WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 419,670: 81,849 135,713 140,740 159,716 105,240 382,305 381,693: 37,366 37,978
Old : 278,611: 82,030 118,294 75,539 93,521 59,651 251,091 253,485: 27,521 25,127
Other: 141,059: 37,759 55,359 27,261 66,194 45,589 131,214 128,208: 9,845 12,851
: : :
: : Changes in Commitments from: January 17, 2023 :
: 14,005: 566 8,718 10,192 2,177 -4,825 12,935 14,085: 1,070 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 32.3 33.5 38.1 25.1 91.1 91.0: 8.9 9.0
Old : 100.0: 29.4 42.5 27.1 33.6 21.4 90.1 91.0: 9.9 9.0
Other: 100.0: 26.8 39.2 19.3 46.9 32.3 93.0 90.9: 7.0 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 111 112 129 108 109 289 290:
Old : 347: 109 107 108 101 100 261 268:
Other: 218: 55 63 52 65 74 150 163:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 11.6 20.8 20.9 9.7 9.5 16.3 15.4
Old : 12.7 13.0 21.7 22.9 10.6 12.4 17.8 20.6
Other: 21.6 22.3 36.1 33.0 19.4 20.3 33.4 28.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 196,188: 38,180 46,757 51,525 86,384 74,893 176,089 173,175: 20,099 23,013
Old : 133,882: 43,083 49,836 24,600 52,261 45,195 119,944 119,631: 13,938 14,251
Other: 62,306: 13,541 15,365 8,481 34,123 29,698 56,145 53,544: 6,161 8,762
: : :
: : Changes in Commitments from: January 17, 2023 :
: 12,080: 2,548 2,309 4,760 4,979 4,844 12,287 11,913: -207 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 23.8 26.3 44.0 38.2 89.8 88.3: 10.2 11.7
Old : 100.0: 32.2 37.2 18.4 39.0 33.8 89.6 89.4: 10.4 10.6
Other: 100.0: 21.7 24.7 13.6 54.8 47.7 90.1 85.9: 9.9 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 60 47 60 75 72 161 155:
Old : 197: 60 45 49 71 63 149 139:
Other: 135: 31 30 24 46 52 92 91:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 17.1 23.2 27.0 11.0 14.0 17.6 20.5
Old : 15.8 21.5 25.9 33.5 15.7 19.7 25.0 29.1
Other: 23.1 27.8 36.6 41.2 17.9 23.9 28.0 32.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 1,587,621: 361,811 104,154 422,892 648,229 829,361 1,432,932 1,356,408: 154,689 231,213
Old : 1,320,565: 316,881 121,597 333,407 545,573 696,661 1,195,862 1,151,666: 124,704 168,899
Other: 267,056: 90,496 28,123 43,918 102,656 132,700 237,070 204,741: 29,985 62,314
: : :
: : Changes in Commitments from: January 17, 2023 :
: 35,610: 17,620 4,964 25,116 -1,231 -7,441 41,504 22,639: -5,894 12,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 6.6 26.6 40.8 52.2 90.3 85.4: 9.7 14.6
Old : 100.0: 24.0 9.2 25.2 41.3 52.8 90.6 87.2: 9.4 12.8
Other: 100.0: 33.9 10.5 16.4 38.4 49.7 88.8 76.7: 11.2 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 745: 167 108 180 338 406 594 622:
Old : 731: 157 110 158 322 394 561 594:
Other: 508: 73 69 47 156 312 251 406:
:----------------------------------------------------------------------------------------------------
: 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 : 9.2 8.1 16.3 14.6 8.4 5.9 14.3 9.1
Old : 10.2 8.1 17.5 14.7 9.6 6.4 16.5 10.4
Other: 18.5 11.7 30.3 20.4 18.5 10.1 28.7 16.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 797,356: 201,849 50,940 191,942 351,558 459,998 745,349 702,880: 52,008 94,477
Old : 667,206: 185,425 54,340 146,240 293,379 403,471 625,044 604,051: 42,162 63,155
Other: 130,150: 39,293 19,470 22,833 58,179 56,527 120,305 98,829: 9,846 31,321
: : :
: : Changes in Commitments from: January 17, 2023 :
: 25,455: -14,160 8,181 15,859 22,070 -1,143 23,769 22,897: 1,686 2,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 6.4 24.1 44.1 57.7 93.5 88.2: 6.5 11.8
Old : 100.0: 27.8 8.1 21.9 44.0 60.5 93.7 90.5: 6.3 9.5
Other: 100.0: 30.2 15.0 17.5 44.7 43.4 92.4 75.9: 7.6 24.1
: : :
:# Traders : Number of Traders in Each Category :
All : 565: 175 119 176 186 236 436 465:
Old : 552: 160 126 160 177 228 413 444:
Other: 305: 63 52 49 77 160 164 239:
:----------------------------------------------------------------------------------------------------
: 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 12.6 19.9 20.3 9.8 9.5 16.3 15.5
Old : 12.5 14.6 21.6 23.1 11.6 10.8 18.8 18.1
Other: 21.2 17.2 33.9 25.7 21.2 15.4 32.8 21.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 442,965: 74,770 40,991 111,953 219,111 259,116 405,833 412,060: 37,132 30,905
Old : 382,811: 82,493 45,689 86,423 182,172 222,256 351,088 354,367: 31,723 28,444
Other: 60,154: 8,328 11,354 9,479 36,938 36,860 54,745 57,693: 5,409 2,462
: : :
: : Changes in Commitments from: January 17, 2023 :
: 30,234: -10,885 11,253 22,047 19,080 -8,999 30,242 24,301: -7 5,933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 9.3 25.3 49.5 58.5 91.6 93.0: 8.4 7.0
Old : 100.0: 21.5 11.9 22.6 47.6 58.1 91.7 92.6: 8.3 7.4
Other: 100.0: 13.8 18.9 15.8 61.4 61.3 91.0 95.9: 9.0 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 84 60 98 100 108 236 230:
Old : 291: 85 62 93 97 106 231 224:
Other: 123: 20 31 25 52 35 88 76:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 24.8 19.2 33.5 10.0 20.4 16.0 27.3
Old : 11.5 24.4 18.7 33.4 9.6 20.3 15.8 27.4
Other: 33.6 36.6 51.5 53.7 27.9 30.4 43.0 45.1
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 1,376,470: 49,913 244,192 75,887 1,062,807 904,147 1,188,607 1,224,225: 187,863 152,244
Old : 1,376,470: 49,913 244,192 75,887 1,062,807 904,147 1,188,607 1,224,225: 187,863 152,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2023 :
: 24,127: -159 4,552 1,275 18,018 28,796 19,135 34,623: 4,992 -10,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 17.7 5.5 77.2 65.7 86.4 88.9: 13.6 11.1
Old : 100.0: 3.6 17.7 5.5 77.2 65.7 86.4 88.9: 13.6 11.1
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 : 192: 19 29 33 121 111 162 151:
Old : 192: 19 29 33 121 111 162 151:
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 27.1 35.2 39.2 19.5 25.0 31.6 34.9
Old : 22.4 27.1 35.2 39.2 19.5 25.0 31.6 34.9
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 24, 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 : 1,426,999: 53,821 469,184 2,409 1,203,760 838,498 1,259,990 1,310,091: 167,009 116,907
Old : 1,426,999: 53,821 469,184 2,409 1,203,760 838,498 1,259,990 1,310,091: 167,009 116,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2023 :
: 1,699: -10,288 19,647 -1,830 10,677 -12,440 -1,441 5,377: 3,140 -3,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 32.9 0.2 84.4 58.8 88.3 91.8: 11.7 8.2
Old : 100.0: 3.8 32.9 0.2 84.4 58.8 88.3 91.8: 11.7 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 : 160: 11 18 7 104 95 120 115:
Old : 160: 11 18 7 104 95 120 115:
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 : 22.0 35.5 36.0 55.1 20.3 35.4 31.3 49.9
Old : 22.0 35.5 36.0 55.1 20.3 35.4 31.3 49.9
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 24, 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 : 470,373: 166,492 17,426 97,289 152,644 320,862 416,425 435,577: 53,949 34,796
Old : 430,903: 161,532 23,706 81,270 139,506 293,976 382,307 398,952: 48,596 31,951
Other: 39,470: 13,338 2,098 7,641 13,139 26,886 34,118 36,625: 5,352 2,845
: : :
: : Changes in Commitments from: January 17, 2023 :
: 6,497: -11,925 4,024 3,593 14,262 -2,381 5,930 5,236: 567 1,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 3.7 20.7 32.5 68.2 88.5 92.6: 11.5 7.4
Old : 100.0: 37.5 5.5 18.9 32.4 68.2 88.7 92.6: 11.3 7.4
Other: 100.0: 33.8 5.3 19.4 33.3 68.1 86.4 92.8: 13.6 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 108 50 83 109 117 256 217:
Old : 305: 108 48 80 107 114 249 214:
Other: 114: 32 15 19 52 35 95 58:
:----------------------------------------------------------------------------------------------------
: 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 33.3 17.0 44.3 8.5 32.1 15.6 41.8
Old : 9.5 32.7 18.0 43.8 9.2 31.7 16.8 41.7
Other: 23.2 48.5 34.1 63.1 19.5 45.8 27.9 51.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 8,878: 2,224 2,237 807 4,224 4,835 7,254 7,879: 1,624 1,000
Old : 7,602: 2,245 2,253 766 3,070 3,633 6,081 6,652: 1,521 950
Other: 1,277: 16 21 4 1,154 1,202 1,174 1,227: 103 50
: : :
: : Changes in Commitments from: January 17, 2023 :
: 106: 224 -13 -57 -55 173 112 103: -6 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 25.2 9.1 47.6 54.5 81.7 88.7: 18.3 11.3
Old : 100.0: 29.5 29.6 10.1 40.4 47.8 80.0 87.5: 20.0 12.5
Other: 100.0: 1.3 1.6 0.3 90.4 94.2 91.9 96.1: 8.1 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 18 15 9 13 16 35 36:
Old : 53: 18 15 8 12 15 34 34:
Other: 16: 2 1 2 4 9 6 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 39.9 59.2 55.3 39.7 35.0 47.9 46.9
Old : 41.8 34.2 54.3 50.3 32.0 31.5 41.4 43.3
Other: 90.4 91.4 91.9 95.3 90.4 91.4 91.7 95.3
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 2,441,377: 184,119 659,976 71,065 1,977,013 1,523,812 2,232,196 2,254,853: 209,181 186,524
Old : 2,441,377: 184,119 659,976 71,065 1,977,013 1,523,812 2,232,196 2,254,853: 209,181 186,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2023 :
: 78,855: 4,468 17,342 5,844 65,140 63,543 75,451 86,729: 3,404 -7,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 27.0 2.9 81.0 62.4 91.4 92.4: 8.6 7.6
Old : 100.0: 7.5 27.0 2.9 81.0 62.4 91.4 92.4: 8.6 7.6
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 : 382: 51 66 40 193 185 267 268:
Old : 382: 51 66 40 193 185 267 268:
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 : 24.2 19.0 33.9 29.9 22.3 18.5 29.0 28.2
Old : 24.2 19.0 33.9 29.9 22.3 18.5 29.0 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, January 24, 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 : 4,966,542: 356,132 849,393 537,075 3,696,772 3,140,605 4,589,978 4,527,073: 376,563 439,469
Old : 4,966,542: 356,132 849,393 537,075 3,696,772 3,140,605 4,589,978 4,527,073: 376,563 439,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2023 :
: 81,626: 23,386 20,757 -27,144 85,383 99,609 81,624 93,222: 1 -11,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 17.1 10.8 74.4 63.2 92.4 91.2: 7.6 8.8
Old : 100.0: 7.2 17.1 10.8 74.4 63.2 92.4 91.2: 7.6 8.8
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 : 406: 68 72 81 217 212 329 321:
Old : 406: 68 72 81 217 212 329 321:
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 : 18.7 19.6 30.5 29.2 15.1 16.6 22.7 21.4
Old : 18.7 19.6 30.5 29.2 15.1 16.6 22.7 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 1,482,016: 158,914 284,825 19,608 1,148,159 931,345 1,326,681 1,235,778: 155,336 246,238
Old : 1,482,016: 158,914 284,825 19,608 1,148,159 931,345 1,326,681 1,235,778: 155,336 246,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2023 :
: -21,800: 3,301 2,891 1,376 -30,761 -22,862 -26,084 -18,595: 4,284 -3,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 19.2 1.3 77.5 62.8 89.5 83.4: 10.5 16.6
Old : 100.0: 10.7 19.2 1.3 77.5 62.8 89.5 83.4: 10.5 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 : 147: 15 23 11 83 87 103 116:
Old : 147: 15 23 11 83 87 103 116:
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 : 34.8 32.0 50.8 43.9 34.6 29.4 48.6 40.1
Old : 34.8 32.0 50.8 43.9 34.6 29.4 48.6 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 4,517,601: 250,358 904,294 242,103 3,663,510 3,012,882 4,155,971 4,159,280: 361,630 358,321
Old : 4,517,601: 250,358 904,294 242,103 3,663,510 3,012,882 4,155,971 4,159,280: 361,630 358,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2023 :
: 27,375: 31,951 -10,174 22,683 -40,405 16,249 14,229 28,758: 13,146 -1,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 20.0 5.4 81.1 66.7 92.0 92.1: 8.0 7.9
Old : 100.0: 5.5 20.0 5.4 81.1 66.7 92.0 92.1: 8.0 7.9
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 : 352: 47 52 47 196 191 265 268:
Old : 352: 47 52 47 196 191 265 268:
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 : 31.8 16.7 41.4 27.2 27.5 16.2 35.3 25.2
Old : 31.8 16.7 41.4 27.2 27.5 16.2 35.3 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 1,798,641: 174,466 210,296 236,113 1,356,289 1,294,442 1,766,868 1,740,851: 31,773 57,790
Old : 1,798,641: 174,466 210,296 236,113 1,356,289 1,294,442 1,766,868 1,740,851: 31,773 57,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2023 :
: 152,862: 7,081 -43,324 17,302 126,792 170,528 151,175 144,506: 1,687 8,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 11.7 13.1 75.4 72.0 98.2 96.8: 1.8 3.2
Old : 100.0: 9.7 11.7 13.1 75.4 72.0 98.2 96.8: 1.8 3.2
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 : 141: 22 26 35 78 85 121 128:
Old : 141: 22 26 35 78 85 121 128:
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 : 30.2 25.3 46.8 40.6 16.9 15.6 22.8 22.8
Old : 30.2 25.3 46.8 40.6 16.9 15.6 22.8 22.8
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 24, 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 : 38,881: 10,553 15,528 1,584 19,753 13,643 31,890 30,755: 6,991 8,126
Old : 38,881: 10,553 15,528 1,584 19,753 13,643 31,890 30,755: 6,991 8,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2023 :
: -2,492: -2,371 -2,678 -49 -224 -186 -2,643 -2,914: 151 421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 39.9 4.1 50.8 35.1 82.0 79.1: 18.0 20.9
Old : 100.0: 27.1 39.9 4.1 50.8 35.1 82.0 79.1: 18.0 20.9
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 : 89: 22 26 8 24 26 50 56:
Old : 89: 22 26 8 24 26 50 56:
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 : 37.8 35.8 53.2 49.3 37.4 34.8 50.9 47.0
Old : 37.8 35.8 53.2 49.3 37.4 34.8 50.9 47.0
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 24, 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 : 77,762: 21,106 31,056 3,169 39,505 27,286 63,780 61,511: 13,982 16,251
Old : 77,762: 21,106 31,056 3,169 39,505 27,286 63,780 61,511: 13,982 16,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2023 :
: -4,985: -4,741 -5,357 -98 -447 -373 -5,287 -5,827: 302 843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 39.9 4.1 50.8 35.1 82.0 79.1: 18.0 20.9
Old : 100.0: 27.1 39.9 4.1 50.8 35.1 82.0 79.1: 18.0 20.9
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 : 89: 22 26 8 24 26 50 56:
Old : 89: 22 26 8 24 26 50 56:
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 : 37.8 35.8 53.2 49.3 37.4 34.8 50.9 47.0
Old : 37.8 35.8 53.2 49.3 37.4 34.8 50.9 47.0
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 24, 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 : 44,151: 1,944 428 0 39,585 42,787 41,529 43,215: 2,622 936
Old : 44,151: 1,944 428 0 39,585 42,787 41,529 43,215: 2,622 936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2023 :
: -1,505: -388 0 0 -883 -1,686 -1,271 -1,686: -234 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 1.0 0.0 89.7 96.9 94.1 97.9: 5.9 2.1
Old : 100.0: 4.4 1.0 0.0 89.7 96.9 94.1 97.9: 5.9 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 51.7 79.7 70.9 95.0 50.7 77.2 68.0 91.5
Old : 51.7 79.7 70.9 95.0 50.7 77.2 68.0 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 24, 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 : 21,781: 7,558 3,671 2,963 2,079 0 12,600 6,634: 9,181 15,147
Old : 21,781: 7,558 3,671 2,963 2,079 0 12,600 6,634: 9,181 15,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2023 :
: -640: -1,958 403 110 344 0 -1,504 513: 864 -1,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 16.9 13.6 9.5 0.0 57.8 30.5: 42.2 69.5
Old : 100.0: 34.7 16.9 13.6 9.5 0.0 57.8 30.5: 42.2 69.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 11 5 4 0 12 15:
Old : 22: 7 11 5 4 0 12 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 : 42.8 18.8 52.9 25.0 31.1 8.8 41.2 14.3
Old : 42.8 18.8 52.9 25.0 31.1 8.8 41.2 14.3
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 24, 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 : 72,045: 7,435 31,160 823 63,514 39,979 71,772 71,962: 273 83
Old : 72,045: 7,435 31,160 823 63,514 39,979 71,772 71,962: 273 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2023 :
: 2,707: -756 2,707 0 3,535 0 2,779 2,707: -72 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 43.3 1.1 88.2 55.5 99.6 99.9: 0.4 0.1
Old : 100.0: 10.3 43.3 1.1 88.2 55.5 99.6 99.9: 0.4 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 : 50: 21 19 2 8 2 30 23:
Old : 50: 21 19 2 8 2 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 : 87.2 80.9 94.4 93.4 87.1 80.9 94.3 93.4
Old : 87.2 80.9 94.4 93.4 87.1 80.9 94.3 93.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 27, 2023