WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 446,151: 89,951 155,413 166,608 150,450 86,307 407,010 408,328: 39,141 37,823
Old : 216,108: 103,770 124,323 40,311 51,676 33,920 195,757 198,554: 20,351 17,554
Other: 230,043: 60,589 105,499 51,889 98,775 52,387 211,253 209,774: 18,790 20,269
: : :
: : Changes in Commitments from: March 21, 2023 :
: -8,640: -2,263 -927 -3,186 -2,897 -4,412 -8,345 -8,525: -295 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 34.8 37.3 33.7 19.3 91.2 91.5: 8.8 8.5
Old : 100.0: 48.0 57.5 18.7 23.9 15.7 90.6 91.9: 9.4 8.1
Other: 100.0: 26.3 45.9 22.6 42.9 22.8 91.8 91.2: 8.2 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 122 108 142 107 101 304 290:
Old : 332: 129 88 69 83 80 238 211:
Other: 290: 76 95 82 86 88 214 219:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 11.2 19.1 19.5 8.9 8.4 14.5 14.6
Old : 15.6 16.1 26.0 27.3 13.7 15.8 21.9 26.7
Other: 15.1 17.3 26.9 26.3 14.9 14.8 26.0 22.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 188,039: 41,457 43,209 46,377 80,893 75,702 168,727 165,287: 19,313 22,752
Old : 82,149: 39,586 28,866 8,074 25,362 34,606 73,022 71,546: 9,127 10,603
Other: 105,890: 22,125 34,597 18,048 55,531 41,096 95,705 93,741: 10,186 12,149
: : :
: : Changes in Commitments from: March 21, 2023 :
: -551: 1,783 -4,882 529 -2,840 3,492 -528 -861: -22 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 23.0 24.7 43.0 40.3 89.7 87.9: 10.3 12.1
Old : 100.0: 48.2 35.1 9.8 30.9 42.1 88.9 87.1: 11.1 12.9
Other: 100.0: 20.9 32.7 17.0 52.4 38.8 90.4 88.5: 9.6 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 60 55 62 78 79 172 164:
Old : 187: 58 43 32 52 57 125 117:
Other: 175: 41 43 41 63 69 130 129:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 17.3 25.1 26.8 12.0 12.9 19.3 18.1
Old : 20.3 27.1 32.9 38.9 19.7 27.1 32.3 38.8
Other: 20.9 20.3 32.4 33.7 14.3 18.5 24.6 27.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 1,670,838: 274,589 240,344 474,926 763,643 738,315 1,513,157 1,453,585: 157,681 217,253
Old : 1,212,451: 226,684 235,020 319,694 556,712 528,037 1,103,090 1,082,751: 109,361 129,699
Other: 458,387: 121,516 78,935 81,621 206,930 210,278 410,067 370,834: 48,320 87,553
: : :
: : Changes in Commitments from: March 21, 2023 :
: -19,991: 2,585 -17,696 -8,618 -14,238 11,673 -20,271 -14,641: 279 -5,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 14.4 28.4 45.7 44.2 90.6 87.0: 9.4 13.0
Old : 100.0: 18.7 19.4 26.4 45.9 43.6 91.0 89.3: 9.0 10.7
Other: 100.0: 26.5 17.2 17.8 45.1 45.9 89.5 80.9: 10.5 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 754: 157 134 203 345 399 610 640:
Old : 718: 151 125 166 319 373 556 585:
Other: 559: 77 98 79 199 322 323 453:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 9.5 20.0 15.7 11.6 6.0 17.0 10.1
Old : 13.7 10.2 21.5 17.3 12.5 7.8 19.2 12.4
Other: 16.2 10.8 27.2 19.7 16.0 9.0 26.4 15.6
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 25,374: 10,464 11,895 10,067 3,200 2,907 23,731 24,868: 1,643 506
Old : 25,013: 10,337 11,725 9,939 3,094 2,843 23,370 24,507: 1,643 506
Other: 361: 255 297 0 106 64 361 361: 0 0
: : :
: : Changes in Commitments from: March 21, 2023 :
: 183: 109 475 -352 493 242 250 365: -67 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 46.9 39.7 12.6 11.5 93.5 98.0: 6.5 2.0
Old : 100.0: 41.3 46.9 39.7 12.4 11.4 93.4 98.0: 6.6 2.0
Other: 100.0: 70.6 82.4 0.0 29.4 17.6 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 7 5 9 12 11 22 22:
Old : 24: 6 5 9 12 11 21 22:
Other: 7: 2 3 0 1 1 3 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 70.2 80.6 89.7 40.1 49.9 45.7 54.6
Old : 69.9 70.0 81.6 89.8 41.0 49.9 46.7 54.9
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 4,191: 1,005 1,033 308 924 1,888 2,237 3,229: 1,954 962
Old : 2,620: 1,145 1,040 0 422 1,030 1,567 2,070: 1,053 550
Other: 1,571: 7 140 161 502 858 670 1,159: 901 412
: : :
: : Changes in Commitments from: March 21, 2023 :
: -415: 181 -225 -147 -587 253 -553 -119: 138 -296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 24.6 7.3 22.0 45.1 53.4 77.1: 46.6 22.9
Old : 100.0: 43.7 39.7 0.0 16.1 39.3 59.8 79.0: 40.2 21.0
Other: 100.0: 0.4 8.9 10.2 32.0 54.6 42.7 73.8: 57.3 26.2
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 7 3 8 8 16 16:
Old : 22: 6 7 0 4 6 10 13:
Other: 13: 1 1 2 6 7 8 10:
:----------------------------------------------------------------------------------------------------
: 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 : 23.2 44.7 37.8 59.7 23.2 40.1 35.3 54.3
Old : 34.7 46.8 55.8 68.0 34.7 40.7 52.7 62.0
Other: 33.9 53.0 42.7 71.3 28.8 51.6 28.8 60.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 886,818: 169,729 45,327 269,622 393,569 483,023 832,920 797,971: 53,898 88,847
Old : 607,664: 145,809 61,591 160,437 266,819 338,060 573,065 560,088: 34,599 47,576
Other: 279,154: 78,268 38,083 54,837 126,749 144,962 259,855 237,883: 19,299 41,271
: : :
: : Changes in Commitments from: March 21, 2023 :
: 19,028: -4,762 4,952 15,845 8,189 -482 19,272 20,315: -244 -1,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 5.1 30.4 44.4 54.5 93.9 90.0: 6.1 10.0
Old : 100.0: 24.0 10.1 26.4 43.9 55.6 94.3 92.2: 5.7 7.8
Other: 100.0: 28.0 13.6 19.6 45.4 51.9 93.1 85.2: 6.9 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 552: 184 106 189 191 230 453 456:
Old : 519: 164 108 150 167 205 396 399:
Other: 396: 105 81 98 119 175 267 312:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 13.6 20.7 22.4 8.8 9.5 13.4 14.7
Old : 14.7 15.1 24.0 25.8 10.8 11.1 16.9 18.4
Other: 20.5 18.1 29.9 31.6 18.0 16.2 24.2 25.3
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 7,342: 1,631 3,055 3,691 1,726 274 7,049 7,020: 293 322
Old : 7,342: 1,631 3,055 3,691 1,726 274 7,049 7,020: 293 322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2023 :
: -139: 252 385 -416 4 -192 -159 -223: 20 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 41.6 50.3 23.5 3.7 96.0 95.6: 4.0 4.4
Old : 100.0: 22.2 41.6 50.3 23.5 3.7 96.0 95.6: 4.0 4.4
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 : 20: 8 6 11 5 5 19 16:
Old : 20: 8 6 11 5 5 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 72.0 71.2 90.1 27.5 39.4 38.6 42.2
Old : 41.4 72.0 71.2 90.1 27.5 39.4 38.6 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 506,284: 65,667 75,603 124,139 285,222 275,515 475,029 475,258: 31,255 31,027
Old : 375,470: 78,483 78,571 75,362 199,784 195,773 353,629 349,706: 21,841 25,764
Other: 130,814: 16,928 26,776 19,034 85,438 79,742 121,400 125,552: 9,414 5,262
: : :
: : Changes in Commitments from: March 21, 2023 :
: 9,827: -5,542 190 4,646 10,699 5,690 9,803 10,526: 24 -699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 14.9 24.5 56.3 54.4 93.8 93.9: 6.2 6.1
Old : 100.0: 20.9 20.9 20.1 53.2 52.1 94.2 93.1: 5.8 6.9
Other: 100.0: 12.9 20.5 14.6 65.3 61.0 92.8 96.0: 7.2 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 72 80 95 114 110 240 243:
Old : 299: 80 77 87 104 104 228 230:
Other: 171: 29 45 32 76 54 132 105:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 19.8 20.3 29.3 9.1 13.0 15.1 18.4
Old : 11.4 19.5 20.7 28.5 7.8 12.5 13.8 17.4
Other: 20.2 34.3 35.5 48.6 18.3 28.3 31.1 40.5
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 1,320,938: 100,854 193,668 67,140 972,122 948,316 1,140,117 1,209,124: 180,821 111,814
Old : 1,320,938: 100,854 193,668 67,140 972,122 948,316 1,140,117 1,209,124: 180,821 111,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2023 :
: -101,255: -1,750 11,516 -41,161 -61,933 -58,851 -104,844 -88,496: 3,589 -12,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 14.7 5.1 73.6 71.8 86.3 91.5: 13.7 8.5
Old : 100.0: 7.6 14.7 5.1 73.6 71.8 86.3 91.5: 13.7 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 : 196: 26 27 33 119 113 163 155:
Old : 196: 26 27 33 119 113 163 155:
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 : 22.6 26.4 34.4 39.2 20.5 24.3 31.5 34.8
Old : 22.6 26.4 34.4 39.2 20.5 24.3 31.5 34.8
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, March 28, 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 : 1,416,280: 68,540 490,316 1,186 1,175,879 812,166 1,245,605 1,303,668: 170,675 112,612
Old : 1,416,280: 68,540 490,316 1,186 1,175,879 812,166 1,245,605 1,303,668: 170,675 112,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2023 :
: -11,688: 6,232 -15,954 147 -31,104 -2,875 -24,725 -18,682: 13,037 6,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 34.6 0.1 83.0 57.3 87.9 92.0: 12.1 8.0
Old : 100.0: 4.8 34.6 0.1 83.0 57.3 87.9 92.0: 12.1 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 : 160: 16 15 9 105 90 124 111:
Old : 160: 16 15 9 105 90 124 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 40.7 37.4 56.1 20.8 40.6 31.7 52.0
Old : 23.0 40.7 37.4 56.1 20.8 40.6 31.7 52.0
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, March 28, 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 : 466,859: 130,997 24,110 108,573 178,467 303,349 418,037 436,032: 48,822 30,828
Old : 357,165: 120,858 39,334 64,192 132,464 228,798 317,515 332,325: 39,650 24,840
Other: 109,694: 35,248 9,885 19,271 46,003 74,551 100,522 103,707: 9,172 5,988
: : :
: : Changes in Commitments from: March 21, 2023 :
: -14,753: -20,006 1,018 5,942 1,556 -19,227 -12,508 -12,267: -2,245 -2,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 5.2 23.3 38.2 65.0 89.5 93.4: 10.5 6.6
Old : 100.0: 33.8 11.0 18.0 37.1 64.1 88.9 93.0: 11.1 7.0
Other: 100.0: 32.1 9.0 17.6 41.9 68.0 91.6 94.5: 8.4 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 105 43 82 112 112 252 208:
Old : 283: 97 43 69 105 106 232 192:
Other: 173: 50 28 34 80 55 150 99:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 33.3 17.6 43.2 8.8 31.3 16.3 38.8
Old : 10.9 32.0 20.0 43.1 10.6 29.8 18.3 39.8
Other: 19.3 39.7 30.9 52.3 19.3 38.9 28.1 45.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 8,862: 1,768 2,053 799 4,765 4,382 7,332 7,235: 1,530 1,627
Old : 5,811: 1,489 2,103 596 2,432 1,648 4,517 4,347: 1,294 1,464
Other: 3,051: 350 21 132 2,333 2,734 2,815 2,887: 236 163
: : :
: : Changes in Commitments from: March 21, 2023 :
: -148: 448 -1,144 47 -492 1,186 3 89: -152 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 23.2 9.0 53.8 49.5 82.7 81.6: 17.3 18.4
Old : 100.0: 25.6 36.2 10.3 41.9 28.4 77.7 74.8: 22.3 25.2
Other: 100.0: 11.5 0.7 4.3 76.5 89.6 92.3 94.6: 7.7 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 14 13 7 15 16 31 34:
Old : 50: 12 15 5 15 14 30 31:
Other: 25: 7 1 5 6 11 13 17:
:----------------------------------------------------------------------------------------------------
: 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 : 41.4 40.7 57.3 51.0 36.6 37.3 49.6 45.9
Old : 29.5 28.4 47.3 41.7 22.5 27.3 35.6 37.2
Other: 79.7 79.8 89.4 88.3 79.7 79.8 86.5 87.7
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 2,405,787: 133,962 656,338 55,569 2,017,235 1,516,577 2,206,766 2,228,485: 199,021 177,302
Old : 2,405,787: 133,962 656,338 55,569 2,017,235 1,516,577 2,206,766 2,228,485: 199,021 177,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2023 :
: 26,290: -13,567 56,589 -19,147 51,320 -16,551 18,606 20,891: 7,684 5,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 27.3 2.3 83.8 63.0 91.7 92.6: 8.3 7.4
Old : 100.0: 5.6 27.3 2.3 83.8 63.0 91.7 92.6: 8.3 7.4
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 : 375: 59 59 31 196 179 269 255:
Old : 375: 59 59 31 196 179 269 255:
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 : 29.4 26.0 39.8 40.6 27.6 25.5 35.9 38.9
Old : 29.4 26.0 39.8 40.6 27.6 25.5 35.9 38.9
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, March 28, 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 : 4,916,862: 421,492 916,285 557,867 3,534,522 3,074,562 4,513,881 4,548,714: 402,981 368,148
Old : 4,916,862: 421,492 916,285 557,867 3,534,522 3,074,562 4,513,881 4,548,714: 402,981 368,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2023 :
: -334,431: 31,846 9,352 -158,891 -218,424 -181,888 -345,469 -331,427: 11,037 -3,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 18.6 11.3 71.9 62.5 91.8 92.5: 8.2 7.5
Old : 100.0: 8.6 18.6 11.3 71.9 62.5 91.8 92.5: 8.2 7.5
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 : 395: 62 62 67 229 210 330 300:
Old : 395: 62 62 67 229 210 330 300:
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 : 22.3 18.5 34.0 29.4 19.3 14.8 26.8 23.3
Old : 22.3 18.5 34.0 29.4 19.3 14.8 26.8 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 1,558,490: 136,441 288,245 18,862 1,232,596 1,000,209 1,387,899 1,307,316: 170,591 251,174
Old : 1,558,490: 136,441 288,245 18,862 1,232,596 1,000,209 1,387,899 1,307,316: 170,591 251,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2023 :
: -17,829: -17,364 -23,686 -3,192 8,218 -5,632 -12,338 -32,510: -5,491 14,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 18.5 1.2 79.1 64.2 89.1 83.9: 10.9 16.1
Old : 100.0: 8.8 18.5 1.2 79.1 64.2 89.1 83.9: 10.9 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 16 19 13 87 95 108 122:
Old : 153: 16 19 13 87 95 108 122:
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 : 36.6 29.6 51.4 40.1 36.5 27.2 48.1 35.6
Old : 36.6 29.6 51.4 40.1 36.5 27.2 48.1 35.6
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, March 28, 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 : 4,843,835: 324,276 1,014,400 320,042 3,813,702 3,177,108 4,458,020 4,511,550: 385,815 332,285
Old : 4,843,835: 324,276 1,014,400 320,042 3,813,702 3,177,108 4,458,020 4,511,550: 385,815 332,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2023 :
: -123,663: -65,469 50,827 -73,793 -26,117 -92,791 -165,378 -115,756: 41,715 -7,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 20.9 6.6 78.7 65.6 92.0 93.1: 8.0 6.9
Old : 100.0: 6.7 20.9 6.6 78.7 65.6 92.0 93.1: 8.0 6.9
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 : 355: 46 51 52 204 196 277 272:
Old : 355: 46 51 52 204 196 277 272:
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 : 28.4 17.0 38.7 27.7 24.0 16.9 32.2 26.9
Old : 28.4 17.0 38.7 27.7 24.0 16.9 32.2 26.9
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, March 28, 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 : 1,779,647: 62,664 231,264 229,093 1,454,315 1,280,282 1,746,072 1,740,639: 33,575 39,008
Old : 1,779,647: 62,664 231,264 229,093 1,454,315 1,280,282 1,746,072 1,740,639: 33,575 39,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2023 :
: -68,145: -99,236 45,012 -595 39,577 -103,878 -60,254 -59,461: -7,891 -8,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 13.0 12.9 81.7 71.9 98.1 97.8: 1.9 2.2
Old : 100.0: 3.5 13.0 12.9 81.7 71.9 98.1 97.8: 1.9 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 16 31 37 78 80 117 126:
Old : 138: 16 31 37 78 80 117 126:
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 : 35.1 29.7 50.4 46.1 17.5 15.9 24.8 22.9
Old : 35.1 29.7 50.4 46.1 17.5 15.9 24.8 22.9
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, March 28, 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 : 38,196: 6,097 17,880 406 26,754 10,473 33,258 28,759: 4,938 9,437
Old : 38,196: 6,097 17,880 406 26,754 10,473 33,258 28,759: 4,938 9,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2023 :
: -2,705: -1,703 -997 198 -829 -2,082 -2,334 -2,881: -371 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 46.8 1.1 70.0 27.4 87.1 75.3: 12.9 24.7
Old : 100.0: 16.0 46.8 1.1 70.0 27.4 87.1 75.3: 12.9 24.7
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 : 83: 12 30 9 27 22 45 55:
Old : 83: 12 30 9 27 22 45 55:
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 : 47.5 40.5 61.1 49.2 47.3 40.5 60.9 49.0
Old : 47.5 40.5 61.1 49.2 47.3 40.5 60.9 49.0
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, March 28, 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 : 76,392: 12,195 35,759 812 53,509 20,947 66,515 57,518: 9,877 18,874
Old : 76,392: 12,195 35,759 812 53,509 20,947 66,515 57,518: 9,877 18,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2023 :
: -5,410: -3,407 -1,993 395 -1,657 -4,164 -4,669 -5,761: -741 351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 46.8 1.1 70.0 27.4 87.1 75.3: 12.9 24.7
Old : 100.0: 16.0 46.8 1.1 70.0 27.4 87.1 75.3: 12.9 24.7
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 : 83: 12 30 9 27 22 45 55:
Old : 83: 12 30 9 27 22 45 55:
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 : 47.5 40.5 61.1 49.2 47.3 40.5 60.9 49.0
Old : 47.5 40.5 61.1 49.2 47.3 40.5 60.9 49.0
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, March 28, 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 : 40,706: 1,606 4,292 0 36,539 34,967 38,145 39,259: 2,561 1,447
Old : 40,706: 1,606 4,292 0 36,539 34,967 38,145 39,259: 2,561 1,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2023 :
: 1,721: 69 934 0 1,303 1,112 1,372 2,046: 349 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 10.5 0.0 89.8 85.9 93.7 96.4: 6.3 3.6
Old : 100.0: 3.9 10.5 0.0 89.8 85.9 93.7 96.4: 6.3 3.6
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 : 35: 1 4 0 24 9 25 13:
Old : 35: 1 4 0 24 9 25 13:
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 : 37.3 76.4 61.1 90.0 37.3 76.4 58.6 88.7
Old : 37.3 76.4 61.1 90.0 37.3 76.4 58.6 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 61,225: 18,593 22,228 678 41,655 38,268 60,926 61,174: 299 51
Old : 61,225: 18,593 22,228 678 41,655 38,268 60,926 61,174: 299 51
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2023 :
: -202: -338 -129 5 104 0 -229 -124: 27 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 36.3 1.1 68.0 62.5 99.5 99.9: 0.5 0.1
Old : 100.0: 30.4 36.3 1.1 68.0 62.5 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 : 40: 20 12 4 7 2 28 17:
Old : 40: 20 12 4 7 2 28 17:
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 : 81.6 88.8 91.1 98.7 81.5 88.8 91.0 97.0
Old : 81.6 88.8 91.1 98.7 81.5 88.8 91.0 97.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 31, 2023