WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 510,243: 105,895 181,149 193,709 167,793 97,930 467,397 472,788: 42,846 37,455
Old : 456,852: 114,023 180,746 158,211 145,558 86,533 417,791 425,489: 39,060 31,363
Other: 53,392: 17,519 26,050 9,852 22,236 11,398 49,606 47,299: 3,786 6,093
: : :
: : Changes in Commitments from: September 26, 2023 :
: 23,480: 1,039 2,686 17,428 6,908 3,284 25,376 23,398: -1,896 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 35.5 38.0 32.9 19.2 91.6 92.7: 8.4 7.3
Old : 100.0: 25.0 39.6 34.6 31.9 18.9 91.5 93.1: 8.5 6.9
Other: 100.0: 32.8 48.8 18.5 41.6 21.3 92.9 88.6: 7.1 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 402: 147 112 142 123 99 336 295:
Old : 399: 151 110 132 121 95 327 285:
Other: 163: 38 38 37 46 59 105 116:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 11.4 18.3 20.4 7.3 10.3 12.3 17.5
Old : 11.9 12.1 19.4 21.6 7.9 11.0 13.1 19.0
Other: 25.0 29.7 36.9 41.2 25.0 25.2 36.1 34.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 232,872: 49,852 76,893 67,364 95,020 66,672 212,235 210,929: 20,636 21,942
Old : 215,449: 54,610 78,888 55,889 85,923 61,054 196,421 195,830: 19,027 19,618
Other: 17,423: 5,535 8,298 1,182 9,097 5,618 15,814 15,099: 1,609 2,324
: : :
: : Changes in Commitments from: September 26, 2023 :
: 14,143: -1,705 8,051 4,075 11,186 2,438 13,556 14,564: 587 -421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 33.0 28.9 40.8 28.6 91.1 90.6: 8.9 9.4
Old : 100.0: 25.3 36.6 25.9 39.9 28.3 91.2 90.9: 8.8 9.1
Other: 100.0: 31.8 47.6 6.8 52.2 32.2 90.8 86.7: 9.2 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 59 57 69 82 86 177 183:
Old : 227: 59 59 63 82 83 171 179:
Other: 107: 24 18 16 34 43 68 67:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 18.2 28.7 30.6 13.4 15.4 22.2 24.0
Old : 18.6 19.6 30.1 32.7 15.9 16.8 25.0 26.1
Other: 26.2 48.8 42.8 61.1 25.8 48.8 41.3 58.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 1,724,511: 255,500 390,314 504,776 779,304 614,483 1,539,580 1,509,573: 184,931 214,938
Old : 1,598,816: 264,768 391,700 437,528 722,756 577,609 1,425,052 1,406,837: 173,764 191,979
Other: 125,695: 42,904 50,786 15,077 56,548 36,874 114,529 102,736: 11,167 22,959
: : :
: : Changes in Commitments from: September 26, 2023 :
: 32,539: 6,101 -5,317 18,696 -20 15,542 24,777 28,921: 7,762 3,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 22.6 29.3 45.2 35.6 89.3 87.5: 10.7 12.5
Old : 100.0: 16.6 24.5 27.4 45.2 36.1 89.1 88.0: 10.9 12.0
Other: 100.0: 34.1 40.4 12.0 45.0 29.3 91.1 81.7: 8.9 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 771: 140 185 219 372 348 650 633:
Old : 770: 140 192 209 371 340 640 623:
Other: 342: 62 46 33 85 188 160 255:
:----------------------------------------------------------------------------------------------------
: 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 : 7.5 9.1 14.0 15.8 6.9 6.9 11.8 10.3
Old : 8.0 9.1 14.6 15.6 7.3 6.8 12.5 10.5
Other: 21.1 31.8 34.8 41.5 21.1 31.2 34.0 39.1
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 12,378: 2,511 3,472 4,920 3,392 1,292 10,822 9,684: 1,556 2,694
Old : 12,378: 2,511 3,472 4,920 3,392 1,292 10,822 9,684: 1,556 2,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2023 :
: 44: 49 -5 -29 43 28 62 -5: -19 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 28.1 39.7 27.4 10.4 87.4 78.2: 12.6 21.8
Old : 100.0: 20.3 28.1 39.7 27.4 10.4 87.4 78.2: 12.6 21.8
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 : 21: 2 7 6 8 7 14 16:
Old : 21: 2 7 6 8 7 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 55.8 74.0 70.1 33.0 24.3 43.8 33.3
Old : 58.4 55.8 74.0 70.1 33.0 24.3 43.8 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 4,368: 926 136 222 1,426 2,943 2,574 3,302: 1,794 1,066
Old : 4,259: 926 74 214 1,412 2,943 2,552 3,232: 1,707 1,027
Other: 109: 0 62 8 14 0 22 70: 87 39
: : :
: : Changes in Commitments from: September 26, 2023 :
: 12: -39 24 -4 148 59 105 79: -93 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 3.1 5.1 32.7 67.4 58.9 75.6: 41.1 24.4
Old : 100.0: 21.7 1.7 5.0 33.2 69.1 59.9 75.9: 40.1 24.1
Other: 100.0: 0.0 56.9 7.3 12.8 0.0 20.2 64.2: 79.8 35.8
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 4 3 10 7 20 11:
Old : 22: 7 4 3 10 7 20 11:
Other: 2: 0 1 1 1 0 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 : 23.1 58.2 37.4 72.1 17.4 52.1 29.9 55.3
Old : 23.4 59.6 38.0 72.6 17.8 53.5 30.3 55.2
Other: 20.2 64.2 20.2 64.2 12.8 56.9 12.8 56.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 994,381: 94,673 97,027 357,768 481,377 459,340 933,818 914,134: 60,564 80,247
Old : 938,721: 99,410 94,046 329,902 452,026 441,489 881,338 865,437: 57,383 73,283
Other: 55,661: 17,428 25,146 5,700 29,351 17,851 52,480 48,697: 3,181 6,964
: : :
: : Changes in Commitments from: September 26, 2023 :
: 47,808: -14,994 17,002 35,018 26,988 -6,777 47,012 45,243: 796 2,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 9.8 36.0 48.4 46.2 93.9 91.9: 6.1 8.1
Old : 100.0: 10.6 10.0 35.1 48.2 47.0 93.9 92.2: 6.1 7.8
Other: 100.0: 31.3 45.2 10.2 52.7 32.1 94.3 87.5: 5.7 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 583: 127 160 209 237 239 490 501:
Old : 578: 126 166 200 233 236 483 489:
Other: 254: 46 52 27 64 127 121 195:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 12.5 20.5 21.5 7.9 7.8 11.8 11.7
Old : 12.8 12.9 21.4 22.3 8.4 8.0 12.3 12.4
Other: 29.0 24.6 45.0 37.8 28.4 24.5 43.5 35.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 467,886: 88,648 45,318 128,747 217,623 271,290 435,019 445,355: 32,868 22,531
Old : 447,098: 98,675 49,414 110,191 206,795 265,740 415,661 425,345: 31,438 21,753
Other: 20,788: 5,679 11,609 2,851 10,828 5,550 19,358 20,010: 1,430 778
: : :
: : Changes in Commitments from: September 26, 2023 :
: -15,991: -2,338 -4,230 -2,124 -14,175 -7,732 -18,636 -14,085: 2,645 -1,906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 9.7 27.5 46.5 58.0 93.0 95.2: 7.0 4.8
Old : 100.0: 22.1 11.1 24.6 46.3 59.4 93.0 95.1: 7.0 4.9
Other: 100.0: 27.3 55.8 13.7 52.1 26.7 93.1 96.3: 6.9 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 91 55 98 96 103 234 222:
Old : 287: 91 57 95 95 102 231 219:
Other: 76: 17 15 13 31 19 57 40:
:----------------------------------------------------------------------------------------------------
: 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 19.9 20.6 30.0 9.1 17.1 15.4 25.6
Old : 11.8 20.5 20.6 29.9 9.1 17.9 16.2 26.6
Other: 41.8 53.4 62.1 68.3 38.1 50.8 55.7 63.1
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 1,676,744: 81,874 310,938 162,928 1,226,252 1,031,766 1,471,055 1,505,633: 205,690 171,112
Old : 1,676,744: 81,874 310,938 162,928 1,226,252 1,031,766 1,471,055 1,505,633: 205,690 171,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2023 :
: 74,019: 8,210 13,495 43,435 36,767 -2,058 88,412 54,872: -14,393 19,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 18.5 9.7 73.1 61.5 87.7 89.8: 12.3 10.2
Old : 100.0: 4.9 18.5 9.7 73.1 61.5 87.7 89.8: 12.3 10.2
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 : 229: 34 37 43 137 126 191 186:
Old : 229: 34 37 43 137 126 191 186:
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 : 24.7 16.8 36.5 26.7 23.5 13.2 34.3 21.4
Old : 24.7 16.8 36.5 26.7 23.5 13.2 34.3 21.4
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, October 03, 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 : 1,568,132: 94,813 464,332 8,277 1,279,010 945,994 1,382,099 1,418,603: 186,034 149,530
Old : 1,568,132: 94,813 464,332 8,277 1,279,010 945,994 1,382,099 1,418,603: 186,034 149,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2023 :
: 23,279: 7,966 2,941 -4,388 22,655 24,118 26,232 22,671: -2,953 609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 29.6 0.5 81.6 60.3 88.1 90.5: 11.9 9.5
Old : 100.0: 6.0 29.6 0.5 81.6 60.3 88.1 90.5: 11.9 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 : 168: 18 23 12 104 85 125 117:
Old : 168: 18 23 12 104 85 125 117:
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 : 25.0 33.7 42.1 47.8 23.9 33.7 37.3 43.9
Old : 25.0 33.7 42.1 47.8 23.9 33.7 37.3 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 515,598: 102,477 40,166 147,755 219,870 298,565 470,102 486,487: 45,496 29,111
Old : 505,702: 102,980 39,955 143,233 215,193 294,411 461,406 477,599: 44,297 28,104
Other: 9,895: 1,209 1,923 2,810 4,677 4,154 8,696 8,888: 1,199 1,007
: : :
: : Changes in Commitments from: September 26, 2023 :
: 7,506: -2,753 17,136 6,554 5,221 -17,551 9,022 6,139: -1,516 1,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 7.8 28.7 42.6 57.9 91.2 94.4: 8.8 5.6
Old : 100.0: 20.4 7.9 28.3 42.6 58.2 91.2 94.4: 8.8 5.6
Other: 100.0: 12.2 19.4 28.4 47.3 42.0 87.9 89.8: 12.1 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 88 64 97 120 104 259 223:
Old : 297: 92 63 97 120 102 259 221:
Other: 72: 14 15 14 29 22 54 41:
:----------------------------------------------------------------------------------------------------
: 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 29.7 20.9 42.3 8.6 26.5 15.4 34.2
Old : 11.7 30.1 20.8 42.4 8.6 27.2 15.6 35.0
Other: 33.1 34.8 53.9 52.6 24.2 18.7 35.2 32.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 11,586: 3,550 677 585 5,283 9,540 9,418 10,802: 2,168 784
Old : 10,956: 3,550 679 583 4,664 8,957 8,797 10,219: 2,159 737
Other: 630: 2 0 0 619 583 621 583: 9 47
: : :
: : Changes in Commitments from: September 26, 2023 :
: 107: -107 100 7 310 62 210 168: -103 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 5.8 5.0 45.6 82.3 81.3 93.2: 18.7 6.8
Old : 100.0: 32.4 6.2 5.3 42.6 81.8 80.3 93.3: 19.7 6.7
Other: 100.0: 0.3 0.0 0.0 98.3 92.5 98.6 92.5: 1.4 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 21 7 7 19 15 45 25:
Old : 58: 21 7 7 19 15 45 25:
Other: 5: 1 0 0 2 2 3 2:
:----------------------------------------------------------------------------------------------------
: 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 : 32.0 64.3 44.5 77.4 31.6 60.0 42.6 73.0
Old : 28.2 62.7 41.4 76.5 27.8 58.2 39.5 71.8
Other: 98.6 92.5 98.6 92.5 98.6 92.5 98.6 92.5
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 4,028,941: 414,864 1,704,652 111,237 3,219,086 2,066,885 3,745,186 3,882,774: 283,755 146,168
Old : 4,028,941: 414,864 1,704,652 111,237 3,219,086 2,066,885 3,745,186 3,882,774: 283,755 146,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2023 :
: 55,990: -13,748 62,087 -12,932 70,652 2,548 43,972 51,702: 12,017 4,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 42.3 2.8 79.9 51.3 93.0 96.4: 7.0 3.6
Old : 100.0: 10.3 42.3 2.8 79.9 51.3 93.0 96.4: 7.0 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 452: 93 62 43 236 176 355 255:
Old : 452: 93 62 43 236 176 355 255:
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 : 24.7 35.0 32.8 52.9 23.3 34.8 30.0 52.7
Old : 24.7 35.0 32.8 52.9 23.3 34.8 30.0 52.7
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, October 03, 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 : 5,681,124: 491,601 1,209,971 585,929 4,128,560 3,487,258 5,206,089 5,283,157: 475,035 397,966
Old : 5,681,124: 491,601 1,209,971 585,929 4,128,560 3,487,258 5,206,089 5,283,157: 475,035 397,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2023 :
: 270,902: -21,044 -10,138 122,809 150,985 159,710 252,750 272,381: 18,152 -1,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 21.3 10.3 72.7 61.4 91.6 93.0: 8.4 7.0
Old : 100.0: 8.7 21.3 10.3 72.7 61.4 91.6 93.0: 8.4 7.0
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 : 445: 82 72 82 253 209 378 320:
Old : 445: 82 72 82 253 209 378 320:
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 17.9 33.5 27.8 21.6 16.3 28.4 24.8
Old : 23.5 17.9 33.5 27.8 21.6 16.3 28.4 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 1,893,954: 165,441 410,238 45,163 1,462,117 1,176,297 1,672,721 1,631,698: 221,233 262,257
Old : 1,893,954: 165,441 410,238 45,163 1,462,117 1,176,297 1,672,721 1,631,698: 221,233 262,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2023 :
: 33,316: -13,967 32,715 4,172 20,467 17,301 10,672 54,188: 22,644 -20,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 21.7 2.4 77.2 62.1 88.3 86.2: 11.7 13.8
Old : 100.0: 8.7 21.7 2.4 77.2 62.1 88.3 86.2: 11.7 13.8
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 : 180: 14 29 15 97 106 121 140:
Old : 180: 14 29 15 97 106 121 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 26.9 48.2 37.8 34.4 23.2 44.4 31.2
Old : 34.8 26.9 48.2 37.8 34.4 23.2 44.4 31.2
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, October 03, 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 : 5,900: 3,312 2,651 709 1,127 0 5,148 3,360: 752 2,540
Old : 5,900: 3,312 2,651 709 1,127 0 5,148 3,360: 752 2,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2023 :
: 1,596: 159 940 556 1,050 0 1,765 1,496: -169 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 44.9 12.0 19.1 0.0 87.3 56.9: 12.7 43.1
Old : 100.0: 56.1 44.9 12.0 19.1 0.0 87.3 56.9: 12.7 43.1
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 : 36: 7 28 1 1 0 8 29:
Old : 36: 7 28 1 1 0 8 29:
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 : 84.5 32.3 87.3 39.9 72.5 22.9 75.2 29.3
Old : 84.5 32.3 87.3 39.9 72.5 22.9 75.2 29.3
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, October 03, 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 : 6,056,070: 423,404 1,609,913 321,607 4,893,901 3,775,285 5,638,912 5,706,805: 417,158 349,265
Old : 6,056,070: 423,404 1,609,913 321,607 4,893,901 3,775,285 5,638,912 5,706,805: 417,158 349,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2023 :
: 152,673: -8,814 79,446 61,071 98,256 15,343 150,513 155,860: 2,160 -3,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 26.6 5.3 80.8 62.3 93.1 94.2: 6.9 5.8
Old : 100.0: 7.0 26.6 5.3 80.8 62.3 93.1 94.2: 6.9 5.8
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 : 407: 64 65 57 219 194 316 283:
Old : 407: 64 65 57 219 194 316 283:
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 : 22.9 22.7 32.3 34.2 20.6 22.3 27.6 32.2
Old : 22.9 22.7 32.3 34.2 20.6 22.3 27.6 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 1,665,599: 127,197 356,356 246,797 1,258,150 1,013,487 1,632,144 1,616,640: 33,455 48,959
Old : 1,665,599: 127,197 356,356 246,797 1,258,150 1,013,487 1,632,144 1,616,640: 33,455 48,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2023 :
: 35,363: 10,838 44,919 -342 21,949 -5,662 32,445 38,915: 2,918 -3,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 21.4 14.8 75.5 60.8 98.0 97.1: 2.0 2.9
Old : 100.0: 7.6 21.4 14.8 75.5 60.8 98.0 97.1: 2.0 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 : 140: 22 32 42 72 81 116 134:
Old : 140: 22 32 42 72 81 116 134:
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 26.4 44.8 39.7 16.2 20.4 27.0 27.8
Old : 26.2 26.4 44.8 39.7 16.2 20.4 27.0 27.8
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, October 03, 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 : 100,864: 19,477 51,927 1,105 65,201 35,666 85,783 88,698: 15,081 12,166
Old : 100,864: 19,477 51,927 1,105 65,201 35,666 85,783 88,698: 15,081 12,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2023 :
: 8,292: 1,240 12,072 -958 7,512 -2,544 7,795 8,569: 497 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 51.5 1.1 64.6 35.4 85.0 87.9: 15.0 12.1
Old : 100.0: 19.3 51.5 1.1 64.6 35.4 85.0 87.9: 15.0 12.1
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 : 99: 25 26 13 33 23 64 56:
Old : 99: 25 26 13 33 23 64 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 38.9 48.5 56.8 34.7 38.9 47.7 56.6
Old : 34.8 38.9 48.5 56.8 34.7 38.9 47.7 56.6
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, October 03, 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 : 100,864: 19,477 51,927 1,105 65,201 35,666 85,783 88,698: 15,081 12,166
Old : 100,864: 19,477 51,927 1,105 65,201 35,666 85,783 88,698: 15,081 12,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2023 :
: 8,292: 1,240 12,072 -958 7,512 -2,544 7,795 8,569: 497 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 51.5 1.1 64.6 35.4 85.0 87.9: 15.0 12.1
Old : 100.0: 19.3 51.5 1.1 64.6 35.4 85.0 87.9: 15.0 12.1
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 : 99: 25 26 13 33 23 64 56:
Old : 99: 25 26 13 33 23 64 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 38.9 48.5 56.8 34.7 38.9 47.7 56.6
Old : 34.8 38.9 48.5 56.8 34.7 38.9 47.7 56.6
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, October 03, 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 : 46,539: 621 2,516 0 43,548 42,741 44,169 45,257: 2,370 1,282
Old : 46,539: 621 2,516 0 43,548 42,741 44,169 45,257: 2,370 1,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2023 :
: 1,475: 351 213 0 1,107 1,127 1,458 1,340: 17 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 5.4 0.0 93.6 91.8 94.9 97.2: 5.1 2.8
Old : 100.0: 1.3 5.4 0.0 93.6 91.8 94.9 97.2: 5.1 2.8
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 : 44: 1 5 0 26 16 27 21:
Old : 44: 1 5 0 26 16 27 21:
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 : 37.6 60.5 64.4 80.3 37.5 60.5 61.3 79.5
Old : 37.6 60.5 64.4 80.3 37.5 60.5 61.3 79.5
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, October 03, 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 : 62,032: 11,118 16,254 306 50,316 45,394 61,740 61,954: 292 78
Old : 62,032: 11,118 16,254 306 50,316 45,394 61,740 61,954: 292 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2023 :
: 2: -12 -13 -1 -21 -3 -34 -17: 36 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 26.2 0.5 81.1 73.2 99.5 99.9: 0.5 0.1
Old : 100.0: 17.9 26.2 0.5 81.1 73.2 99.5 99.9: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 19 12 3 6 2 26 16:
Old : 38: 19 12 3 6 2 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.6 92.7 93.9 98.7 87.6 92.7 93.6 98.2
Old : 87.6 92.7 93.9 98.7 87.6 92.7 93.6 98.2
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, October 03, 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 : 66,197: 15,436 14,372 50,758 0 1,067 66,194 66,197: 3 0
Old : 66,197: 15,436 14,372 50,758 0 1,067 66,194 66,197: 3 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2023 :
: -2,560: -2,560 -2,560 0 0 0 -2,560 -2,560: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 21.7 76.7 0.0 1.6 100.0 100.0: 0.0 0.0
Old : 100.0: 23.3 21.7 76.7 0.0 1.6 100.0 100.0: 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 : 22: 11 10 4 0 1 13 13:
Old : 22: 11 10 4 0 1 13 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 : 80.9 96.9 95.4 99.3 16.1 22.1 23.1 23.0
Old : 80.9 96.9 95.4 99.3 16.1 22.1 23.1 23.0
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, October 03, 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 : 26,146: 22,435 15,919 3,711 0 6,458 26,146 26,088: 0 58
Old : 26,146: 22,435 15,919 3,711 0 6,458 26,146 26,088: 0 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2023 :
: 4,411: 4,411 4,424 0 0 -13 4,411 4,411: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 60.9 14.2 0.0 24.7 100.0 99.8: 0.0 0.2
Old : 100.0: 85.8 60.9 14.2 0.0 24.7 100.0 99.8: 0.0 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 : 25: 8 15 3 0 2 9 19:
Old : 25: 8 15 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 : 82.5 61.7 99.4 80.7 73.7 57.8 85.8 73.4
Old : 82.5 61.7 99.4 80.7 73.7 57.8 85.8 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 06, 2023