WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 459,180: 111,680 151,307 154,344 159,787 113,750 425,811 419,401: 33,369 39,779
Old : 314,038: 114,210 123,075 88,790 85,774 74,699 288,774 286,564: 25,264 27,474
Other: 145,142: 40,690 71,453 22,334 74,013 39,051 137,037 132,838: 8,105 12,305
: : :
: : Changes in Commitments from: January 23, 2024 :
: -8,390: 10,584 2,795 -15,360 -3,498 3,277 -8,274 -9,288: -115 898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 33.0 33.6 34.8 24.8 92.7 91.3: 7.3 8.7
Old : 100.0: 36.4 39.2 28.3 27.3 23.8 92.0 91.3: 8.0 8.7
Other: 100.0: 28.0 49.2 15.4 51.0 26.9 94.4 91.5: 5.6 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 103 125 145 103 96 298 289:
Old : 342: 118 109 117 89 87 257 263:
Other: 233: 61 76 51 64 67 159 163:
:----------------------------------------------------------------------------------------------------
: 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 11.5 20.3 19.2 10.4 8.2 16.3 13.3
Old : 11.8 11.2 20.5 19.5 9.8 10.2 16.2 16.5
Other: 23.9 28.3 38.6 38.1 23.7 28.0 38.4 35.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 252,209: 60,812 81,601 75,507 95,611 72,987 231,930 230,095: 20,279 22,114
Old : 168,638: 68,744 71,026 40,048 45,625 42,133 154,418 153,207: 14,220 15,430
Other: 83,572: 13,888 32,395 13,638 49,986 30,855 77,512 76,888: 6,059 6,684
: : :
: : Changes in Commitments from: January 23, 2024 :
: 10,530: 4,311 -2,342 4,475 898 7,560 9,684 9,692: 845 838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 32.4 29.9 37.9 28.9 92.0 91.2: 8.0 8.8
Old : 100.0: 40.8 42.1 23.7 27.1 25.0 91.6 90.9: 8.4 9.1
Other: 100.0: 16.6 38.8 16.3 59.8 36.9 92.7 92.0: 7.3 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 64 57 70 67 69 168 165:
Old : 194: 65 50 51 55 60 142 140:
Other: 147: 37 39 31 51 50 104 107:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 15.2 27.7 25.9 14.6 13.1 22.0 20.6
Old : 18.8 19.9 32.7 33.9 16.5 19.8 28.9 31.2
Other: 23.3 20.2 39.1 34.0 18.7 18.9 29.2 28.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 1,963,831: 250,443 491,712 678,734 839,137 571,441 1,768,314 1,741,887: 195,517 221,944
Old : 1,598,625: 287,720 524,062 448,319 695,251 470,612 1,431,290 1,442,993: 167,336 155,632
Other: 365,206: 108,495 113,421 84,643 143,886 100,829 337,025 298,894: 28,181 66,313
: : :
: : Changes in Commitments from: January 23, 2024 :
: 5,601: 12,478 22,003 -5,490 -3,995 -8,754 2,993 7,758: 2,608 -2,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 25.0 34.6 42.7 29.1 90.0 88.7: 10.0 11.3
Old : 100.0: 18.0 32.8 28.0 43.5 29.4 89.5 90.3: 10.5 9.7
Other: 100.0: 29.7 31.1 23.2 39.4 27.6 92.3 81.8: 7.7 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 774: 130 190 213 368 347 636 635:
Old : 756: 130 195 195 358 321 612 595:
Other: 473: 95 69 69 150 248 269 362:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 10.0 16.2 17.2 7.3 7.4 11.4 11.4
Old : 10.6 11.7 17.3 19.0 8.9 9.6 14.1 15.2
Other: 19.1 21.4 28.9 30.9 17.4 19.8 24.2 24.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 956,224: 75,860 211,770 323,764 499,713 347,698 899,337 883,231: 56,887 72,993
Old : 800,728: 75,819 171,326 268,453 407,473 305,214 751,745 744,993: 48,983 55,735
Other: 155,496: 23,203 63,606 32,148 92,241 42,483 147,592 138,238: 7,903 17,257
: : :
: : Changes in Commitments from: January 23, 2024 :
: 24,833: -368 30,272 -1,390 26,242 -2,992 24,485 25,890: 348 -1,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 22.1 33.9 52.3 36.4 94.1 92.4: 5.9 7.6
Old : 100.0: 9.5 21.4 33.5 50.9 38.1 93.9 93.0: 6.1 7.0
Other: 100.0: 14.9 40.9 20.7 59.3 27.3 94.9 88.9: 5.1 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 559: 105 198 195 207 211 452 474:
Old : 548: 110 185 182 195 192 431 442:
Other: 319: 48 89 60 101 146 192 256:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 10.0 18.9 16.3 7.2 7.5 13.0 12.0
Old : 10.7 10.4 19.3 17.2 7.5 8.7 13.4 13.8
Other: 15.1 21.1 27.9 32.4 13.6 19.1 25.3 28.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 612,939: 97,810 139,148 180,839 300,042 263,145 578,692 583,131: 34,247 29,808
Old : 529,011: 113,827 138,005 135,819 249,379 227,943 499,025 501,767: 29,986 27,244
Other: 83,928: 17,294 34,453 11,709 50,663 35,201 79,666 81,364: 4,261 2,564
: : :
: : Changes in Commitments from: January 23, 2024 :
: 19,298: -1,411 11,497 7,191 12,673 -294 18,453 18,393: 845 904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 22.7 29.5 49.0 42.9 94.4 95.1: 5.6 4.9
Old : 100.0: 21.5 26.1 25.7 47.1 43.1 94.3 94.8: 5.7 5.2
Other: 100.0: 20.6 41.1 14.0 60.4 41.9 94.9 96.9: 5.1 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 94 92 115 111 99 267 255:
Old : 326: 92 93 106 107 99 260 246:
Other: 138: 32 37 31 51 29 98 85:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 16.6 19.3 25.8 7.8 13.5 13.0 20.3
Old : 11.8 17.1 20.6 27.2 8.7 14.7 14.3 21.6
Other: 26.8 38.1 44.1 58.9 23.5 36.8 38.4 55.4
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 1,560,229: 175,238 298,470 85,541 1,077,007 1,014,179 1,337,786 1,398,190: 222,443 162,039
Old : 1,560,229: 175,238 298,470 85,541 1,077,007 1,014,179 1,337,786 1,398,190: 222,443 162,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: -64,382: -619 289 -21,337 -43,987 -46,838 -65,943 -67,885: 1,561 3,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 19.1 5.5 69.0 65.0 85.7 89.6: 14.3 10.4
Old : 100.0: 11.2 19.1 5.5 69.0 65.0 85.7 89.6: 14.3 10.4
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 : 204: 27 32 39 111 117 163 163:
Old : 204: 27 32 39 111 117 163 163:
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 : 20.5 16.6 33.3 28.9 18.9 14.1 31.3 24.1
Old : 20.5 16.6 33.3 28.9 18.9 14.1 31.3 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 1,649,402: 160,168 490,700 4,657 1,318,742 1,001,105 1,483,566 1,496,461: 165,836 152,941
Old : 1,649,402: 160,168 490,700 4,657 1,318,742 1,001,105 1,483,566 1,496,461: 165,836 152,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: -17,034: -176 -2,250 -3,049 -13,307 -12,001 -16,532 -17,300: -503 266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 29.8 0.3 80.0 60.7 89.9 90.7: 10.1 9.3
Old : 100.0: 9.7 29.8 0.3 80.0 60.7 89.9 90.7: 10.1 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 : 185: 15 28 13 111 96 133 130:
Old : 185: 15 28 13 111 96 133 130:
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 : 21.6 32.9 37.0 49.2 20.4 32.9 34.2 44.3
Old : 21.6 32.9 37.0 49.2 20.4 32.9 34.2 44.3
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 30, 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 : 563,983: 69,828 104,079 168,442 271,861 255,793 510,131 528,315: 53,852 35,668
Old : 507,703: 78,186 104,238 137,718 243,995 234,194 459,899 476,150: 47,804 31,553
Other: 56,280: 11,540 19,739 10,827 27,866 21,600 50,232 52,165: 6,047 4,115
: : :
: : Changes in Commitments from: January 23, 2024 :
: -2,144: -8,784 2,843 1,185 4,041 -5,347 -3,558 -1,318: 1,414 -825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 18.5 29.9 48.2 45.4 90.5 93.7: 9.5 6.3
Old : 100.0: 15.4 20.5 27.1 48.1 46.1 90.6 93.8: 9.4 6.2
Other: 100.0: 20.5 35.1 19.2 49.5 38.4 89.3 92.7: 10.7 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 76 83 105 141 118 285 255:
Old : 328: 74 84 100 138 114 275 247:
Other: 142: 36 23 30 64 39 118 79:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 20.5 18.1 30.5 6.8 15.9 11.6 23.8
Old : 10.3 21.4 18.5 31.1 7.3 17.8 12.3 25.9
Other: 21.7 37.0 35.7 55.0 20.1 36.3 31.3 50.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 12,081: 5,379 1,277 671 3,272 9,267 9,323 11,215: 2,759 866
Old : 10,577: 5,317 1,310 526 2,105 7,994 7,948 9,830: 2,629 747
Other: 1,505: 96 1 112 1,167 1,273 1,375 1,385: 130 120
: : :
: : Changes in Commitments from: January 23, 2024 :
: 978: 269 68 308 242 563 819 939: 159 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 10.6 5.6 27.1 76.7 77.2 92.8: 22.8 7.2
Old : 100.0: 50.3 12.4 5.0 19.9 75.6 75.1 92.9: 24.9 7.1
Other: 100.0: 6.4 0.0 7.4 77.5 84.6 91.4 92.1: 8.6 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 27 8 8 17 20 49 32:
Old : 66: 25 10 7 16 20 47 32:
Other: 17: 3 1 3 5 9 9 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 53.4 40.4 66.2 24.3 53.4 39.9 66.2
Old : 27.8 50.4 42.4 64.7 27.8 50.4 42.4 64.7
Other: 74.9 80.8 89.7 88.7 73.1 78.8 82.2 82.9
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 3,975,810: 359,420 1,668,295 75,601 3,277,529 2,108,445 3,712,551 3,852,341: 263,259 123,469
Old : 3,975,810: 359,420 1,668,295 75,601 3,277,529 2,108,445 3,712,551 3,852,341: 263,259 123,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: -22,539: -31,114 9,859 -29,638 37,364 3,597 -23,388 -16,183: 849 -6,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 42.0 1.9 82.4 53.0 93.4 96.9: 6.6 3.1
Old : 100.0: 9.0 42.0 1.9 82.4 53.0 93.4 96.9: 6.6 3.1
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 : 456: 92 55 41 245 181 358 256:
Old : 456: 92 55 41 245 181 358 256:
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 : 26.9 31.8 35.7 48.5 25.6 31.7 33.1 48.2
Old : 26.9 31.8 35.7 48.5 25.6 31.7 33.1 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 5,360,092: 479,945 1,244,920 474,813 3,968,483 3,249,113 4,923,241 4,968,846: 436,851 391,247
Old : 5,360,092: 479,945 1,244,920 474,813 3,968,483 3,249,113 4,923,241 4,968,846: 436,851 391,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 33,599: -9,285 42,042 6,213 29,744 -25,646 26,672 22,610: 6,927 10,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 23.2 8.9 74.0 60.6 91.8 92.7: 8.2 7.3
Old : 100.0: 9.0 23.2 8.9 74.0 60.6 91.8 92.7: 8.2 7.3
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 : 419: 65 76 79 245 204 358 311:
Old : 419: 65 76 79 245 204 358 311:
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 : 19.4 16.8 31.0 26.3 17.2 16.3 27.1 23.8
Old : 19.4 16.8 31.0 26.3 17.2 16.3 27.1 23.8
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, January 30, 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 : 2,106,809: 298,951 478,092 28,721 1,591,391 1,311,230 1,919,063 1,818,043: 187,746 288,766
Old : 2,106,809: 298,951 478,092 28,721 1,591,391 1,311,230 1,919,063 1,818,043: 187,746 288,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: -25,344: -34,921 5,673 3,927 6,530 -35,997 -24,464 -26,397: -880 1,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 22.7 1.4 75.5 62.2 91.1 86.3: 8.9 13.7
Old : 100.0: 14.2 22.7 1.4 75.5 62.2 91.1 86.3: 8.9 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 21 25 17 101 108 131 141:
Old : 189: 21 25 17 101 108 131 141:
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 : 33.2 25.8 47.5 36.3 31.2 23.4 43.0 31.5
Old : 33.2 25.8 47.5 36.3 31.2 23.4 43.0 31.5
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 30, 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 : 6,185,790: 461,726 1,667,989 209,712 5,075,541 4,019,640 5,746,979 5,897,341: 438,811 288,449
Old : 6,185,790: 461,726 1,667,989 209,712 5,075,541 4,019,640 5,746,979 5,897,341: 438,811 288,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: -87,254: 21,352 -40,418 -36,599 -61,111 -10,193 -76,358 -87,209: -10,896 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 27.0 3.4 82.1 65.0 92.9 95.3: 7.1 4.7
Old : 100.0: 7.5 27.0 3.4 82.1 65.0 92.9 95.3: 7.1 4.7
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 : 402: 73 46 52 231 192 329 265:
Old : 402: 73 46 52 231 192 329 265:
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 : 20.9 24.5 30.7 36.1 20.0 24.2 27.6 35.3
Old : 20.9 24.5 30.7 36.1 20.0 24.2 27.6 35.3
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 30, 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 : 2,025,249: 213,115 369,195 365,136 1,419,260 1,249,698 1,997,511 1,984,029: 27,738 41,220
Old : 2,025,249: 213,115 369,195 365,136 1,419,260 1,249,698 1,997,511 1,984,029: 27,738 41,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 133,457: -27,183 53,518 -7,281 171,999 97,477 137,535 143,714: -4,078 -10,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 18.2 18.0 70.1 61.7 98.6 98.0: 1.4 2.0
Old : 100.0: 10.5 18.2 18.0 70.1 61.7 98.6 98.0: 1.4 2.0
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 : 169: 27 43 48 81 85 139 146:
Old : 169: 27 43 48 81 85 139 146:
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 : 23.4 21.8 41.4 33.7 17.7 15.7 25.2 22.1
Old : 23.4 21.8 41.4 33.7 17.7 15.7 25.2 22.1
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 30, 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 : 110,420: 40,612 14,781 2,205 52,148 78,848 94,965 95,834: 15,455 14,586
Old : 110,420: 40,612 14,781 2,205 52,148 78,848 94,965 95,834: 15,455 14,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 8,627: 6,787 21 -410 2,441 7,294 8,818 6,905: -190 1,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 13.4 2.0 47.2 71.4 86.0 86.8: 14.0 13.2
Old : 100.0: 36.8 13.4 2.0 47.2 71.4 86.0 86.8: 14.0 13.2
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 : 129: 47 28 15 39 31 91 69:
Old : 129: 47 28 15 39 31 91 69:
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 : 31.9 41.9 43.5 57.3 31.7 41.7 42.2 57.1
Old : 31.9 41.9 43.5 57.3 31.7 41.7 42.2 57.1
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 30, 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 : 107,923: 39,325 14,915 1,595 52,048 78,393 92,968 94,903: 14,955 13,021
Old : 107,923: 39,325 14,915 1,595 52,048 78,393 92,968 94,903: 14,955 13,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 8,197: 6,061 -98 -204 2,403 7,200 8,260 6,898: -63 1,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 13.8 1.5 48.2 72.6 86.1 87.9: 13.9 12.1
Old : 100.0: 36.4 13.8 1.5 48.2 72.6 86.1 87.9: 13.9 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 : 115: 38 26 12 37 29 80 62:
Old : 115: 38 26 12 37 29 80 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 42.8 44.6 58.6 32.4 42.6 43.2 58.4
Old : 32.7 42.8 44.6 58.6 32.4 42.6 43.2 58.4
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 30, 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 : 61,685: 443 2,004 0 58,381 58,805 58,824 60,809: 2,861 876
Old : 61,685: 443 2,004 0 58,381 58,805 58,824 60,809: 2,861 876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 438: -127 153 0 372 386 245 539: 193 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 3.2 0.0 94.6 95.3 95.4 98.6: 4.6 1.4
Old : 100.0: 0.7 3.2 0.0 94.6 95.3 95.4 98.6: 4.6 1.4
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: 1 3 0 23 12 24 15:
Old : 36: 1 3 0 23 12 24 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 : 52.4 81.2 72.0 94.1 51.3 81.2 70.5 94.0
Old : 52.4 81.2 72.0 94.1 51.3 81.2 70.5 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE Code-124608
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($0.5 X DJIA INDEX) :
: : :
All : 24,966: 18,426 4,213 545 998 4,553 19,969 9,311: 4,997 15,655
Old : 24,966: 18,426 4,213 545 998 4,553 19,969 9,311: 4,997 15,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 4,305: 4,874 -1,192 324 382 938 5,580 70: -1,275 4,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 16.9 2.2 4.0 18.2 80.0 37.3: 20.0 62.7
Old : 100.0: 73.8 16.9 2.2 4.0 18.2 80.0 37.3: 20.0 62.7
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 : 24: 14 6 4 2 3 16 13:
Old : 24: 14 6 4 2 3 16 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 : 58.2 28.4 70.6 35.6 56.6 28.4 68.9 35.0
Old : 58.2 28.4 70.6 35.6 56.6 28.4 68.9 35.0
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 30, 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 : 93,539: 10,244 16,902 0 83,014 76,587 93,258 93,489: 281 50
Old : 93,539: 10,244 16,902 0 83,014 76,587 93,258 93,489: 281 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: -155: -128 -134 0 -29 0 -157 -134: 2 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 18.1 0.0 88.7 81.9 99.7 99.9: 0.3 0.1
Old : 100.0: 11.0 18.1 0.0 88.7 81.9 99.7 99.9: 0.3 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: 17 12 0 6 2 23 14:
Old : 36: 17 12 0 6 2 23 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.6 95.9 97.5 99.2 92.6 95.9 97.4 99.2
Old : 92.6 95.9 97.5 99.2 92.6 95.9 97.4 99.2
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, January 30, 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 : 76,869: 24,682 24,660 52,174 0 0 76,856 76,834: 13 35
Old : 76,869: 24,682 24,660 52,174 0 0 76,856 76,834: 13 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: -3,010: -3,376 -3,391 366 0 0 -3,010 -3,025: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 32.1 67.9 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 32.1 32.1 67.9 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 : 24: 14 10 4 0 0 16 12:
Old : 24: 14 10 4 0 0 16 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 : 73.6 98.8 92.0 99.7 20.8 31.6 30.3 32.0
Old : 73.6 98.8 92.0 99.7 20.8 31.6 30.3 32.0
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, January 30, 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 : 33,953: 23,140 12,399 10,802 0 10,688 33,942 33,889: 11 64
Old : 33,953: 23,140 12,399 10,802 0 10,688 33,942 33,889: 11 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: -835: -228 -225 -612 0 0 -840 -837: 5 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 36.5 31.8 0.0 31.5 100.0 99.8: 0.0 0.2
Old : 100.0: 68.2 36.5 31.8 0.0 31.5 100.0 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 : 30: 13 16 3 0 1 14 19:
Old : 30: 13 16 3 0 1 14 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 : 65.9 78.7 91.8 91.3 45.4 54.2 63.3 62.8
Old : 65.9 78.7 91.8 91.3 45.4 54.2 63.3 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 30, 2024