WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 423,659: 89,264 150,632 143,849 149,886 90,310 382,998 384,791: 40,661 38,868
Old : 383,304: 90,487 149,946 121,165 133,937 78,413 345,589 349,524: 37,715 33,780
Other: 40,356: 14,331 16,241 7,129 15,949 11,897 37,409 35,267: 2,947 5,088
: : :
: : Changes in Commitments from: August 22, 2023 :
: -57,663: 2,181 9,573 -44,476 -14,023 -22,595 -56,317 -57,497: -1,346 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 35.6 34.0 35.4 21.3 90.4 90.8: 9.6 9.2
Old : 100.0: 23.6 39.1 31.6 34.9 20.5 90.2 91.2: 9.8 8.8
Other: 100.0: 35.5 40.2 17.7 39.5 29.5 92.7 87.4: 7.3 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 379: 125 116 138 120 97 311 289:
Old : 374: 127 112 131 118 93 303 281:
Other: 144: 29 31 31 41 58 91 101:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.7 11.2 20.5 20.3 9.8 9.8 15.8 15.6
Old : 12.1 12.1 21.2 21.0 10.3 10.7 15.7 16.9
Other: 26.6 27.6 42.2 42.6 26.5 25.3 39.2 36.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 199,163: 48,447 58,420 53,158 78,307 64,554 179,912 176,132: 19,251 23,031
Old : 187,534: 51,218 59,736 45,016 73,310 61,748 169,544 166,500: 17,990 21,034
Other: 11,629: 4,128 5,583 1,243 4,997 2,806 10,368 9,632: 1,261 1,998
: : :
: : Changes in Commitments from: August 22, 2023 :
: -13,078: 476 272 -7,543 -5,127 -6,044 -12,193 -13,315: -884 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 29.3 26.7 39.3 32.4 90.3 88.4: 9.7 11.6
Old : 100.0: 27.3 31.9 24.0 39.1 32.9 90.4 88.8: 9.6 11.2
Other: 100.0: 35.5 48.0 10.7 43.0 24.1 89.2 82.8: 10.8 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 55 56 68 76 83 169 178:
Old : 219: 54 59 64 75 82 163 177:
Other: 91: 22 13 11 27 41 51 63:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 19.7 30.1 31.2 13.9 16.7 22.3 25.0
Old : 20.3 20.7 31.3 32.9 16.5 17.7 25.3 26.5
Other: 26.9 47.6 46.3 57.5 25.3 47.5 40.3 54.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 1,582,086: 255,814 301,769 450,821 708,448 610,986 1,415,082 1,363,576: 167,004 218,510
Old : 47,015: 6,798 13,706 0 30,332 27,858 37,130 41,564: 9,885 5,451
Other: 1,535,071: 263,848 302,895 435,989 678,116 583,128 1,377,952 1,322,012: 157,119 213,059
: : :
: : Changes in Commitments from: August 22, 2023 :
: -229,596: 12,834 -10,423 -154,963 -76,519 -46,116 -218,648 -211,503: -10,948 -18,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 19.1 28.5 44.8 38.6 89.4 86.2: 10.6 13.8
Old : 100.0: 14.5 29.2 0.0 64.5 59.3 79.0 88.4: 21.0 11.6
Other: 100.0: 17.2 19.7 28.4 44.2 38.0 89.8 86.1: 10.2 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 755: 143 158 216 381 356 652 622:
Old : 252: 29 23 0 130 95 159 118:
Other: 753: 147 159 210 360 355 627 617:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.2 9.2 15.7 15.9 8.5 6.5 13.9 10.1
Old : 19.9 21.7 31.3 35.8 19.7 20.7 31.1 34.8
Other: 9.5 9.4 16.1 16.2 8.7 6.6 14.3 10.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 4,624: 1,378 91 163 997 2,788 2,538 3,043: 2,086 1,582
Old : 4,558: 1,442 91 99 997 2,788 2,538 2,979: 2,020 1,580
Other: 66: 0 64 0 0 0 0 64: 66 2
: : :
: : Changes in Commitments from: August 22, 2023 :
: 73: 453 -36 -105 -199 -86 150 -226: -76 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 2.0 3.5 21.6 60.3 54.9 65.8: 45.1 34.2
Old : 100.0: 31.6 2.0 2.2 21.9 61.2 55.7 65.3: 44.3 34.7
Other: 100.0: 0.0 97.0 0.0 0.0 0.0 0.0 97.0: 100.0 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 12 2 2 7 6 20 9:
Old : 24: 12 2 2 7 6 20 9:
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 : 22.3 54.2 33.9 64.1 16.1 48.2 26.9 51.8
Old : 22.6 55.0 34.3 65.1 16.3 48.9 27.3 52.6
Other: 0.0 97.0 0.0 97.0 0.0 97.0 0.0 97.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 856,057: 153,361 61,006 237,944 407,820 480,454 799,125 779,405: 56,932 76,653
Old : 822,492: 150,902 63,339 221,894 395,654 465,486 768,450 750,719: 54,042 71,772
Other: 33,565: 14,477 9,685 4,033 12,166 14,968 30,676 28,685: 2,890 4,880
: : :
: : Changes in Commitments from: August 22, 2023 :
: 10,315: 21,081 -9,592 -11,500 -2,611 29,364 6,970 8,273: 3,345 2,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 7.1 27.8 47.6 56.1 93.3 91.0: 6.7 9.0
Old : 100.0: 18.3 7.7 27.0 48.1 56.6 93.4 91.3: 6.6 8.7
Other: 100.0: 43.1 28.9 12.0 36.2 44.6 91.4 85.5: 8.6 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 590: 170 113 187 207 254 461 484:
Old : 588: 164 123 183 205 253 457 480:
Other: 233: 32 46 21 42 133 82 192:
:----------------------------------------------------------------------------------------------------
: 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 14.0 19.2 23.1 9.5 10.9 14.2 15.7
Old : 11.1 14.3 19.0 23.4 9.9 11.2 14.8 15.9
Other: 43.9 23.8 61.2 38.0 43.0 23.8 57.0 37.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 23,013: 16,046 1,504 234 4 9,523 16,284 11,261: 6,729 11,752
Old : 20,598: 14,522 1,502 232 4 7,646 14,758 9,380: 5,840 11,218
Other: 2,415: 1,524 2 2 0 1,877 1,526 1,881: 889 534
: : :
: : Changes in Commitments from: August 22, 2023 :
: 1,079: 1,830 278 -63 0 586 1,767 801: -688 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 6.5 1.0 0.0 41.4 70.8 48.9: 29.2 51.1
Old : 100.0: 70.5 7.3 1.1 0.0 37.1 71.6 45.5: 28.4 54.5
Other: 100.0: 63.1 0.1 0.1 0.0 77.7 63.2 77.9: 36.8 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 7 3 4 2 16 9 23:
Old : 25: 6 3 3 2 16 8 22:
Other: 18: 3 1 2 0 14 3 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 28.5 70.8 36.3 64.0 28.5 69.7 36.3
Old : 66.9 23.3 71.6 31.8 66.2 23.3 70.5 31.8
Other: 63.2 74.9 63.2 76.7 63.1 74.9 63.1 76.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 525,448: 104,515 49,132 122,747 263,113 330,316 490,375 502,196: 35,073 23,252
Old : 8,284: 715 1,881 0 7,066 5,350 7,781 7,231: 503 1,053
Other: 517,164: 105,289 48,740 121,258 256,047 324,966 482,594 494,965: 34,570 22,199
: : :
: : Changes in Commitments from: August 22, 2023 :
: -34,892: 1,617 -1,174 -27,441 -9,824 -5,211 -35,648 -33,827: 756 -1,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 9.4 23.4 50.1 62.9 93.3 95.6: 6.7 4.4
Old : 100.0: 8.6 22.7 0.0 85.3 64.6 93.9 87.3: 6.1 12.7
Other: 100.0: 20.4 9.4 23.4 49.5 62.8 93.3 95.7: 6.7 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 95 59 86 99 109 243 216:
Old : 55: 5 6 0 23 24 28 30:
Other: 294: 96 58 85 99 106 241 212:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 20.5 22.4 31.4 8.5 15.2 13.5 22.2
Old : 57.0 39.4 74.3 58.1 57.0 39.4 71.9 58.1
Other: 13.4 20.7 22.3 31.8 8.6 15.5 13.7 22.9
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 1,478,690: 81,459 270,241 110,432 1,083,878 932,615 1,275,768 1,313,288: 202,921 165,401
Old : 1,478,690: 81,459 270,241 110,432 1,083,878 932,615 1,275,768 1,313,288: 202,921 165,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2023 :
: -194,278: -9,497 -16,758 -110,040 -57,653 -61,678 -177,190 -188,476: -17,089 -5,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 18.3 7.5 73.3 63.1 86.3 88.8: 13.7 11.2
Old : 100.0: 5.5 18.3 7.5 73.3 63.1 86.3 88.8: 13.7 11.2
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 : 199: 31 30 38 114 109 164 158:
Old : 199: 31 30 38 114 109 164 158:
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 21.7 37.0 30.8 22.4 19.0 34.0 26.1
Old : 24.3 21.7 37.0 30.8 22.4 19.0 34.0 26.1
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 29, 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 : 1,551,998: 83,210 464,693 24,695 1,264,356 914,909 1,372,261 1,404,298: 179,737 147,701
Old : 1,551,998: 83,210 464,693 24,695 1,264,356 914,909 1,372,261 1,404,298: 179,737 147,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2023 :
: -118,051: 2,221 -50,135 -74,695 -42,829 1,850 -115,303 -122,980: -2,747 4,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 29.9 1.6 81.5 59.0 88.4 90.5: 11.6 9.5
Old : 100.0: 5.4 29.9 1.6 81.5 59.0 88.4 90.5: 11.6 9.5
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 : 169: 16 23 17 110 84 137 113:
Old : 169: 16 23 17 110 84 137 113:
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 : 22.5 33.4 38.2 48.8 21.4 33.1 33.4 44.4
Old : 22.5 33.4 38.2 48.8 21.4 33.1 33.4 44.4
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 29, 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 : 502,621: 112,949 15,684 145,327 194,335 311,120 452,610 472,132: 50,010 30,489
Old : 9,549: 3,175 829 0 5,134 6,416 8,309 7,245: 1,240 2,304
Other: 493,072: 112,726 17,808 142,375 189,201 304,704 444,301 464,887: 48,770 28,185
: : :
: : Changes in Commitments from: August 22, 2023 :
: -18,037: 9,907 -11,615 -10,137 -18,914 2,106 -19,144 -19,646: 1,107 1,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 3.1 28.9 38.7 61.9 90.1 93.9: 9.9 6.1
Old : 100.0: 33.2 8.7 0.0 53.8 67.2 87.0 75.9: 13.0 24.1
Other: 100.0: 22.9 3.6 28.9 38.4 61.8 90.1 94.3: 9.9 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 105 30 94 114 114 255 217:
Old : 74: 15 5 0 23 35 38 40:
Other: 289: 103 39 93 111 113 251 216:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.5 28.4 20.1 40.7 9.2 26.2 15.9 34.9
Old : 31.9 32.1 54.6 46.4 31.9 32.1 54.6 46.2
Other: 11.7 28.8 20.5 41.3 9.4 27.0 16.2 35.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 11,060: 4,509 687 418 3,771 9,339 8,698 10,444: 2,361 616
Old : 10,887: 4,508 687 418 3,601 9,190 8,527 10,295: 2,359 592
Other: 173: 1 0 0 170 149 171 149: 2 24
: : :
: : Changes in Commitments from: August 22, 2023 :
: 399: 57 16 -384 337 1,035 9 667: 390 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 6.2 3.8 34.1 84.4 78.6 94.4: 21.4 5.6
Old : 100.0: 41.4 6.3 3.8 33.1 84.4 78.3 94.6: 21.7 5.4
Other: 100.0: 0.6 0.0 0.0 98.3 86.1 98.8 86.1: 1.2 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 25 5 7 12 17 39 27:
Old : 54: 25 5 7 12 17 39 27:
Other: 3: 1 0 0 1 1 2 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 : 32.1 65.2 45.0 77.7 31.2 60.5 42.6 71.8
Old : 31.1 64.9 44.1 77.6 30.1 60.1 41.7 71.6
Other: 98.8 86.1 98.8 86.1 98.8 86.1 98.8 86.1
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 3,783,433: 372,123 1,535,831 125,412 3,018,373 1,963,845 3,515,908 3,625,088: 267,524 158,344
Old : 3,783,433: 372,123 1,535,831 125,412 3,018,373 1,963,845 3,515,908 3,625,088: 267,524 158,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2023 :
: -251,607: 29,848 -77,308 16,666 -288,050 -201,523 -241,536 -262,165: -10,071 10,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 40.6 3.3 79.8 51.9 92.9 95.8: 7.1 4.2
Old : 100.0: 9.8 40.6 3.3 79.8 51.9 92.9 95.8: 7.1 4.2
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 : 432: 94 48 51 239 177 355 255:
Old : 432: 94 48 51 239 177 355 255:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 34.8 36.5 52.3 26.5 34.7 34.1 52.2
Old : 27.9 34.8 36.5 52.3 26.5 34.7 34.1 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 5,354,069: 417,712 1,213,360 402,717 4,067,453 3,314,150 4,887,882 4,930,226: 466,188 423,843
Old : 5,354,069: 417,712 1,213,360 402,717 4,067,453 3,314,150 4,887,882 4,930,226: 466,188 423,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2023 :
: -430,270: -32,862 -18,424 -190,755 -192,203 -205,141 -415,820 -414,321: -14,450 -15,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 22.7 7.5 76.0 61.9 91.3 92.1: 8.7 7.9
Old : 100.0: 7.8 22.7 7.5 76.0 61.9 91.3 92.1: 8.7 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 : 424: 66 80 86 241 203 358 319:
Old : 424: 66 80 86 241 203 358 319:
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 : 25.2 18.7 36.9 28.9 22.9 16.8 32.2 25.1
Old : 25.2 18.7 36.9 28.9 22.9 16.8 32.2 25.1
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 29, 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 : 1,852,779: 185,186 369,705 64,590 1,423,345 1,143,563 1,673,121 1,577,858: 179,658 274,921
Old : 1,852,779: 185,186 369,705 64,590 1,423,345 1,143,563 1,673,121 1,577,858: 179,658 274,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2023 :
: -51,134: -21,417 10,607 4,483 -34,288 -60,770 -51,222 -45,680: 88 -5,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 20.0 3.5 76.8 61.7 90.3 85.2: 9.7 14.8
Old : 100.0: 10.0 20.0 3.5 76.8 61.7 90.3 85.2: 9.7 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 : 175: 17 26 21 95 102 124 137:
Old : 175: 17 26 21 95 102 124 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 30.1 48.9 40.2 35.8 26.4 45.3 35.4
Old : 36.3 30.1 48.9 40.2 35.8 26.4 45.3 35.4
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 29, 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 : 6,322: 2,741 1,651 2,496 190 525 5,427 4,672: 895 1,650
Old : 6,322: 2,741 1,651 2,496 190 525 5,427 4,672: 895 1,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2023 :
: -397: -876 -326 1,079 -572 525 -369 1,278: -28 -1,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 26.1 39.5 3.0 8.3 85.8 73.9: 14.2 26.1
Old : 100.0: 43.4 26.1 39.5 3.0 8.3 85.8 73.9: 14.2 26.1
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 : 25: 7 15 2 1 1 9 18:
Old : 25: 7 15 2 1 1 9 18:
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 : 82.9 63.3 85.4 67.8 44.0 26.0 46.4 29.7
Old : 82.9 63.3 85.4 67.8 44.0 26.0 46.4 29.7
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 29, 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 : 5,679,713: 379,337 1,390,406 239,880 4,599,621 3,707,074 5,218,837 5,337,360: 460,876 342,353
Old : 5,679,713: 379,337 1,390,406 239,880 4,599,621 3,707,074 5,218,837 5,337,360: 460,876 342,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2023 :
: -525,334: -34,597 -164,383 -169,922 -348,939 -159,156 -553,458 -493,461: 28,124 -31,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 24.5 4.2 81.0 65.3 91.9 94.0: 8.1 6.0
Old : 100.0: 6.7 24.5 4.2 81.0 65.3 91.9 94.0: 8.1 6.0
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 : 402: 69 60 59 216 196 316 284:
Old : 402: 69 60 59 216 196 316 284:
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 : 25.1 23.1 34.1 34.7 22.5 21.1 28.6 31.5
Old : 25.1 23.1 34.1 34.7 22.5 21.1 28.6 31.5
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 29, 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 : 1,688,925: 71,537 320,846 350,368 1,230,760 971,496 1,652,665 1,642,710: 36,260 46,215
Old : 1,688,925: 71,537 320,846 350,368 1,230,760 971,496 1,652,665 1,642,710: 36,260 46,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2023 :
: 104,129: 26,059 -5,894 86,589 -15,549 18,814 97,099 99,509: 7,030 4,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 19.0 20.7 72.9 57.5 97.9 97.3: 2.1 2.7
Old : 100.0: 4.2 19.0 20.7 72.9 57.5 97.9 97.3: 2.1 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 : 149: 23 26 39 86 89 131 135:
Old : 149: 23 26 39 86 89 131 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 24.5 38.9 36.2 13.7 16.1 21.3 23.8
Old : 23.5 24.5 38.9 36.2 13.7 16.1 21.3 23.8
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 29, 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 : 96,987: 25,224 35,225 2,492 54,947 46,761 82,663 84,478: 14,324 12,510
Old : 96,987: 25,224 35,225 2,492 54,947 46,761 82,663 84,478: 14,324 12,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2023 :
: -283: 2,298 -2,419 -1,156 -383 3,386 759 -189: -1,042 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 36.3 2.6 56.7 48.2 85.2 87.1: 14.8 12.9
Old : 100.0: 26.0 36.3 2.6 56.7 48.2 85.2 87.1: 14.8 12.9
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 : 93: 23 24 14 29 26 59 57:
Old : 93: 23 24 14 29 26 59 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 40.6 51.0 55.2 39.7 40.4 51.0 54.9
Old : 39.7 40.6 51.0 55.2 39.7 40.4 51.0 54.9
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 29, 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 : 96,987: 25,224 35,225 2,492 54,947 46,761 82,663 84,478: 14,324 12,510
Old : 96,987: 25,224 35,225 2,492 54,947 46,761 82,663 84,478: 14,324 12,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2023 :
: -283: 2,298 -2,419 -1,156 -383 3,386 759 -189: -1,042 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 36.3 2.6 56.7 48.2 85.2 87.1: 14.8 12.9
Old : 100.0: 26.0 36.3 2.6 56.7 48.2 85.2 87.1: 14.8 12.9
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 : 93: 23 24 14 29 26 59 57:
Old : 93: 23 24 14 29 26 59 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 40.6 51.0 55.2 39.7 40.4 51.0 54.9
Old : 39.7 40.6 51.0 55.2 39.7 40.4 51.0 54.9
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 29, 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 : 41,928: 350 2,736 0 39,680 38,143 40,030 40,879: 1,898 1,049
Old : 41,928: 350 2,736 0 39,680 38,143 40,030 40,879: 1,898 1,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2023 :
: 67: 0 74 0 -239 -156 -239 -82: 306 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 6.5 0.0 94.6 91.0 95.5 97.5: 4.5 2.5
Old : 100.0: 0.8 6.5 0.0 94.6 91.0 95.5 97.5: 4.5 2.5
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 : 40: 1 4 0 28 10 29 14:
Old : 40: 1 4 0 28 10 29 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 75.9 62.5 90.4 35.6 75.9 59.2 88.6
Old : 37.8 75.9 62.5 90.4 35.6 75.9 59.2 88.6
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 29, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 61,377: 11,157 17,797 975 48,957 42,491 61,089 61,263: 288 114
Old : 61,377: 11,157 17,797 975 48,957 42,491 61,089 61,263: 288 114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2023 :
: 187: 20 14 162 6 0 188 176: -1 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 29.0 1.6 79.8 69.2 99.5 99.8: 0.5 0.2
Old : 100.0: 18.2 29.0 1.6 79.8 69.2 99.5 99.8: 0.5 0.2
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 : 38: 18 12 6 7 2 28 17:
Old : 38: 18 12 6 7 2 28 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.2 88.9 92.5 97.3 85.0 88.9 92.0 96.4
Old : 85.2 88.9 92.5 97.3 85.0 88.9 92.0 96.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 74,619: 21,837 19,590 52,779 0 2,226 74,616 74,595: 3 24
Old : 74,619: 21,837 19,590 52,779 0 2,226 74,616 74,595: 3 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2023 :
: 75: 75 75 0 0 0 75 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 26.3 70.7 0.0 3.0 100.0 100.0: 0.0 0.0
Old : 100.0: 29.3 26.3 70.7 0.0 3.0 100.0 100.0: 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 : 21: 10 10 4 0 1 13 12:
Old : 21: 10 10 4 0 1 13 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 : 77.1 95.2 94.2 99.4 19.8 27.5 29.1 28.8
Old : 77.1 95.2 94.2 99.4 19.8 27.5 29.1 28.8
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 29, 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 : 22,192: 18,654 11,259 3,538 0 7,333 22,192 22,130: 0 62
Old : 22,192: 18,654 11,259 3,538 0 7,333 22,192 22,130: 0 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2023 :
: 279: 279 279 0 0 0 279 279: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 50.7 15.9 0.0 33.0 100.0 99.7: 0.0 0.3
Old : 100.0: 84.1 50.7 15.9 0.0 33.0 100.0 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 : 25: 9 14 3 0 2 9 19:
Old : 25: 9 14 3 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 : 76.5 64.3 99.0 82.4 70.0 58.4 83.6 73.3
Old : 76.5 64.3 99.0 82.4 70.0 58.4 83.6 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 1, 2023