WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 520,213: 105,813 179,441 199,747 172,513 104,126 478,073 483,314: 42,140 36,899
Old : 449,247: 119,383 172,783 156,050 135,292 89,942 410,726 418,775: 38,521 30,472
Other: 70,966: 17,083 37,311 13,043 37,221 14,185 67,347 64,539: 3,619 6,427
: : :
: : Changes in Commitments from: October 17, 2023 :
: 4,388: 5,187 -5,334 3,086 -2,972 6,589 5,301 4,341: -913 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 34.5 38.4 33.2 20.0 91.9 92.9: 8.1 7.1
Old : 100.0: 26.6 38.5 34.7 30.1 20.0 91.4 93.2: 8.6 6.8
Other: 100.0: 24.1 52.6 18.4 52.4 20.0 94.9 90.9: 5.1 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 400: 134 122 150 119 102 330 307:
Old : 397: 144 116 142 116 96 321 296:
Other: 171: 31 48 36 53 64 111 123:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 10.9 18.3 19.4 6.4 9.1 11.7 15.4
Old : 12.0 11.8 19.1 20.8 6.5 10.5 11.4 17.4
Other: 34.8 27.1 45.4 40.1 34.4 22.4 45.0 32.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 247,257: 49,355 78,698 75,988 101,426 70,428 226,769 225,113: 20,488 22,144
Old : 221,408: 57,050 79,199 61,475 84,263 61,300 202,787 201,974: 18,620 19,434
Other: 25,849: 5,077 12,270 1,741 17,163 9,128 23,981 23,139: 1,868 2,710
: : :
: : Changes in Commitments from: October 17, 2023 :
: 5,143: -810 -221 4,395 1,882 652 5,467 4,826: -324 317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 31.8 30.7 41.0 28.5 91.7 91.0: 8.3 9.0
Old : 100.0: 25.8 35.8 27.8 38.1 27.7 91.6 91.2: 8.4 8.8
Other: 100.0: 19.6 47.5 6.7 66.4 35.3 92.8 89.5: 7.2 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 58 64 69 75 77 174 177:
Old : 223: 65 60 66 74 74 171 172:
Other: 112: 21 25 19 38 42 72 74:
:----------------------------------------------------------------------------------------------------
: 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 16.2 28.8 27.8 12.7 13.2 20.5 21.3
Old : 18.0 18.0 29.3 30.6 15.9 14.7 23.8 23.9
Other: 42.5 44.0 57.3 55.7 42.3 43.7 56.9 53.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 1,788,615: 257,392 331,419 579,793 767,454 655,944 1,604,640 1,567,157: 183,975 221,458
Old : 1,628,144: 259,413 324,601 501,027 696,390 610,219 1,456,830 1,435,847: 171,314 192,297
Other: 160,470: 55,441 64,280 21,304 71,064 45,725 147,809 131,309: 12,661 29,161
: : :
: : Changes in Commitments from: October 17, 2023 :
: 51,075: -1,896 -21,669 46,771 9,752 20,406 54,627 45,508: -3,552 5,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 18.5 32.4 42.9 36.7 89.7 87.6: 10.3 12.4
Old : 100.0: 15.9 19.9 30.8 42.8 37.5 89.5 88.2: 10.5 11.8
Other: 100.0: 34.5 40.1 13.3 44.3 28.5 92.1 81.8: 7.9 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 772: 149 175 226 377 355 664 637:
Old : 768: 147 181 217 375 350 653 628:
Other: 372: 70 49 38 94 203 183 273:
:----------------------------------------------------------------------------------------------------
: 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 : 7.6 9.3 14.2 16.2 6.5 6.3 11.0 9.6
Old : 8.1 9.6 14.8 16.1 7.1 6.2 11.7 9.6
Other: 17.4 29.0 30.1 38.2 17.3 28.5 28.9 36.1
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 12,085: 2,293 3,743 4,872 3,428 1,044 10,594 9,659: 1,491 2,426
Old : 12,085: 2,293 3,743 4,872 3,428 1,044 10,594 9,659: 1,491 2,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2023 :
: 137: 157 110 -28 17 7 146 89: -10 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 31.0 40.3 28.4 8.6 87.7 79.9: 12.3 20.1
Old : 100.0: 19.0 31.0 40.3 28.4 8.6 87.7 79.9: 12.3 20.1
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 : 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 : 58.8 58.1 74.0 71.2 33.1 25.8 44.4 34.9
Old : 58.8 58.1 74.0 71.2 33.1 25.8 44.4 34.9
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 24, 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 : 4,080: 527 355 211 1,429 2,314 2,167 2,880: 1,912 1,200
Old : 3,970: 572 342 158 1,415 2,314 2,145 2,814: 1,824 1,156
Other: 110: 0 58 8 14 0 22 66: 88 44
: : :
: : Changes in Commitments from: October 17, 2023 :
: -139: -196 2 28 -100 -178 -268 -149: 129 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 8.7 5.2 35.0 56.7 53.1 70.6: 46.9 29.4
Old : 100.0: 14.4 8.6 4.0 35.6 58.3 54.0 70.9: 46.0 29.1
Other: 100.0: 0.0 52.7 7.3 12.7 0.0 20.0 60.0: 80.0 40.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 5 3 10 8 16 14:
Old : 21: 5 4 3 10 8 16 14:
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 : 23.6 49.5 38.8 62.4 21.0 48.4 34.6 54.4
Old : 23.9 50.9 39.5 62.7 21.5 49.7 35.2 55.9
Other: 20.0 60.0 20.0 60.0 12.7 52.7 12.7 52.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 1,005,083: 99,827 92,154 327,151 511,739 508,092 938,716 927,397: 66,366 77,686
Old : 928,323: 97,001 84,465 299,781 469,169 475,016 865,952 859,262: 62,372 69,062
Other: 76,759: 22,000 26,864 8,195 42,569 33,076 72,765 68,135: 3,995 8,624
: : :
: : Changes in Commitments from: October 17, 2023 :
: -32,277: 2,467 -11,460 -24,948 -9,367 7,484 -31,849 -28,924: -428 -3,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 9.2 32.5 50.9 50.6 93.4 92.3: 6.6 7.7
Old : 100.0: 10.4 9.1 32.3 50.5 51.2 93.3 92.6: 6.7 7.4
Other: 100.0: 28.7 35.0 10.7 55.5 43.1 94.8 88.8: 5.2 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 585: 134 148 210 245 250 503 500:
Old : 579: 128 153 203 240 243 491 487:
Other: 269: 50 53 35 65 135 129 210:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 13.0 22.0 22.2 7.8 7.8 12.6 12.7
Old : 14.4 13.9 22.8 23.5 9.5 8.4 14.8 13.5
Other: 25.2 30.5 42.7 42.7 24.8 30.3 40.1 41.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 525,697: 85,196 66,770 155,469 252,049 274,205 492,714 496,444: 32,983 29,253
Old : 499,615: 93,456 69,161 137,660 237,178 264,754 468,293 471,575: 31,321 28,040
Other: 26,082: 5,886 11,755 3,663 14,871 9,451 24,420 24,869: 1,662 1,213
: : :
: : Changes in Commitments from: October 17, 2023 :
: 37,837: 905 12,836 14,566 20,448 7,320 35,919 34,723: 1,918 3,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 12.7 29.6 47.9 52.2 93.7 94.4: 6.3 5.6
Old : 100.0: 18.7 13.8 27.6 47.5 53.0 93.7 94.4: 6.3 5.6
Other: 100.0: 22.6 45.1 14.0 57.0 36.2 93.6 95.4: 6.4 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 92 68 113 105 96 255 231:
Old : 295: 93 70 108 104 96 252 227:
Other: 83: 14 21 17 35 19 60 48:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 19.1 20.9 30.5 8.5 16.5 14.3 23.1
Old : 11.5 19.4 20.3 31.0 8.4 16.8 14.3 23.4
Other: 33.9 41.3 52.7 65.0 33.9 39.4 49.1 58.0
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 1,628,566: 86,093 219,512 174,468 1,163,603 1,076,765 1,424,164 1,470,745: 204,401 157,820
Old : 1,628,566: 86,093 219,512 174,468 1,163,603 1,076,765 1,424,164 1,470,745: 204,401 157,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2023 :
: -32,157: 9,831 -27,525 119 -37,877 -2,304 -27,927 -29,711: -4,230 -2,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 13.5 10.7 71.4 66.1 87.4 90.3: 12.6 9.7
Old : 100.0: 5.3 13.5 10.7 71.4 66.1 87.4 90.3: 12.6 9.7
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 : 236: 31 39 44 145 136 201 194:
Old : 236: 31 39 44 145 136 201 194:
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 : 24.2 15.9 34.6 27.8 22.5 13.3 32.3 22.5
Old : 24.2 15.9 34.6 27.8 22.5 13.3 32.3 22.5
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 24, 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 : 1,562,887: 90,575 455,658 10,761 1,289,347 949,896 1,390,683 1,416,316: 172,205 146,572
Old : 1,562,887: 90,575 455,658 10,761 1,289,347 949,896 1,390,683 1,416,316: 172,205 146,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2023 :
: 1,598: -519 1,272 1,719 6,643 -7,018 7,844 -4,027: -6,246 5,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 29.2 0.7 82.5 60.8 89.0 90.6: 11.0 9.4
Old : 100.0: 5.8 29.2 0.7 82.5 60.8 89.0 90.6: 11.0 9.4
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 : 175: 17 26 16 107 91 132 125:
Old : 175: 17 26 16 107 91 132 125:
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 : 23.7 35.3 41.0 49.5 22.5 35.3 36.0 45.2
Old : 23.7 35.3 41.0 49.5 22.5 35.3 36.0 45.2
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 24, 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 : 568,594: 130,158 22,149 172,468 209,817 341,171 512,444 535,788: 56,150 32,806
Old : 549,653: 129,542 22,798 163,769 201,955 332,743 495,266 519,311: 54,387 30,342
Other: 18,941: 5,530 4,265 3,785 7,863 8,428 17,178 16,477: 1,763 2,463
: : :
: : Changes in Commitments from: October 17, 2023 :
: 28,397: 24,390 -13,328 9,015 -10,356 28,631 23,049 24,317: 5,349 4,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 3.9 30.3 36.9 60.0 90.1 94.2: 9.9 5.8
Old : 100.0: 23.6 4.1 29.8 36.7 60.5 90.1 94.5: 9.9 5.5
Other: 100.0: 29.2 22.5 20.0 41.5 44.5 90.7 87.0: 9.3 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 113 42 98 119 111 273 219:
Old : 302: 114 41 98 119 109 272 217:
Other: 70: 18 12 14 30 20 57 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.7 30.6 17.4 42.6 7.7 27.8 14.2 35.7
Old : 9.8 31.6 17.5 43.0 7.9 29.2 14.5 36.8
Other: 35.7 41.9 56.7 61.5 33.8 38.5 47.1 49.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 11,998: 3,197 658 691 5,880 9,941 9,768 11,290: 2,230 707
Old : 11,357: 3,195 658 691 5,266 9,343 9,152 10,692: 2,205 664
Other: 641: 2 0 0 614 598 616 598: 25 43
: : :
: : Changes in Commitments from: October 17, 2023 :
: 287: -14 -83 100 166 297 253 314: 35 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 5.5 5.8 49.0 82.9 81.4 94.1: 18.6 5.9
Old : 100.0: 28.1 5.8 6.1 46.4 82.3 80.6 94.1: 19.4 5.9
Other: 100.0: 0.3 0.0 0.0 95.8 93.3 96.1 93.3: 3.9 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 20 6 8 22 19 45 32:
Old : 59: 20 6 8 22 19 45 32:
Other: 4: 1 0 0 1 2 2 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 : 30.4 61.3 43.2 74.6 29.7 56.7 38.7 68.0
Old : 26.7 59.5 40.2 73.6 26.0 54.7 35.4 66.6
Other: 96.1 93.3 96.1 93.3 96.1 93.3 96.1 93.3
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 4,291,327: 418,478 1,859,644 112,324 3,489,573 2,175,676 4,020,375 4,147,644: 270,952 143,683
Old : 4,291,327: 418,478 1,859,644 112,324 3,489,573 2,175,676 4,020,375 4,147,644: 270,952 143,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2023 :
: 152,222: 36,084 106,972 -1,159 118,755 50,278 153,680 156,091: -1,458 -3,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 43.3 2.6 81.3 50.7 93.7 96.7: 6.3 3.3
Old : 100.0: 9.8 43.3 2.6 81.3 50.7 93.7 96.7: 6.3 3.3
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 : 450: 94 59 48 246 172 365 254:
Old : 450: 94 59 48 246 172 365 254:
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 : 27.0 34.9 35.2 52.7 25.5 34.6 32.9 52.4
Old : 27.0 34.9 35.2 52.7 25.5 34.6 32.9 52.4
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 24, 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 : 5,651,300: 502,397 1,103,108 609,656 4,069,313 3,574,181 5,181,366 5,286,945: 469,934 364,355
Old : 5,651,300: 502,397 1,103,108 609,656 4,069,313 3,574,181 5,181,366 5,286,945: 469,934 364,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2023 :
: -61,459: 34,854 -77,998 -26,805 -46,020 62,591 -37,970 -42,212: -23,489 -19,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 19.5 10.8 72.0 63.2 91.7 93.6: 8.3 6.4
Old : 100.0: 8.9 19.5 10.8 72.0 63.2 91.7 93.6: 8.3 6.4
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 : 463: 82 75 86 266 226 394 341:
Old : 463: 82 75 86 266 226 394 341:
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 : 21.8 19.0 31.2 27.5 19.0 16.3 25.2 23.5
Old : 21.8 19.0 31.2 27.5 19.0 16.3 25.2 23.5
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 24, 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 : 1,970,823: 194,392 444,382 39,274 1,523,922 1,219,959 1,757,588 1,703,615: 213,234 267,208
Old : 1,970,823: 194,392 444,382 39,274 1,523,922 1,219,959 1,757,588 1,703,615: 213,234 267,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2023 :
: 45,400: 20,953 29,515 -2,912 36,683 6,120 54,725 32,723: -9,325 12,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 22.5 2.0 77.3 61.9 89.2 86.4: 10.8 13.6
Old : 100.0: 9.9 22.5 2.0 77.3 61.9 89.2 86.4: 10.8 13.6
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 : 188: 15 31 19 103 106 132 142:
Old : 188: 15 31 19 103 106 132 142:
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 : 34.4 28.0 47.8 37.1 33.7 24.1 43.6 30.8
Old : 34.4 28.0 47.8 37.1 33.7 24.1 43.6 30.8
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 24, 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 : 5,925: 4,286 1,867 529 0 1,313 4,815 3,709: 1,110 2,216
Old : 5,925: 4,286 1,867 529 0 1,313 4,815 3,709: 1,110 2,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2023 :
: -869: 1,266 -968 -1,167 -1,226 1,313 -1,127 -822: 258 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 31.5 8.9 0.0 22.2 81.3 62.6: 18.7 37.4
Old : 100.0: 72.3 31.5 8.9 0.0 22.2 81.3 62.6: 18.7 37.4
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 : 36: 9 26 2 0 1 9 29:
Old : 36: 9 26 2 0 1 9 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 : 77.5 34.5 80.8 44.6 68.5 31.9 71.8 38.8
Old : 77.5 34.5 80.8 44.6 68.5 31.9 71.8 38.8
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 24, 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 : 6,056,559: 415,204 1,538,905 373,872 4,856,746 3,800,259 5,645,822 5,713,036: 410,737 343,523
Old : 6,056,559: 415,204 1,538,905 373,872 4,856,746 3,800,259 5,645,822 5,713,036: 410,737 343,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2023 :
: -115,461: 38,566 -82,802 22,761 -172,480 -55,331 -111,153 -115,372: -4,308 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 25.4 6.2 80.2 62.7 93.2 94.3: 6.8 5.7
Old : 100.0: 6.9 25.4 6.2 80.2 62.7 93.2 94.3: 6.8 5.7
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 : 406: 69 56 62 232 199 332 286:
Old : 406: 69 56 62 232 199 332 286:
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 : 21.3 22.5 30.9 33.7 18.3 22.2 25.6 32.1
Old : 21.3 22.5 30.9 33.7 18.3 22.2 25.6 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 2,014,709: 160,615 366,449 313,461 1,506,971 1,280,047 1,981,047 1,959,957: 33,662 54,752
Old : 2,014,709: 160,615 366,449 313,461 1,506,971 1,280,047 1,981,047 1,959,957: 33,662 54,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2023 :
: -56,507: -19,015 -108,851 34,777 -69,975 21,731 -54,213 -52,343: -2,294 -4,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 18.2 15.6 74.8 63.5 98.3 97.3: 1.7 2.7
Old : 100.0: 8.0 18.2 15.6 74.8 63.5 98.3 97.3: 1.7 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 : 160: 29 35 51 79 88 136 149:
Old : 160: 29 35 51 79 88 136 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 25.0 44.2 37.5 16.9 19.1 26.0 26.3
Old : 28.0 25.0 44.2 37.5 16.9 19.1 26.0 26.3
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 24, 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 : 104,659: 25,119 61,119 537 68,041 28,399 93,697 90,055: 10,962 14,603
Old : 104,659: 25,119 61,119 537 68,041 28,399 93,697 90,055: 10,962 14,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2023 :
: 8,078: 6,958 7,747 274 820 1,430 8,052 9,450: 26 -1,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 58.4 0.5 65.0 27.1 89.5 86.0: 10.5 14.0
Old : 100.0: 24.0 58.4 0.5 65.0 27.1 89.5 86.0: 10.5 14.0
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 : 95: 19 30 7 33 21 56 54:
Old : 95: 19 30 7 33 21 56 54:
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 : 43.7 41.8 58.4 58.0 43.1 41.8 57.7 58.0
Old : 43.7 41.8 58.4 58.0 43.1 41.8 57.7 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 104,659: 25,119 61,119 537 68,041 28,399 93,697 90,055: 10,962 14,603
Old : 104,659: 25,119 61,119 537 68,041 28,399 93,697 90,055: 10,962 14,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2023 :
: 8,078: 6,958 7,747 274 820 1,430 8,052 9,450: 26 -1,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 58.4 0.5 65.0 27.1 89.5 86.0: 10.5 14.0
Old : 100.0: 24.0 58.4 0.5 65.0 27.1 89.5 86.0: 10.5 14.0
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 : 95: 19 30 7 33 21 56 54:
Old : 95: 19 30 7 33 21 56 54:
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 : 43.7 41.8 58.4 58.0 43.1 41.8 57.7 58.0
Old : 43.7 41.8 58.4 58.0 43.1 41.8 57.7 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X DJ US REAL ESTATE INDEX) :
: : :
All : 40,986: 704 2,607 0 37,653 37,145 38,357 39,752: 2,629 1,234
Old : 40,986: 704 2,607 0 37,653 37,145 38,357 39,752: 2,629 1,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2023 :
: -2,904: 282 -51 0 -3,739 -2,884 -3,457 -2,935: 553 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 6.4 0.0 91.9 90.6 93.6 97.0: 6.4 3.0
Old : 100.0: 1.7 6.4 0.0 91.9 90.6 93.6 97.0: 6.4 3.0
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 : 44: 1 4 0 25 18 26 22:
Old : 44: 1 4 0 25 18 26 22:
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 : 39.3 51.3 63.2 71.7 36.6 48.6 59.5 68.3
Old : 39.3 51.3 63.2 71.7 36.6 48.6 59.5 68.3
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 24, 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 : 62,836: 11,444 16,797 615 50,481 45,394 62,540 62,806: 296 30
Old : 62,836: 11,444 16,797 615 50,481 45,394 62,540 62,806: 296 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2023 :
: 289: 384 329 -37 -86 0 261 292: 28 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 26.7 1.0 80.3 72.2 99.5 100.0: 0.5 0.0
Old : 100.0: 18.2 26.7 1.0 80.3 72.2 99.5 100.0: 0.5 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 : 40: 19 14 5 6 2 28 18:
Old : 40: 19 14 5 6 2 28 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 : 86.5 90.8 93.6 98.2 86.5 90.8 93.0 97.6
Old : 86.5 90.8 93.6 98.2 86.5 90.8 93.0 97.6
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 24, 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 : 66,412: 15,412 14,325 51,000 0 1,067 66,412 66,392: 0 20
Old : 66,412: 15,412 14,325 51,000 0 1,067 66,412 66,392: 0 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2023 :
: -536: -778 -788 242 0 0 -536 -546: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 21.6 76.8 0.0 1.6 100.0 100.0: 0.0 0.0
Old : 100.0: 23.2 21.6 76.8 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 : 23: 12 10 4 0 1 14 13:
Old : 23: 12 10 4 0 1 14 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 : 80.6 96.6 94.4 99.3 15.4 22.0 21.9 22.9
Old : 80.6 96.6 94.4 99.3 15.4 22.0 21.9 22.9
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 24, 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 : 28,432: 24,341 18,042 4,091 0 6,239 28,432 28,372: 0 60
Old : 28,432: 24,341 18,042 4,091 0 6,239 28,432 28,372: 0 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2023 :
: 75: -305 -305 380 0 0 75 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 63.5 14.4 0.0 21.9 100.0 99.8: 0.0 0.2
Old : 100.0: 85.6 63.5 14.4 0.0 21.9 100.0 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 16 3 0 1 10 18:
Old : 25: 8 16 3 0 1 10 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 : 69.8 65.3 98.7 83.9 69.3 59.3 85.6 73.3
Old : 69.8 65.3 98.7 83.9 69.3 59.3 85.6 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 27, 2023