WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 402,982: 85,113 120,017 138,045 145,716 105,920 368,874 363,981: 34,108 39,001
Old : 373,367: 83,000 117,398 125,400 133,518 96,118 341,917 338,916: 31,450 34,451
Other: 29,615: 10,514 11,019 4,245 12,199 9,802 26,957 25,065: 2,658 4,550
: : :
: : Changes in Commitments from: July 25, 2023 :
: 1,420: 2,903 12,730 -6,767 2,825 -5,552 -1,038 411: 2,458 1,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 29.8 34.3 36.2 26.3 91.5 90.3: 8.5 9.7
Old : 100.0: 22.2 31.4 33.6 35.8 25.7 91.6 90.8: 8.4 9.2
Other: 100.0: 35.5 37.2 14.3 41.2 33.1 91.0 84.6: 9.0 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 117 104 141 107 101 299 278:
Old : 353: 117 105 139 106 99 294 276:
Other: 133: 23 28 22 37 61 74 98:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 11.2 22.0 19.3 11.4 7.4 17.5 12.7
Old : 13.2 11.2 23.0 19.8 11.7 7.9 17.9 13.7
Other: 32.2 26.8 44.2 45.2 32.1 25.7 42.8 37.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 201,710: 48,309 35,224 55,933 78,714 88,297 182,956 179,454: 18,754 22,256
Old : 194,854: 46,598 34,721 54,214 76,446 85,716 177,259 174,651: 17,595 20,202
Other: 6,857: 2,749 1,542 680 2,268 2,580 5,697 4,803: 1,159 2,054
: : :
: : Changes in Commitments from: July 25, 2023 :
: -1,044: -1,042 4,113 -6,149 7,170 -567 -20 -2,602: -1,023 1,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 17.5 27.7 39.0 43.8 90.7 89.0: 9.3 11.0
Old : 100.0: 23.9 17.8 27.8 39.2 44.0 91.0 89.6: 9.0 10.4
Other: 100.0: 40.1 22.5 9.9 33.1 37.6 83.1 70.0: 16.9 30.0
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 52 46 59 68 88 150 167:
Old : 202: 48 50 59 66 84 147 163:
Other: 84: 13 13 8 20 43 37 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 : 20.8 17.7 31.2 27.4 12.9 13.3 20.8 19.1
Old : 21.3 18.2 31.9 28.1 13.5 13.8 21.7 20.0
Other: 40.9 23.7 56.3 38.9 39.7 23.7 52.2 35.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,790,636: 301,097 221,594 589,643 742,192 742,144 1,632,932 1,553,381: 157,704 237,255
Old : 534,302: 139,674 136,139 143,339 214,179 221,037 497,192 500,515: 37,110 33,788
Other: 1,256,334: 289,822 213,855 317,905 528,013 521,107 1,135,740 1,052,867: 120,594 203,467
: : :
: : Changes in Commitments from: July 25, 2023 :
: 44,365: 22,631 22,268 19,814 5,573 -6,278 48,018 35,804: -3,653 8,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 12.4 32.9 41.4 41.4 91.2 86.8: 8.8 13.2
Old : 100.0: 26.1 25.5 26.8 40.1 41.4 93.1 93.7: 6.9 6.3
Other: 100.0: 23.1 17.0 25.3 42.0 41.5 90.4 83.8: 9.6 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 762: 148 160 226 365 369 648 636:
Old : 590: 112 108 90 257 244 415 396:
Other: 724: 150 144 181 319 350 569 580:
:----------------------------------------------------------------------------------------------------
: 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 9.3 19.3 16.3 9.6 5.9 14.2 9.9
Old : 15.0 11.9 24.1 20.2 12.5 8.0 19.1 14.5
Other: 11.0 9.7 18.7 16.9 10.2 7.0 15.5 11.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 4,788: 976 262 272 1,239 3,010 2,487 3,544: 2,301 1,244
Old : 4,773: 991 262 257 1,239 3,010 2,487 3,529: 2,286 1,244
Other: 15: 0 15 0 0 0 0 15: 15 0
: : :
: : Changes in Commitments from: July 25, 2023 :
: -492: -57 131 -233 -246 -394 -536 -496: 44 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 5.5 5.7 25.9 62.9 51.9 74.0: 48.1 26.0
Old : 100.0: 20.8 5.5 5.4 26.0 63.1 52.1 73.9: 47.9 26.1
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 3 7 9 17 15:
Old : 24: 9 3 3 7 9 17 15:
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 : 29.0 48.3 40.2 61.8 17.3 40.1 26.7 49.5
Old : 29.1 48.5 40.3 61.7 17.4 40.2 26.8 49.7
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 with Delta-adjusted Options and Futures Combined, 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 : 813,382: 161,219 55,728 233,837 367,321 450,958 762,377 740,523: 51,005 72,859
Old : 790,367: 156,750 55,726 225,172 359,468 440,236 741,391 721,134: 48,977 69,233
Other: 23,015: 9,899 5,433 3,234 7,854 10,722 20,987 19,389: 2,028 3,625
: : :
: : Changes in Commitments from: July 25, 2023 :
: -46,294: -29,964 123 -4,597 -6,226 -39,183 -40,786 -43,656: -5,508 -2,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 6.9 28.7 45.2 55.4 93.7 91.0: 6.3 9.0
Old : 100.0: 19.8 7.1 28.5 45.5 55.7 93.8 91.2: 6.2 8.8
Other: 100.0: 43.0 23.6 14.1 34.1 46.6 91.2 84.2: 8.8 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 552: 172 108 173 188 237 434 451:
Old : 552: 163 119 173 188 237 434 451:
Other: 187: 31 27 13 37 109 73 144:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 13.0 19.8 22.3 8.7 9.9 13.1 15.6
Old : 11.7 13.1 19.8 22.6 8.9 10.1 13.4 15.7
Other: 42.3 34.7 59.6 49.7 41.2 34.0 55.3 44.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 549,860: 96,273 47,587 130,771 289,456 348,018 516,500 526,376: 33,360 23,484
Old : 120,075: 22,783 16,905 22,489 70,088 75,956 115,359 115,350: 4,716 4,725
Other: 429,784: 92,930 50,123 88,842 219,369 272,062 401,141 411,026: 28,644 18,758
: : :
: : Changes in Commitments from: July 25, 2023 :
: -15,894: -451 3,349 -7,701 -4,315 -9,807 -12,467 -14,159: -3,427 -1,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 8.7 23.8 52.6 63.3 93.9 95.7: 6.1 4.3
Old : 100.0: 19.0 14.1 18.7 58.4 63.3 96.1 96.1: 3.9 3.9
Other: 100.0: 21.6 11.7 20.7 51.0 63.3 93.3 95.6: 6.7 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 95 63 95 100 116 248 234:
Old : 197: 45 40 26 64 83 122 136:
Other: 294: 87 67 85 91 100 232 208:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 21.5 24.6 33.0 8.1 14.6 13.0 21.6
Old : 31.8 23.0 46.3 34.8 30.3 18.2 41.0 25.9
Other: 13.3 24.0 23.4 36.4 10.6 17.6 16.6 25.8
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,418,428: 72,324 272,295 88,324 1,059,046 894,839 1,219,694 1,255,457: 198,735 162,971
Old : 1,418,428: 72,324 272,295 88,324 1,059,046 894,839 1,219,694 1,255,457: 198,735 162,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2023 :
: 81,372: -5,704 45,429 34,304 52,862 -12,703 81,462 67,031: -90 14,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 19.2 6.2 74.7 63.1 86.0 88.5: 14.0 11.5
Old : 100.0: 5.1 19.2 6.2 74.7 63.1 86.0 88.5: 14.0 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 : 197: 22 34 35 120 109 163 157:
Old : 197: 22 34 35 120 109 163 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 23.2 36.4 33.3 21.5 20.2 33.4 28.2
Old : 22.8 23.2 36.4 33.3 21.5 20.2 33.4 28.2
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, 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 : 1,543,964: 82,182 539,447 8,490 1,280,943 868,361 1,371,615 1,416,298: 172,349 127,666
Old : 1,543,964: 82,182 539,447 8,490 1,280,943 868,361 1,371,615 1,416,298: 172,349 127,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2023 :
: 37,001: 4,418 17,058 2,106 33,653 8,669 40,177 27,833: -3,176 9,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 34.9 0.5 83.0 56.2 88.8 91.7: 11.2 8.3
Old : 100.0: 5.3 34.9 0.5 83.0 56.2 88.8 91.7: 11.2 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 : 176: 16 25 14 110 86 134 117:
Old : 176: 16 25 14 110 86 134 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 37.0 38.0 52.8 20.4 36.7 33.4 48.0
Old : 22.1 37.0 38.0 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 with Delta-adjusted Options and Futures Combined, 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 : 538,487: 124,333 22,095 172,626 190,784 314,689 487,743 509,410: 50,744 29,077
Old : 108,986: 56,283 4,202 15,751 26,394 81,064 98,428 101,017: 10,558 7,969
Other: 429,501: 112,520 62,363 112,405 164,390 233,625 389,315 408,393: 40,186 21,108
: : :
: : Changes in Commitments from: July 25, 2023 :
: -2,938: 4,217 1,953 -1,099 -3,662 -4,742 -545 -3,888: -2,394 950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 4.1 32.1 35.4 58.4 90.6 94.6: 9.4 5.4
Old : 100.0: 51.6 3.9 14.5 24.2 74.4 90.3 92.7: 9.7 7.3
Other: 100.0: 26.2 14.5 26.2 38.3 54.4 90.6 95.1: 9.4 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 119 27 117 104 107 263 233:
Old : 208: 77 20 34 64 80 152 123:
Other: 288: 91 66 98 98 101 241 220:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 25.9 18.2 35.9 8.5 24.8 14.7 32.8
Old : 22.6 36.7 34.7 50.5 22.6 36.0 32.8 49.1
Other: 11.1 24.5 19.6 35.5 10.4 23.2 17.8 31.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 10,913: 4,138 527 1,175 3,217 8,430 8,531 10,132: 2,382 781
Old : 10,913: 4,138 527 1,175 3,217 8,430 8,531 10,132: 2,382 781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2023 :
: -78: -207 -77 135 53 -218 -18 -160: -59 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 4.8 10.8 29.5 77.3 78.2 92.8: 21.8 7.2
Old : 100.0: 37.9 4.8 10.8 29.5 77.3 78.2 92.8: 21.8 7.2
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 : 58: 26 7 9 15 16 44 30:
Old : 58: 26 7 9 15 16 44 30:
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 : 30.5 59.6 44.9 73.8 28.9 58.8 40.3 70.6
Old : 30.5 59.6 44.9 73.8 28.9 58.8 40.3 70.6
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 with Delta-adjusted Options and Futures Combined, 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 : 3,673,879: 330,843 1,432,331 76,515 3,008,253 2,016,472 3,415,612 3,525,318: 258,267 148,561
Old : 3,673,879: 330,843 1,432,331 76,515 3,008,253 2,016,472 3,415,612 3,525,318: 258,267 148,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2023 :
: 8,135: 7,762 -46,089 13,112 -17,092 50,433 3,782 17,456: 4,352 -9,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 39.0 2.1 81.9 54.9 93.0 96.0: 7.0 4.0
Old : 100.0: 9.0 39.0 2.1 81.9 54.9 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 : 438: 103 45 43 237 164 358 234:
Old : 438: 103 45 43 237 164 358 234:
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 : 26.6 37.5 36.4 54.2 25.3 37.2 33.7 53.9
Old : 26.6 37.5 36.4 54.2 25.3 37.2 33.7 53.9
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, 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 : 5,475,606: 437,377 1,119,106 449,099 4,161,771 3,481,161 5,048,246 5,049,366: 427,359 426,240
Old : 5,475,606: 437,377 1,119,106 449,099 4,161,771 3,481,161 5,048,246 5,049,366: 427,359 426,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2023 :
: 214,348: 39,160 52,140 55,675 124,312 82,127 219,147 189,942: -4,799 24,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 20.4 8.2 76.0 63.6 92.2 92.2: 7.8 7.8
Old : 100.0: 8.0 20.4 8.2 76.0 63.6 92.2 92.2: 7.8 7.8
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 : 423: 70 69 79 245 213 355 321:
Old : 423: 70 69 79 245 213 355 321:
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 : 24.9 19.8 37.4 30.0 23.5 18.3 33.2 27.3
Old : 24.9 19.8 37.4 30.0 23.5 18.3 33.2 27.3
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, 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 : 1,787,309: 194,567 379,804 31,265 1,389,141 1,111,603 1,614,973 1,522,672: 172,336 264,637
Old : 1,787,309: 194,567 379,804 31,265 1,389,141 1,111,603 1,614,973 1,522,672: 172,336 264,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2023 :
: 33,787: 24,265 11,540 -3,907 10,582 25,626 30,940 33,258: 2,848 529
: : :
: : 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 5,835,802: 330,390 1,606,677 223,227 4,872,992 3,648,176 5,426,608 5,478,081: 409,194 357,721
Old : 5,835,802: 330,390 1,606,677 223,227 4,872,992 3,648,176 5,426,608 5,478,081: 409,194 357,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2023 :
: 240,675: 7,174 121,888 21,291 199,483 88,598 227,948 231,778: 12,727 8,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 27.5 3.8 83.5 62.5 93.0 93.9: 7.0 6.1
Old : 100.0: 5.7 27.5 3.8 83.5 62.5 93.0 93.9: 7.0 6.1
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 : 388: 59 59 54 219 196 306 281:
Old : 388: 59 59 54 219 196 306 281:
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 : 29.5 22.2 39.0 33.6 27.8 22.1 35.2 33.4
Old : 29.5 22.2 39.0 33.6 27.8 22.1 35.2 33.4
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, 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 with Delta-adjusted Options and Futures Combined, 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 : 115,759: 36,147 33,642 6,156 57,469 58,771 99,771 98,569: 15,988 17,191
Old : 115,759: 36,147 33,642 6,156 57,469 58,771 99,771 98,569: 15,988 17,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2023 :
: 795: 64 -72 -525 108 1,788 -353 1,191: 1,149 -396
: : :
: : 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 85.1: 13.8 14.9
Old : 100.0: 31.2 29.1 5.3 49.6 50.8 86.2 85.1: 13.8 14.9
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 : 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 with Delta-adjusted Options and Futures Combined, 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 : 113,062: 35,719 34,139 4,682 57,260 58,707 97,661 97,528: 15,401 15,534
Old : 113,062: 35,719 34,139 4,682 57,260 58,707 97,661 97,528: 15,401 15,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2023 :
: 1,080: 274 110 -496 125 1,815 -97 1,429: 1,177 -349
: : :
: : 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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