WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 01, 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 : 324,589: 98,329 124,406 69,712 125,442 93,562 293,483 287,680: 31,106 36,909
Old : 296,650: 96,077 121,628 58,353 113,716 84,176 268,146 264,157: 28,504 32,493
Other: 27,939: 10,643 11,169 2,968 11,726 9,386 25,337 23,523: 2,602 4,416
: : :
: : Changes in Commitments from: July 25, 2023 :
: 13,250: 7,913 13,435 -1,802 4,197 -282 10,308 11,351: 2,942 1,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 38.3 21.5 38.6 28.8 90.4 88.6: 9.6 11.4
Old : 100.0: 32.4 41.0 19.7 38.3 28.4 90.4 89.0: 9.6 11.0
Other: 100.0: 38.1 40.0 10.6 42.0 33.6 90.7 84.2: 9.3 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 99 97 99 96 91 255 236:
Old : 326: 97 100 94 93 88 247 231:
Other: 132: 24 26 16 37 58 72 90:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 11.5 22.3 20.0 13.7 9.2 21.4 16.0
Old : 14.5 11.7 23.2 20.9 14.4 10.1 22.3 17.6
Other: 34.2 28.4 46.9 47.9 34.0 27.1 45.3 40.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, August 01, 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 : 186,603: 49,744 35,132 44,109 75,557 86,242 169,410 165,483: 17,193 21,120
Old : 180,065: 48,040 34,438 42,633 73,295 83,796 163,968 160,867: 16,097 19,198
Other: 6,538: 2,622 1,612 558 2,262 2,446 5,442 4,616: 1,096 1,922
: : :
: : Changes in Commitments from: July 25, 2023 :
: 393: 737 4,570 -5,934 6,381 -110 1,184 -1,474: -791 1,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 18.8 23.6 40.5 46.2 90.8 88.7: 9.2 11.3
Old : 100.0: 26.7 19.1 23.7 40.7 46.5 91.1 89.3: 8.9 10.7
Other: 100.0: 40.1 24.7 8.5 34.6 37.4 83.2 70.6: 16.8 29.4
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 51 44 55 64 82 143 158:
Old : 198: 50 46 55 62 77 140 153:
Other: 84: 11 15 6 19 43 34 61:
:----------------------------------------------------------------------------------------------------
: 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 19.1 33.3 28.9 13.9 14.4 22.3 20.8
Old : 23.0 19.7 34.2 29.7 14.6 15.0 23.3 21.8
Other: 41.8 24.9 57.2 40.8 40.2 24.9 53.4 37.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 01, 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 : 1,317,852: 307,432 227,358 275,090 618,095 636,317 1,200,617 1,138,765: 117,235 179,087
Old : 377,090: 163,895 149,523 8,207 174,917 190,904 347,019 348,634: 30,071 28,456
Other: 940,762: 289,780 224,078 120,640 443,178 445,413 853,598 790,131: 87,164 150,631
: : :
: : Changes in Commitments from: July 25, 2023 :
: 37,645: 15,801 6,203 23,459 -4,529 6,727 34,731 36,389: 2,914 1,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 17.3 20.9 46.9 48.3 91.1 86.4: 8.9 13.6
Old : 100.0: 43.5 39.7 2.2 46.4 50.6 92.0 92.5: 8.0 7.5
Other: 100.0: 30.8 23.8 12.8 47.1 47.3 90.7 84.0: 9.3 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 699: 126 134 170 307 316 542 542:
Old : 535: 101 94 25 199 195 312 302:
Other: 661: 130 129 119 247 304 450 487:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 9.5 19.2 16.6 12.3 9.0 18.7 14.2
Old : 19.0 13.9 29.2 23.7 18.3 13.9 28.3 23.7
Other: 12.9 10.7 20.7 17.6 12.8 9.9 20.2 15.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 01, 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 : 4,598: 1,011 262 196 1,113 2,917 2,320 3,375: 2,278 1,223
Old : 4,583: 1,026 262 181 1,113 2,917 2,320 3,360: 2,263 1,223
Other: 15: 0 15 0 0 0 0 15: 15 0
: : :
: : Changes in Commitments from: July 25, 2023 :
: -484: -58 133 -232 -240 -390 -530 -489: 46 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 5.7 4.3 24.2 63.4 50.5 73.4: 49.5 26.6
Old : 100.0: 22.4 5.7 3.9 24.3 63.6 50.6 73.3: 49.4 26.7
Other: 100.0: 0.0 100.0 0.0 0.0 0.0 0.0 100.0: 100.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 9 3 2 5 9 15 14:
Old : 24: 9 3 2 5 9 15 14:
Other: 1: 0 1 0 0 0 0 1:
:----------------------------------------------------------------------------------------------------
: 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 : 27.7 48.3 39.3 62.3 15.6 39.9 25.3 49.8
Old : 27.8 48.4 39.5 62.3 15.6 40.0 25.4 50.0
Other: 0.0 100.0 0.0 100.0 0.0 100.0 0.0 100.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 01, 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 : 639,859: 175,883 62,123 102,215 317,552 412,934 595,650 577,272: 44,209 62,587
Old : 619,231: 172,845 62,924 93,842 310,177 402,882 576,864 559,648: 42,367 59,583
Other: 20,628: 9,793 5,954 1,618 7,375 10,052 18,786 17,624: 1,842 3,004
: : :
: : Changes in Commitments from: July 25, 2023 :
: -36,784: -22,263 -1,041 -1,158 -10,144 -31,638 -33,565 -33,837: -3,219 -2,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 9.7 16.0 49.6 64.5 93.1 90.2: 6.9 9.8
Old : 100.0: 27.9 10.2 15.2 50.1 65.1 93.2 90.4: 6.8 9.6
Other: 100.0: 47.5 28.9 7.8 35.8 48.7 91.1 85.4: 8.9 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 512: 156 91 125 159 221 369 392:
Old : 510: 150 98 124 159 216 369 385:
Other: 186: 26 32 6 31 105 61 139:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 14.9 21.2 25.9 10.9 14.3 16.4 22.3
Old : 12.9 15.2 21.4 26.4 11.2 14.6 16.8 22.8
Other: 46.0 38.1 63.3 54.7 46.0 37.9 62.0 49.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 01, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 21,637: 12,948 537 382 2 9,255 13,332 10,174: 8,305 11,463
Old : 19,837: 12,123 537 381 2 7,792 12,506 8,710: 7,331 11,127
Other: 1,800: 825 0 1 0 1,463 826 1,464: 974 336
: : :
: : Changes in Commitments from: July 25, 2023 :
: -1,438: -1,406 -656 145 0 -95 -1,261 -606: -177 -832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 2.5 1.8 0.0 42.8 61.6 47.0: 38.4 53.0
Old : 100.0: 61.1 2.7 1.9 0.0 39.3 63.0 43.9: 37.0 56.1
Other: 100.0: 45.8 0.0 0.1 0.0 81.3 45.9 81.3: 54.1 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 2 6 1 14 9 20:
Old : 22: 6 2 6 1 14 9 20:
Other: 14: 2 0 1 0 12 2 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 29.7 61.6 37.3 57.9 29.7 59.8 37.1
Old : 60.0 25.4 63.0 33.5 59.0 25.4 61.1 33.3
Other: 45.9 79.2 45.9 80.7 45.8 79.2 45.8 80.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 01, 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 : 475,393: 98,914 48,420 83,901 260,755 321,568 443,570 453,889: 31,823 21,504
Old : 84,854: 23,808 18,041 282 56,672 62,707 80,762 81,030: 4,092 3,824
Other: 390,539: 95,408 50,681 63,317 204,083 258,861 362,808 372,859: 27,731 17,680
: : :
: : Changes in Commitments from: July 25, 2023 :
: -3,799: -1,232 2,317 -1,848 2,632 -2,778 -448 -2,309: -3,351 -1,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 10.2 17.6 54.9 67.6 93.3 95.5: 6.7 4.5
Old : 100.0: 28.1 21.3 0.3 66.8 73.9 95.2 95.5: 4.8 4.5
Other: 100.0: 24.4 13.0 16.2 52.3 66.3 92.9 95.5: 7.1 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 94 59 86 94 108 236 219:
Old : 193: 44 39 2 51 70 96 110:
Other: 290: 88 63 80 86 92 223 196:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 23.3 26.1 36.2 9.1 16.7 14.8 25.2
Old : 43.3 27.6 58.2 38.5 43.3 27.4 58.2 38.3
Other: 13.1 25.2 23.7 38.8 11.4 19.4 18.1 28.8
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 01, 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 : 1,293,818: 83,667 270,343 15,438 1,011,547 858,972 1,110,652 1,144,753: 183,166 149,065
Old : 1,293,818: 83,667 270,343 15,438 1,011,547 858,972 1,110,652 1,144,753: 183,166 149,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2023 :
: 39,236: 3,417 44,249 6,438 34,613 -22,723 44,468 27,964: -5,232 11,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 20.9 1.2 78.2 66.4 85.8 88.5: 14.2 11.5
Old : 100.0: 6.5 20.9 1.2 78.2 66.4 85.8 88.5: 14.2 11.5
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 : 194: 24 31 23 101 101 136 144:
Old : 194: 24 31 23 101 101 136 144:
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 : 24.3 25.4 39.1 36.3 23.0 22.2 35.9 31.0
Old : 24.3 25.4 39.1 36.3 23.0 22.2 35.9 31.0
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 - Futures Only, August 01, 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 : 1,542,752: 82,885 539,314 7,691 1,280,918 868,322 1,371,494 1,415,327: 171,258 127,425
Old : 1,542,752: 82,885 539,314 7,691 1,280,918 868,322 1,371,494 1,415,327: 171,258 127,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2023 :
: 36,216: 5,121 16,925 1,307 33,635 8,645 40,063 26,877: -3,847 9,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 35.0 0.5 83.0 56.3 88.9 91.7: 11.1 8.3
Old : 100.0: 5.4 35.0 0.5 83.0 56.3 88.9 91.7: 11.1 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 17 24 13 109 86 133 116:
Old : 176: 17 24 13 109 86 133 116:
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 : 22.1 37.0 38.1 52.8 20.4 36.7 33.4 48.0
Old : 22.1 37.0 38.1 52.8 20.4 36.7 33.4 48.0
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 - Futures Only, August 01, 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 : 489,771: 131,818 22,315 134,922 177,461 305,922 444,201 463,159: 45,570 26,612
Old : 89,850: 57,321 4,050 489 22,722 78,280 80,532 82,819: 9,318 7,031
Other: 399,921: 118,881 62,649 90,049 154,739 227,642 363,669 380,340: 36,252 19,581
: : :
: : Changes in Commitments from: July 25, 2023 :
: -3,451: 5,681 2,507 -3,007 -3,988 -3,853 -1,314 -4,353: -2,137 902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 4.6 27.5 36.2 62.5 90.7 94.6: 9.3 5.4
Old : 100.0: 63.8 4.5 0.5 25.3 87.1 89.6 92.2: 10.4 7.8
Other: 100.0: 29.7 15.7 22.5 38.7 56.9 90.9 95.1: 9.1 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 110 24 102 100 97 252 211:
Old : 196: 77 13 6 54 67 131 86:
Other: 284: 90 63 86 96 89 233 199:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.8 28.1 19.5 38.9 9.3 27.0 16.2 35.9
Old : 26.8 44.1 38.6 59.7 26.8 43.6 38.6 59.1
Other: 11.8 26.0 21.0 37.7 11.1 24.8 19.1 33.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 01, 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 : 9,845: 4,615 506 301 2,645 8,261 7,561 9,068: 2,284 777
Old : 9,845: 4,615 506 301 2,645 8,261 7,561 9,068: 2,284 777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2023 :
: -144: -180 -69 48 42 -204 -90 -225: -54 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 5.1 3.1 26.9 83.9 76.8 92.1: 23.2 7.9
Old : 100.0: 46.9 5.1 3.1 26.9 83.9 76.8 92.1: 23.2 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 : 54: 25 6 6 12 14 40 24:
Old : 54: 25 6 6 12 14 40 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 : 30.1 65.8 44.7 79.6 30.1 65.6 44.7 78.7
Old : 30.1 65.8 44.7 79.6 30.1 65.6 44.7 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 01, 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 : 3,634,325: 338,479 1,434,142 47,182 2,993,098 2,007,060 3,378,759 3,488,384: 255,566 145,941
Old : 3,634,325: 338,479 1,434,142 47,182 2,993,098 2,007,060 3,378,759 3,488,384: 255,566 145,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2023 :
: 2,662: 9,093 -41,290 5,695 -17,036 47,874 -2,248 12,279: 4,910 -9,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 39.5 1.3 82.4 55.2 93.0 96.0: 7.0 4.0
Old : 100.0: 9.3 39.5 1.3 82.4 55.2 93.0 96.0: 7.0 4.0
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 : 433: 101 45 35 233 159 351 222:
Old : 433: 101 45 35 233 159 351 222:
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 : 26.9 37.9 36.7 54.8 25.6 37.6 34.1 54.5
Old : 26.9 37.9 36.7 54.8 25.6 37.6 34.1 54.5
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 - Futures Only, August 01, 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 : 4,830,156: 469,492 1,114,678 99,965 3,864,332 3,214,111 4,433,789 4,428,754: 396,367 401,402
Old : 4,830,156: 469,492 1,114,678 99,965 3,864,332 3,214,111 4,433,789 4,428,754: 396,367 401,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2023 :
: 96,476: 25,585 47,000 5,632 71,385 21,000 102,602 73,632: -6,126 22,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 23.1 2.1 80.0 66.5 91.8 91.7: 8.2 8.3
Old : 100.0: 9.7 23.1 2.1 80.0 66.5 91.8 91.7: 8.2 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 411: 64 69 47 207 197 294 290:
Old : 411: 64 69 47 207 197 294 290:
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 : 28.1 21.9 41.9 33.2 26.4 20.6 37.3 30.8
Old : 28.1 21.9 41.9 33.2 26.4 20.6 37.3 30.8
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 - Futures Only, August 01, 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 : 1,786,959: 194,567 379,804 31,265 1,389,141 1,111,600 1,614,973 1,522,669: 171,986 264,290
Old : 1,786,959: 194,567 379,804 31,265 1,389,141 1,111,600 1,614,973 1,522,669: 171,986 264,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2023 :
: 33,658: 24,287 11,540 -3,869 10,582 25,633 31,000 33,304: 2,658 354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 21.3 1.7 77.7 62.2 90.4 85.2: 9.6 14.8
Old : 100.0: 10.9 21.3 1.7 77.7 62.2 90.4 85.2: 9.6 14.8
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 : 176: 17 29 15 96 97 121 133:
Old : 176: 17 29 15 96 97 121 133:
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 : 35.3 29.2 48.4 41.2 35.2 25.9 45.6 36.5
Old : 35.3 29.2 48.4 41.2 35.2 25.9 45.6 36.5
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 - Futures Only, August 01, 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 : 4,151: 3,307 1,592 0 0 1,053 3,307 2,645: 844 1,506
Old : 4,151: 3,307 1,592 0 0 1,053 3,307 2,645: 844 1,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2023 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 38.4 0.0 0.0 25.4 79.7 63.7: 20.3 36.3
Old : 100.0: 79.7 38.4 0.0 0.0 25.4 79.7 63.7: 20.3 36.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 14 0 0 1 7 15:
Old : 22: 7 14 0 0 1 7 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 : 76.8 49.1 79.7 57.7 76.8 49.1 79.7 57.7
Old : 76.8 49.1 79.7 57.7 76.8 49.1 79.7 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, August 01, 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 : 5,557,476: 358,846 1,615,892 50,545 4,751,696 3,542,077 5,161,087 5,208,514: 396,389 348,962
Old : 5,557,476: 358,846 1,615,892 50,545 4,751,696 3,542,077 5,161,087 5,208,514: 396,389 348,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2023 :
: 208,751: 6,284 125,479 6,119 183,590 67,061 195,993 198,659: 12,758 10,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 29.1 0.9 85.5 63.7 92.9 93.7: 7.1 6.3
Old : 100.0: 6.5 29.1 0.9 85.5 63.7 92.9 93.7: 7.1 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 384: 59 57 33 200 183 274 258:
Old : 384: 59 57 33 200 183 274 258:
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 : 30.6 23.3 40.6 35.2 29.1 23.2 36.8 35.1
Old : 30.6 23.3 40.6 35.2 29.1 23.2 36.8 35.1
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 - Futures Only, August 01, 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 : 1,445,326: 79,269 210,545 262,112 1,067,119 930,559 1,408,500 1,403,216: 36,826 42,110
Old : 1,445,326: 79,269 210,545 262,112 1,067,119 930,559 1,408,500 1,403,216: 36,826 42,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2023 :
: -178,558: 23,274 -4,244 -70,905 -130,156 -97,362 -177,787 -172,511: -771 -6,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 14.6 18.1 73.8 64.4 97.5 97.1: 2.5 2.9
Old : 100.0: 5.5 14.6 18.1 73.8 64.4 97.5 97.1: 2.5 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 22 32 45 75 79 121 134:
Old : 144: 22 32 45 75 79 121 134:
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 : 26.2 23.9 42.5 35.1 13.1 9.8 21.3 14.8
Old : 26.2 23.9 42.5 35.1 13.1 9.8 21.3 14.8
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 - Futures Only, August 01, 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 : 115,736: 36,147 33,642 6,156 57,458 58,769 99,760 98,567: 15,976 17,169
Old : 115,736: 36,147 33,642 6,156 57,458 58,769 99,760 98,567: 15,976 17,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2023 :
: 789: 64 -72 -525 108 1,788 -353 1,191: 1,143 -401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 29.1 5.3 49.6 50.8 86.2 85.2: 13.8 14.8
Old : 100.0: 31.2 29.1 5.3 49.6 50.8 86.2 85.2: 13.8 14.8
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 : 121: 34 33 15 34 29 75 70:
Old : 121: 34 33 15 34 29 75 70:
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 : 31.5 37.8 44.6 54.3 31.3 37.6 43.4 53.8
Old : 31.5 37.8 44.6 54.3 31.3 37.6 43.4 53.8
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 - Futures Only, August 01, 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 : 113,039: 35,719 34,139 4,682 57,249 58,705 97,650 97,526: 15,389 15,513
Old : 113,039: 35,719 34,139 4,682 57,249 58,705 97,650 97,526: 15,389 15,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2023 :
: 1,074: 274 110 -496 125 1,815 -97 1,429: 1,171 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 30.2 4.1 50.6 51.9 86.4 86.3: 13.6 13.7
Old : 100.0: 31.6 30.2 4.1 50.6 51.9 86.4 86.3: 13.6 13.7
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 : 107: 29 27 13 31 29 66 63:
Old : 107: 29 27 13 31 29 66 63:
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 : 32.3 38.7 45.6 55.6 32.1 38.5 44.4 55.1
Old : 32.3 38.7 45.6 55.6 32.1 38.5 44.4 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders - Futures Only, August 01, 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 : 38,270: 445 2,633 0 36,083 34,585 36,528 37,218: 1,742 1,052
Old : 38,270: 445 2,633 0 36,083 34,585 36,528 37,218: 1,742 1,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2023 :
: -2,157: 35 162 0 -2,124 -2,393 -2,089 -2,231: -68 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 6.9 0.0 94.3 90.4 95.4 97.3: 4.6 2.7
Old : 100.0: 1.2 6.9 0.0 94.3 90.4 95.4 97.3: 4.6 2.7
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 : 39: 1 4 0 29 8 30 12:
Old : 39: 1 4 0 29 8 30 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 80.5 59.0 93.1 33.5 80.5 56.6 91.0
Old : 35.4 80.5 59.0 93.1 33.5 80.5 56.6 91.0
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 - Futures Only, August 01, 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 : 26,971: 18,589 9,344 426 2,089 640 21,104 10,410: 5,867 16,561
Old : 26,971: 18,589 9,344 426 2,089 640 21,104 10,410: 5,867 16,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2023 :
: -2,847: -2,659 -2,371 263 -168 -275 -2,564 -2,383: -283 -464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 34.6 1.6 7.7 2.4 78.2 38.6: 21.8 61.4
Old : 100.0: 68.9 34.6 1.6 7.7 2.4 78.2 38.6: 21.8 61.4
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 : 23: 9 9 3 4 1 14 12:
Old : 23: 9 9 3 4 1 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 31.0 72.2 36.2 60.0 31.0 71.2 35.5
Old : 61.0 31.0 72.2 36.2 60.0 31.0 71.2 35.5
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 - Futures Only, August 01, 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 : 60,068: 10,196 17,054 449 49,065 42,491 59,710 59,994: 358 74
Old : 60,068: 10,196 17,054 449 49,065 42,491 59,710 59,994: 358 74
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2023 :
: 1,267: 672 1,357 -5 521 -80 1,188 1,272: 79 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 28.4 0.7 81.7 70.7 99.4 99.9: 0.6 0.1
Old : 100.0: 17.0 28.4 0.7 81.7 70.7 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 20 11 2 7 2 29 13:
Old : 39: 20 11 2 7 2 29 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 : 86.3 91.0 93.2 98.8 86.3 91.0 93.0 98.0
Old : 86.3 91.0 93.2 98.8 86.3 91.0 93.0 98.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-342603
Commitments of Traders - Futures Only, August 01, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 23,065: 19,232 14,350 3,823 0 4,891 23,055 23,064: 10 1
Old : 23,065: 19,232 14,350 3,823 0 4,891 23,055 23,064: 10 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2023 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 62.2 16.6 0.0 21.2 100.0 100.0: 0.0 0.0
Old : 100.0: 83.4 62.2 16.6 0.0 21.2 100.0 100.0: 0.0 0.0
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 : 20: 6 13 3 0 1 6 17:
Old : 20: 6 13 3 0 1 6 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 : 96.9 63.9 100.0 90.8 80.5 63.9 83.4 81.6
Old : 96.9 63.9 100.0 90.8 80.5 63.9 83.4 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
Commitments of Traders - Futures Only, August 01, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 22,088: 18,515 10,568 3,573 0 7,885 22,088 22,026: 0 62
Old : 22,088: 18,515 10,568 3,573 0 7,885 22,088 22,026: 0 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2023 :
: -70: -70 -70 0 0 0 -70 -70: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 47.8 16.2 0.0 35.7 100.0 99.7: 0.0 0.3
Old : 100.0: 83.8 47.8 16.2 0.0 35.7 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 7 15 4 0 2 9 19:
Old : 24: 7 15 4 0 2 9 19:
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 : 84.9 64.6 100.0 80.9 77.8 57.6 83.8 71.7
Old : 84.9 64.6 100.0 80.9 77.8 57.6 83.8 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 04, 2023