,191 28,453 823 59,979 39,979 68,993 69,255: 345 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2023 :
: 5,978: -1,599 6,066 0 7,589 -81 5,990 5,985: -12 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 41.0 1.2 86.5 57.7 99.5 99.9: 0.5 0.1
Old : 100.0: 11.8 41.0 1.2 86.5 57.7 99.5 99.9: 0.5 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 : 49: 19 20 2 8 2 28 24:
Old : 49: 19 20 2 8 2 28 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 : 85.4 80.5 93.6 93.9 85.4 80.5 93.6 93.9
Old : 85.4 80.5 93.6 93.9 85.4 80.5 93.6 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2023