WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 416,057: 100,279 138,715 137,195 149,176 104,639 386,650 380,548: 29,406 35,508
Old : 293,534: 107,366 120,686 76,482 86,762 70,607 270,610 267,775: 22,924 25,758
Other: 122,523: 35,292 60,407 18,335 62,414 34,031 116,040 112,773: 6,483 9,750
: : :
: : Changes in Commitments from: December 26, 2023 :
: 3,510: 4,573 5,665 -1,607 2,303 1,318 5,269 5,376: -1,759 -1,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 33.3 33.0 35.9 25.2 92.9 91.5: 7.1 8.5
Old : 100.0: 36.6 41.1 26.1 29.6 24.1 92.2 91.2: 7.8 8.8
Other: 100.0: 28.8 49.3 15.0 50.9 27.8 94.7 92.0: 5.3 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 112 117 146 105 101 301 290:
Old : 342: 110 112 116 93 98 264 269:
Other: 218: 51 69 50 60 66 144 157:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 12.8 19.1 20.6 8.8 7.8 14.7 13.8
Old : 12.0 10.9 21.2 19.5 9.2 10.4 16.7 17.4
Other: 24.4 31.3 40.5 43.1 24.4 31.0 40.5 39.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 221,600: 51,569 75,996 64,333 86,409 61,191 202,310 201,520: 19,290 20,080
Old : 161,339: 59,247 68,908 36,137 51,523 40,964 146,906 146,008: 14,433 15,331
Other: 60,262: 11,568 26,334 8,950 34,886 20,228 55,404 55,512: 4,857 4,749
: : :
: : Changes in Commitments from: December 26, 2023 :
: 5,490: -5,936 -1,879 4,592 7,564 2,723 6,220 5,436: -730 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 34.3 29.0 39.0 27.6 91.3 90.9: 8.7 9.1
Old : 100.0: 36.7 42.7 22.4 31.9 25.4 91.1 90.5: 8.9 9.5
Other: 100.0: 19.2 43.7 14.9 57.9 33.6 91.9 92.1: 8.1 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 53 63 63 70 75 161 168:
Old : 210: 59 58 46 64 64 142 149:
Other: 140: 25 35 30 48 58 93 106:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 17.7 31.4 28.7 14.6 14.8 21.1 22.5
Old : 21.0 21.9 33.1 34.2 17.3 19.3 27.6 28.9
Other: 31.6 29.6 44.3 46.0 28.0 28.2 40.0 38.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,601,347: 244,285 408,152 490,383 687,266 488,870 1,421,934 1,387,405: 179,413 213,941
Old : 1,349,324: 261,126 428,431 344,855 585,644 414,370 1,191,626 1,187,655: 157,698 161,669
Other: 252,023: 87,412 83,975 41,275 101,622 74,500 230,308 199,750: 21,714 52,272
: : :
: : Changes in Commitments from: December 26, 2023 :
: 68,024: -8,723 12,415 43,905 32,774 2,449 67,956 58,769: 68 9,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 25.5 30.6 42.9 30.5 88.8 86.6: 11.2 13.4
Old : 100.0: 19.4 31.8 25.6 43.4 30.7 88.3 88.0: 11.7 12.0
Other: 100.0: 34.7 33.3 16.4 40.3 29.6 91.4 79.3: 8.6 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 739: 132 159 191 345 334 595 597:
Old : 723: 131 172 177 336 316 573 572:
Other: 416: 76 59 49 113 232 208 322:
:----------------------------------------------------------------------------------------------------
: 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 : 8.4 9.2 14.7 15.3 7.1 7.6 12.0 12.1
Old : 9.8 9.0 16.3 15.1 8.5 8.6 14.0 13.3
Other: 16.9 21.8 28.1 30.4 16.3 21.2 26.0 27.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 789,479: 98,348 115,585 233,792 400,592 368,747 732,732 718,123: 56,747 71,356
Old : 674,973: 93,427 87,359 198,956 332,716 332,964 625,099 619,279: 49,874 55,694
Other: 114,506: 23,629 46,933 16,128 67,876 35,783 107,633 98,844: 6,873 15,663
: : :
: : Changes in Commitments from: December 26, 2023 :
: 36,774: 870 13,477 28,940 14,935 -3,838 44,745 38,579: -7,971 -1,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 14.6 29.6 50.7 46.7 92.8 91.0: 7.2 9.0
Old : 100.0: 13.8 12.9 29.5 49.3 49.3 92.6 91.7: 7.4 8.3
Other: 100.0: 20.6 41.0 14.1 59.3 31.2 94.0 86.3: 6.0 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 531: 126 145 173 204 214 427 446:
Old : 522: 134 133 156 196 201 410 417:
Other: 275: 41 75 47 81 126 155 217:
:----------------------------------------------------------------------------------------------------
: 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 11.9 20.4 21.1 8.2 10.6 14.4 16.4
Old : 12.2 13.8 21.2 23.6 8.4 12.4 15.2 19.0
Other: 19.6 20.7 34.2 31.6 18.2 20.0 32.6 28.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 521,118: 86,940 121,831 138,414 263,882 232,096 489,236 492,341: 31,882 28,777
Old : 456,803: 105,151 122,456 98,206 225,589 209,731 428,946 430,394: 27,857 26,410
Other: 64,315: 13,100 30,685 8,897 38,293 22,365 60,290 61,947: 4,024 2,368
: : :
: : Changes in Commitments from: December 26, 2023 :
: 16,891: 6,332 5,215 5,968 5,861 4,336 18,161 15,519: -1,270 1,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 23.4 26.6 50.6 44.5 93.9 94.5: 6.1 5.5
Old : 100.0: 23.0 26.8 21.5 49.4 45.9 93.9 94.2: 6.1 5.8
Other: 100.0: 20.4 47.7 13.8 59.5 34.8 93.7 96.3: 6.3 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 81 86 103 102 93 242 235:
Old : 305: 84 85 98 99 91 234 231:
Other: 115: 27 23 22 49 24 87 60:
:----------------------------------------------------------------------------------------------------
: 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 16.0 19.7 26.7 9.2 14.0 15.6 21.0
Old : 11.6 16.0 20.9 26.9 9.7 14.8 16.3 21.5
Other: 27.7 47.7 45.3 68.6 25.7 46.2 39.9 63.0
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,572,037: 171,280 305,521 92,589 1,105,889 1,022,506 1,369,757 1,420,616: 202,279 151,421
Old : 1,572,037: 171,280 305,521 92,589 1,105,889 1,022,506 1,369,757 1,420,616: 202,279 151,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: 46,548: 15,200 12,698 -9,953 38,622 46,347 43,869 49,091: 2,679 -2,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 19.4 5.9 70.3 65.0 87.1 90.4: 12.9 9.6
Old : 100.0: 10.9 19.4 5.9 70.3 65.0 87.1 90.4: 12.9 9.6
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 : 209: 24 38 35 114 117 160 168:
Old : 209: 24 38 35 114 117 160 168:
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 : 21.5 15.2 35.5 28.2 20.4 13.7 34.0 23.2
Old : 21.5 15.2 35.5 28.2 20.4 13.7 34.0 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,668,997: 155,621 459,163 4,465 1,343,898 1,050,774 1,503,984 1,514,403: 165,013 154,595
Old : 1,668,997: 155,621 459,163 4,465 1,343,898 1,050,774 1,503,984 1,514,403: 165,013 154,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: 42,821: 7,915 19,840 746 37,468 15,511 46,129 36,096: -3,308 6,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 27.5 0.3 80.5 63.0 90.1 90.7: 9.9 9.3
Old : 100.0: 9.3 27.5 0.3 80.5 63.0 90.1 90.7: 9.9 9.3
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 : 179: 16 28 15 108 92 133 126:
Old : 179: 16 28 15 108 92 133 126:
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 : 21.9 33.6 37.4 50.0 20.3 33.5 34.5 44.9
Old : 21.9 33.6 37.4 50.0 20.3 33.5 34.5 44.9
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, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 489,873: 108,137 77,021 126,747 207,775 251,538 442,660 455,306: 47,213 34,566
Old : 445,080: 111,448 79,403 101,865 188,279 232,115 401,592 413,384: 43,488 31,696
Other: 44,793: 14,128 15,056 7,444 19,496 19,423 41,068 41,922: 3,725 2,871
: : :
: : Changes in Commitments from: December 26, 2023 :
: -18,387: -3,164 13,330 -17,557 6,615 -12,568 -14,106 -16,795: -4,281 -1,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 15.7 25.9 42.4 51.3 90.4 92.9: 9.6 7.1
Old : 100.0: 25.0 17.8 22.9 42.3 52.2 90.2 92.9: 9.8 7.1
Other: 100.0: 31.5 33.6 16.6 43.5 43.4 91.7 93.6: 8.3 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 92 74 99 122 114 266 242:
Old : 314: 97 70 95 121 110 259 237:
Other: 121: 28 29 26 46 31 94 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 : 12.4 24.5 21.5 37.6 8.5 20.5 14.4 29.5
Old : 12.5 25.9 22.3 38.6 9.6 22.1 16.1 31.4
Other: 28.9 40.9 43.9 55.6 28.5 40.8 41.8 53.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,955: 5,557 322 387 3,273 10,498 9,217 11,207: 2,738 748
Old : 11,046: 5,553 323 385 2,463 9,642 8,402 10,350: 2,645 696
Other: 909: 5 0 1 810 856 816 857: 93 52
: : :
: : Changes in Commitments from: December 26, 2023 :
: -108: 84 116 -140 -76 -39 -133 -63: 24 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 2.7 3.2 27.4 87.8 77.1 93.7: 22.9 6.3
Old : 100.0: 50.3 2.9 3.5 22.3 87.3 76.1 93.7: 23.9 6.3
Other: 100.0: 0.6 0.0 0.1 89.1 94.2 89.8 94.3: 10.2 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 27 5 7 20 20 51 29:
Old : 63: 27 5 7 19 20 50 29:
Other: 12: 2 0 2 4 6 6 8:
:----------------------------------------------------------------------------------------------------
: 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 : 26.1 61.8 40.5 73.8 26.1 60.5 40.2 72.6
Old : 23.6 59.4 38.0 72.3 23.6 58.1 38.0 71.0
Other: 89.1 92.9 89.8 94.3 89.1 92.9 89.7 94.2
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,799,946: 420,812 1,662,380 79,019 3,048,698 1,921,119 3,548,529 3,662,518: 251,417 137,428
Old : 3,799,946: 420,812 1,662,380 79,019 3,048,698 1,921,119 3,548,529 3,662,518: 251,417 137,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: 10,484: 20,455 -1,521 4,852 -110 -598 25,197 2,734: -14,713 7,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 43.7 2.1 80.2 50.6 93.4 96.4: 6.6 3.6
Old : 100.0: 11.1 43.7 2.1 80.2 50.6 93.4 96.4: 6.6 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 : 455: 106 54 39 237 172 361 247:
Old : 455: 106 54 39 237 172 361 247:
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 : 25.3 32.1 33.2 48.6 23.8 32.1 30.4 48.0
Old : 25.3 32.1 33.2 48.6 23.8 32.1 30.4 48.0
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, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,287,646: 395,883 1,161,100 483,749 3,983,038 3,266,108 4,862,670 4,910,957: 424,976 376,689
Old : 5,287,646: 395,883 1,161,100 483,749 3,983,038 3,266,108 4,862,670 4,910,957: 424,976 376,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: 42,915: -35,830 -6,753 12,145 87,395 29,108 63,711 34,500: -20,796 8,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 22.0 9.1 75.3 61.8 92.0 92.9: 8.0 7.1
Old : 100.0: 7.5 22.0 9.1 75.3 61.8 92.0 92.9: 8.0 7.1
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 : 413: 70 62 73 240 210 344 311:
Old : 413: 70 62 73 240 210 344 311:
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 : 20.3 18.9 31.7 28.7 17.9 17.4 26.1 24.9
Old : 20.3 18.9 31.7 28.7 17.9 17.4 26.1 24.9
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, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,083,538: 258,445 508,074 29,458 1,592,753 1,280,746 1,880,655 1,818,278: 202,883 265,260
Old : 2,083,538: 258,445 508,074 29,458 1,592,753 1,280,746 1,880,655 1,818,278: 202,883 265,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: 38,722: 16,368 -12,034 4,951 9,836 41,704 31,154 34,620: 7,568 4,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 24.4 1.4 76.4 61.5 90.3 87.3: 9.7 12.7
Old : 100.0: 12.4 24.4 1.4 76.4 61.5 90.3 87.3: 9.7 12.7
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 : 191: 23 28 17 97 103 127 141:
Old : 191: 23 28 17 97 103 127 141:
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 : 34.6 26.1 49.1 38.4 33.6 23.5 44.9 32.4
Old : 34.6 26.1 49.1 38.4 33.6 23.5 44.9 32.4
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, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,657: 1,629 1,659 31 54 0 1,714 1,690: 943 967
Old : 2,657: 1,629 1,659 31 54 0 1,714 1,690: 943 967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: -814: 759 -55 -604 -678 0 -523 -659: -291 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 62.4 1.2 2.0 0.0 64.5 63.6: 35.5 36.4
Old : 100.0: 61.3 62.4 1.2 2.0 0.0 64.5 63.6: 35.5 36.4
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 : 22: 8 12 1 1 0 10 13:
Old : 22: 8 12 1 1 0 10 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 : 57.1 47.6 62.4 57.2 57.1 47.6 62.4 57.2
Old : 57.1 47.6 62.4 57.2 57.1 47.6 62.4 57.2
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, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,067,664: 374,316 1,673,949 266,260 4,984,787 3,827,467 5,625,363 5,767,676: 442,301 299,988
Old : 6,067,664: 374,316 1,673,949 266,260 4,984,787 3,827,467 5,625,363 5,767,676: 442,301 299,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: 70,804: -20,776 -44,861 43,867 60,695 52,637 83,786 51,644: -12,981 19,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 27.6 4.4 82.2 63.1 92.7 95.1: 7.3 4.9
Old : 100.0: 6.2 27.6 4.4 82.2 63.1 92.7 95.1: 7.3 4.9
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 : 374: 62 46 50 215 181 301 253:
Old : 374: 62 46 50 215 181 301 253:
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 24.6 31.3 35.2 19.7 24.2 28.1 33.6
Old : 21.3 24.6 31.3 35.2 19.7 24.2 28.1 33.6
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, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,484,841: 175,494 306,821 236,577 1,044,757 902,862 1,456,828 1,446,260: 28,013 38,581
Old : 1,484,841: 175,494 306,821 236,577 1,044,757 902,862 1,456,828 1,446,260: 28,013 38,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: -111,722: -20,473 681 -13,596 -76,425 -95,545 -110,494 -108,460: -1,228 -3,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 20.7 15.9 70.4 60.8 98.1 97.4: 1.9 2.6
Old : 100.0: 11.8 20.7 15.9 70.4 60.8 98.1 97.4: 1.9 2.6
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 : 153: 22 47 45 70 76 123 137:
Old : 153: 22 47 45 70 76 123 137:
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 : 27.9 26.3 43.1 37.5 21.4 20.8 28.3 25.4
Old : 27.9 26.3 43.1 37.5 21.4 20.8 28.3 25.4
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, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 103,391: 34,311 14,767 1,612 53,655 74,240 89,578 90,619: 13,813 12,773
Old : 103,391: 34,311 14,767 1,612 53,655 74,240 89,578 90,619: 13,813 12,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: 4,864: 5,842 -2,545 -373 -670 7,434 4,798 4,516: 66 348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 14.3 1.6 51.9 71.8 86.6 87.6: 13.4 12.4
Old : 100.0: 33.2 14.3 1.6 51.9 71.8 86.6 87.6: 13.4 12.4
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 : 105: 30 20 14 36 32 71 61:
Old : 105: 30 20 14 36 32 71 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 37.1 43.9 58.4 30.1 36.3 42.3 56.8
Old : 31.3 37.1 43.9 58.4 30.1 36.3 42.3 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 103,391: 34,311 14,767 1,612 53,655 74,240 89,578 90,619: 13,813 12,773
Old : 103,391: 34,311 14,767 1,612 53,655 74,240 89,578 90,619: 13,813 12,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: 4,864: 5,842 -2,545 -373 -670 7,434 4,798 4,516: 66 348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 14.3 1.6 51.9 71.8 86.6 87.6: 13.4 12.4
Old : 100.0: 33.2 14.3 1.6 51.9 71.8 86.6 87.6: 13.4 12.4
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 : 105: 30 20 14 36 32 71 61:
Old : 105: 30 20 14 36 32 71 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 37.1 43.9 58.4 30.1 36.3 42.3 56.8
Old : 31.3 37.1 43.9 58.4 30.1 36.3 42.3 56.8
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, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,886: 0 574 0 50,404 51,489 50,404 52,063: 2,482 823
Old : 52,886: 0 574 0 50,404 51,489 50,404 52,063: 2,482 823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: 6,031: 0 -15 0 6,448 5,647 6,448 5,632: -417 399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 0.0 95.3 97.4 95.3 98.4: 4.7 1.6
Old : 100.0: 0.0 1.1 0.0 95.3 97.4 95.3 98.4: 4.7 1.6
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 : 40: 0 2 0 28 13 28 15:
Old : 40: 0 2 0 28 13 28 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 80.5 65.0 93.7 40.6 80.5 63.4 93.3
Old : 41.6 80.5 65.0 93.7 40.6 80.5 63.4 93.3
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, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 72,436: 11,797 18,988 0 60,375 53,405 72,172 72,393: 264 43
Old : 72,436: 11,797 18,988 0 60,375 53,405 72,172 72,393: 264 43
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: -755: -783 -775 0 0 0 -783 -775: 28 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 26.2 0.0 83.3 73.7 99.6 99.9: 0.4 0.1
Old : 100.0: 16.3 26.2 0.0 83.3 73.7 99.6 99.9: 0.4 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 : 36: 19 10 0 6 2 25 12:
Old : 36: 19 10 0 6 2 25 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 : 87.9 94.9 94.9 99.6 87.9 94.9 94.9 99.6
Old : 87.9 94.9 94.9 99.6 87.9 94.9 94.9 99.6
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, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 72,951: 23,008 22,998 49,933 0 0 72,941 72,931: 10 20
Old : 72,951: 23,008 22,998 49,933 0 0 72,941 72,931: 10 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: 1,872: 1,872 1,872 0 0 0 1,872 1,872: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 31.5 68.4 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 31.5 31.5 68.4 0.0 0.0 100.0 100.0: 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 : 22: 12 10 4 0 0 14 12:
Old : 22: 12 10 4 0 0 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.7 98.7 93.6 99.7 20.1 30.8 31.0 31.4
Old : 75.7 98.7 93.6 99.7 20.1 30.8 31.0 31.4
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, January 02, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 37,347: 25,563 14,135 11,784 0 11,367 37,347 37,286: 0 61
Old : 37,347: 25,563 14,135 11,784 0 11,367 37,347 37,286: 0 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: 1,874: 1,874 1,874 0 0 0 1,874 1,874: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 37.8 31.6 0.0 30.4 100.0 99.8: 0.0 0.2
Old : 100.0: 68.4 37.8 31.6 0.0 30.4 100.0 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 : 27: 10 16 4 0 1 12 19:
Old : 27: 10 16 4 0 1 12 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 : 74.2 79.8 97.4 90.5 53.7 54.9 67.3 62.2
Old : 74.2 79.8 97.4 90.5 53.7 54.9 67.3 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 02, 2024