WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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 : 469,256: 114,540 156,138 157,156 162,641 117,297 434,337 430,590: 34,919 38,665
Old : 312,914: 112,057 122,593 88,084 86,949 76,330 287,090 287,008: 25,824 25,906
Other: 156,342: 46,468 77,530 25,086 75,692 40,967 147,247 143,583: 9,095 12,759
: : :
: : Changes in Commitments from: January 30, 2024 :
: 10,075: 2,860 4,830 2,811 2,854 3,547 8,526 11,189: 1,549 -1,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 33.3 33.5 34.7 25.0 92.6 91.8: 7.4 8.2
Old : 100.0: 35.8 39.2 28.1 27.8 24.4 91.7 91.7: 8.3 8.3
Other: 100.0: 29.7 49.6 16.0 48.4 26.2 94.2 91.8: 5.8 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 109 127 154 102 98 303 305:
Old : 350: 116 118 124 88 88 259 278:
Other: 245: 74 74 62 65 68 172 174:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 11.0 20.5 18.3 10.5 8.1 16.8 13.3
Old : 11.9 10.8 21.0 19.1 10.7 10.4 17.3 16.3
Other: 23.3 25.5 37.0 35.9 23.1 25.4 36.7 35.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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 : 266,137: 63,337 86,544 79,323 103,281 79,061 245,941 244,928: 20,196 21,209
Old : 170,970: 65,979 71,457 43,433 48,461 42,628 157,873 157,518: 13,098 13,452
Other: 95,166: 17,646 35,375 15,602 54,821 36,433 88,069 87,410: 7,098 7,757
: : :
: : Changes in Commitments from: January 30, 2024 :
: 13,927: 2,525 4,943 3,816 7,670 6,073 14,011 14,832: -84 -905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 32.5 29.8 38.8 29.7 92.4 92.0: 7.6 8.0
Old : 100.0: 38.6 41.8 25.4 28.3 24.9 92.3 92.1: 7.7 7.9
Other: 100.0: 18.5 37.2 16.4 57.6 38.3 92.5 91.8: 7.5 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 66 61 70 68 72 171 171:
Old : 200: 66 55 53 56 64 146 148:
Other: 156: 40 42 31 57 52 113 110:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 14.5 27.4 25.7 13.9 12.1 21.0 20.0
Old : 20.2 19.4 33.4 33.4 16.4 18.9 28.4 31.0
Other: 20.9 20.2 36.7 34.1 16.4 18.7 25.7 30.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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 : 1,995,994: 265,982 510,487 684,445 845,341 573,219 1,795,769 1,768,151: 200,226 227,844
Old : 1,598,726: 298,443 536,722 438,179 692,332 465,560 1,428,953 1,440,461: 169,772 158,264
Other: 397,269: 113,858 120,083 99,948 153,009 107,659 366,815 327,690: 30,454 69,579
: : :
: : Changes in Commitments from: January 30, 2024 :
: 32,163: 15,539 18,775 5,711 6,204 1,778 27,454 26,264: 4,709 5,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 25.6 34.3 42.4 28.7 90.0 88.6: 10.0 11.4
Old : 100.0: 18.7 33.6 27.4 43.3 29.1 89.4 90.1: 10.6 9.9
Other: 100.0: 28.7 30.2 25.2 38.5 27.1 92.3 82.5: 7.7 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 775: 141 173 213 376 355 643 640:
Old : 756: 142 177 196 368 326 622 595:
Other: 481: 85 79 70 154 258 270 376:
:----------------------------------------------------------------------------------------------------
: 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 : 9.1 9.6 16.0 16.7 7.4 7.5 11.4 11.5
Old : 10.7 10.8 17.8 18.2 9.0 9.3 14.2 14.8
Other: 19.4 20.8 29.2 30.5 17.2 18.8 23.2 23.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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 : 991,437: 78,579 234,138 347,634 503,805 336,109 930,018 917,880: 61,419 73,556
Old : 821,202: 81,091 195,821 281,472 406,469 289,282 769,032 766,576: 52,170 54,627
Other: 170,234: 26,494 67,322 37,156 97,336 46,827 160,986 151,305: 9,248 18,929
: : :
: : Changes in Commitments from: January 30, 2024 :
: 35,213: 2,720 22,368 23,870 4,091 -11,589 30,681 34,649: 4,532 563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 23.6 35.1 50.8 33.9 93.8 92.6: 6.2 7.4
Old : 100.0: 9.9 23.8 34.3 49.5 35.2 93.6 93.3: 6.4 6.7
Other: 100.0: 15.6 39.5 21.8 57.2 27.5 94.6 88.9: 5.4 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 559: 111 190 194 204 215 450 474:
Old : 550: 115 180 181 194 196 431 444:
Other: 315: 57 80 59 101 142 192 249:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 9.9 19.1 16.6 7.5 7.1 13.1 12.0
Old : 11.5 10.6 19.5 17.9 7.3 8.3 13.4 14.0
Other: 15.7 20.1 28.2 30.9 14.0 18.1 25.1 27.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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 : 631,196: 101,973 138,365 189,398 307,837 274,232 599,208 601,995: 31,988 29,201
Old : 536,922: 128,586 140,984 131,275 249,515 237,954 509,376 510,212: 27,547 26,710
Other: 94,274: 19,205 43,199 12,306 58,322 36,278 89,833 91,783: 4,442 2,491
: : :
: : Changes in Commitments from: January 30, 2024 :
: 18,258: 4,163 -783 8,559 7,795 11,088 20,517 18,864: -2,259 -607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 21.9 30.0 48.8 43.4 94.9 95.4: 5.1 4.6
Old : 100.0: 23.9 26.3 24.4 46.5 44.3 94.9 95.0: 5.1 5.0
Other: 100.0: 20.4 45.8 13.1 61.9 38.5 95.3 97.4: 4.7 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 97 91 114 117 107 275 263:
Old : 336: 96 94 102 112 107 263 254:
Other: 143: 32 39 31 53 30 103 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 : 10.9 16.9 19.4 25.5 7.7 13.9 13.3 20.2
Old : 12.1 17.8 20.9 27.6 8.6 15.2 15.1 21.8
Other: 25.7 36.2 42.2 55.1 22.6 35.9 37.0 53.8
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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 : 1,636,674: 170,986 290,256 139,718 1,108,104 1,043,811 1,418,808 1,473,785: 217,865 162,889
Old : 1,636,674: 170,986 290,256 139,718 1,108,104 1,043,811 1,418,808 1,473,785: 217,865 162,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2024 :
: 76,444: -4,252 -8,214 54,177 31,097 29,632 81,022 75,595: -4,578 849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 17.7 8.5 67.7 63.8 86.7 90.0: 13.3 10.0
Old : 100.0: 10.4 17.7 8.5 67.7 63.8 86.7 90.0: 13.3 10.0
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 : 205: 18 39 40 118 116 167 164:
Old : 205: 18 39 40 118 116 167 164:
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 : 19.6 16.4 31.7 27.3 18.1 13.2 29.9 22.6
Old : 19.6 16.4 31.7 27.3 18.1 13.2 29.9 22.6
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, February 06, 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 : 1,654,512: 155,750 497,560 5,520 1,327,843 1,002,750 1,489,113 1,505,831: 165,398 148,681
Old : 1,654,512: 155,750 497,560 5,520 1,327,843 1,002,750 1,489,113 1,505,831: 165,398 148,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2024 :
: 5,110: -4,418 6,861 864 9,101 1,645 5,547 9,369: -437 -4,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 30.1 0.3 80.3 60.6 90.0 91.0: 10.0 9.0
Old : 100.0: 9.4 30.1 0.3 80.3 60.6 90.0 91.0: 10.0 9.0
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 : 182: 16 25 16 114 96 139 128:
Old : 182: 16 25 16 114 96 139 128:
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 : 21.4 32.3 36.4 49.8 20.3 32.2 33.7 44.7
Old : 21.4 32.3 36.4 49.8 20.3 32.2 33.7 44.7
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, February 06, 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 : 578,099: 73,250 106,983 187,474 264,148 250,249 524,873 544,707: 53,226 33,392
Old : 515,792: 83,627 110,217 150,224 235,382 226,213 469,232 486,654: 46,559 29,138
Other: 62,307: 14,310 21,453 12,564 28,767 24,036 55,640 58,053: 6,667 4,254
: : :
: : Changes in Commitments from: January 30, 2024 :
: 14,116: 3,421 2,904 19,032 -7,712 -5,544 14,741 16,392: -625 -2,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 18.5 32.4 45.7 43.3 90.8 94.2: 9.2 5.8
Old : 100.0: 16.2 21.4 29.1 45.6 43.9 91.0 94.4: 9.0 5.6
Other: 100.0: 23.0 34.4 20.2 46.2 38.6 89.3 93.2: 10.7 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 343: 86 81 112 144 123 293 267:
Old : 338: 83 84 107 141 119 285 258:
Other: 149: 37 28 31 68 41 123 86:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 20.0 18.0 29.7 6.8 16.0 11.7 23.3
Old : 9.8 20.7 18.4 30.7 7.4 17.6 12.5 25.2
Other: 22.2 33.4 36.0 53.5 19.4 32.5 30.3 48.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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 : 12,339: 5,859 1,356 691 2,872 9,341 9,422 11,388: 2,918 952
Old : 10,719: 5,779 1,395 535 1,645 7,961 7,959 9,891: 2,760 827
Other: 1,621: 120 0 116 1,226 1,380 1,462 1,496: 158 124
: : :
: : Changes in Commitments from: January 30, 2024 :
: 258: 480 79 19 -401 74 99 172: 159 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 11.0 5.6 23.3 75.7 76.4 92.3: 23.6 7.7
Old : 100.0: 53.9 13.0 5.0 15.3 74.3 74.3 92.3: 25.7 7.7
Other: 100.0: 7.4 0.0 7.2 75.7 85.2 90.2 92.3: 9.8 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 31 9 10 16 22 53 36:
Old : 71: 30 10 9 15 22 51 36:
Other: 18: 4 0 3 5 10 9 13:
:----------------------------------------------------------------------------------------------------
: 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 48.6 37.4 61.9 23.6 48.5 36.3 61.9
Old : 26.5 44.6 39.0 59.6 26.5 44.6 38.7 59.6
Other: 72.0 79.9 88.9 88.0 70.9 78.2 81.9 84.0
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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 : 4,001,448: 358,473 1,664,596 93,967 3,278,949 2,112,050 3,731,388 3,870,613: 270,060 130,835
Old : 4,001,448: 358,473 1,664,596 93,967 3,278,949 2,112,050 3,731,388 3,870,613: 270,060 130,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2024 :
: 25,638: -948 -3,699 18,365 1,420 3,606 18,838 18,272: 6,800 7,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 41.6 2.3 81.9 52.8 93.3 96.7: 6.7 3.3
Old : 100.0: 9.0 41.6 2.3 81.9 52.8 93.3 96.7: 6.7 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 : 457: 95 53 38 251 181 366 252:
Old : 457: 95 53 38 251 181 366 252:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 30.8 34.3 48.2 23.8 30.3 31.6 47.7
Old : 25.2 30.8 34.3 48.2 23.8 30.3 31.6 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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 : 5,591,788: 470,823 1,226,560 647,484 4,029,525 3,326,222 5,147,831 5,200,266: 443,957 391,522
Old : 5,591,788: 470,823 1,226,560 647,484 4,029,525 3,326,222 5,147,831 5,200,266: 443,957 391,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2024 :
: 231,696: -9,122 -18,360 172,671 61,041 77,109 224,590 231,420: 7,106 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 21.9 11.6 72.1 59.5 92.1 93.0: 7.9 7.0
Old : 100.0: 8.4 21.9 11.6 72.1 59.5 92.1 93.0: 7.9 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 425: 63 82 79 244 209 359 318:
Old : 425: 63 82 79 244 209 359 318:
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 : 18.1 16.4 29.0 25.8 15.9 14.7 25.2 21.8
Old : 18.1 16.4 29.0 25.8 15.9 14.7 25.2 21.8
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, February 06, 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 : 2,185,915: 295,809 511,645 30,566 1,671,847 1,354,834 1,998,222 1,897,045: 187,693 288,870
Old : 2,185,915: 295,809 511,645 30,566 1,671,847 1,354,834 1,998,222 1,897,045: 187,693 288,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2024 :
: 79,106: -3,142 33,553 1,845 80,455 43,604 79,159 79,002: -53 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 23.4 1.4 76.5 62.0 91.4 86.8: 8.6 13.2
Old : 100.0: 13.5 23.4 1.4 76.5 62.0 91.4 86.8: 8.6 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 : 192: 22 26 21 104 107 137 143:
Old : 192: 22 26 21 104 107 137 143:
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 : 33.7 25.1 47.9 35.0 32.4 22.7 42.9 30.0
Old : 33.7 25.1 47.9 35.0 32.4 22.7 42.9 30.0
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, February 06, 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 : 4,031: 2,415 2,576 57 668 0 3,140 2,633: 891 1,398
Old : 4,031: 2,415 2,576 57 668 0 3,140 2,633: 891 1,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2024 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 63.9 1.4 16.6 0.0 77.9 65.3: 22.1 34.7
Old : 100.0: 59.9 63.9 1.4 16.6 0.0 77.9 65.3: 22.1 34.7
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 : 20: 3 15 2 2 0 6 16:
Old : 20: 3 15 2 2 0 6 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 : 77.1 53.2 77.9 58.5 75.7 53.2 76.5 58.4
Old : 77.1 53.2 77.9 58.5 75.7 53.2 76.5 58.4
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, February 06, 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 : 6,138,276: 421,604 1,721,190 242,793 5,052,353 3,876,181 5,716,750 5,840,165: 421,526 298,111
Old : 6,138,276: 421,604 1,721,190 242,793 5,052,353 3,876,181 5,716,750 5,840,165: 421,526 298,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2024 :
: -47,514: -40,122 53,202 33,081 -23,188 -143,459 -30,229 -57,176: -17,285 9,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 28.0 4.0 82.3 63.1 93.1 95.1: 6.9 4.9
Old : 100.0: 6.9 28.0 4.0 82.3 63.1 93.1 95.1: 6.9 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 : 396: 63 54 48 227 195 319 268:
Old : 396: 63 54 48 227 195 319 268:
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 23.2 30.9 35.0 19.7 22.8 27.3 34.3
Old : 20.9 23.2 30.9 35.0 19.7 22.8 27.3 34.3
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, February 06, 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 : 1,808,611: 254,521 390,481 289,387 1,232,500 1,088,098 1,776,408 1,767,966: 32,203 40,645
Old : 1,808,611: 254,521 390,481 289,387 1,232,500 1,088,098 1,776,408 1,767,966: 32,203 40,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2024 :
: -216,638: 41,406 21,286 -75,749 -186,760 -161,600 -221,103 -216,063: 4,465 -575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 21.6 16.0 68.1 60.2 98.2 97.8: 1.8 2.2
Old : 100.0: 14.1 21.6 16.0 68.1 60.2 98.2 97.8: 1.8 2.2
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 : 153: 26 37 39 75 79 125 133:
Old : 153: 26 37 39 75 79 125 133:
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 : 29.3 18.2 42.9 31.4 22.6 16.4 29.1 23.5
Old : 29.3 18.2 42.9 31.4 22.6 16.4 29.1 23.5
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, February 06, 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 : 104,460: 33,274 12,276 2,777 53,666 77,370 89,716 92,423: 14,744 12,037
Old : 104,460: 33,274 12,276 2,777 53,666 77,370 89,716 92,423: 14,744 12,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2024 :
: -5,960: -7,338 -2,505 572 1,517 -1,478 -5,249 -3,411: -711 -2,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 11.8 2.7 51.4 74.1 85.9 88.5: 14.1 11.5
Old : 100.0: 31.9 11.8 2.7 51.4 74.1 85.9 88.5: 14.1 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 30 23 13 37 31 72 62:
Old : 103: 30 23 13 37 31 72 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 : 34.7 44.3 47.4 60.4 34.0 44.1 45.7 60.2
Old : 34.7 44.3 47.4 60.4 34.0 44.1 45.7 60.2
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, February 06, 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 : 104,460: 33,274 12,276 2,777 53,666 77,370 89,716 92,423: 14,744 12,037
Old : 104,460: 33,274 12,276 2,777 53,666 77,370 89,716 92,423: 14,744 12,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2024 :
: -3,463: -6,051 -2,639 1,182 1,617 -1,023 -3,252 -2,480: -211 -983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 11.8 2.7 51.4 74.1 85.9 88.5: 14.1 11.5
Old : 100.0: 31.9 11.8 2.7 51.4 74.1 85.9 88.5: 14.1 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 30 23 13 37 31 72 62:
Old : 103: 30 23 13 37 31 72 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 : 34.7 44.3 47.4 60.4 34.0 44.1 45.7 60.2
Old : 34.7 44.3 47.4 60.4 34.0 44.1 45.7 60.2
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, February 06, 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 : 58,070: 942 2,738 0 54,403 54,366 55,345 57,104: 2,725 966
Old : 58,070: 942 2,738 0 54,403 54,366 55,345 57,104: 2,725 966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2024 :
: -3,615: 499 734 0 -3,978 -4,439 -3,479 -3,705: -136 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 4.7 0.0 93.7 93.6 95.3 98.3: 4.7 1.7
Old : 100.0: 1.6 4.7 0.0 93.7 93.6 95.3 98.3: 4.7 1.7
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 : 38: 1 4 0 23 13 24 17:
Old : 38: 1 4 0 23 13 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 77.9 70.0 92.4 49.2 77.9 67.8 91.9
Old : 50.8 77.9 70.0 92.4 49.2 77.9 67.8 91.9
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, February 06, 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 : 96,237: 11,460 19,587 24 84,469 76,590 95,953 96,201: 284 36
Old : 96,237: 11,460 19,587 24 84,469 76,590 95,953 96,201: 284 36
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2024 :
: 2,698: 1,216 2,685 24 1,455 3 2,695 2,712: 3 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 20.4 0.0 87.8 79.6 99.7 100.0: 0.3 0.0
Old : 100.0: 11.9 20.4 0.0 87.8 79.6 99.7 100.0: 0.3 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 : 38: 20 11 1 6 2 26 14:
Old : 38: 20 11 1 6 2 26 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 : 91.2 93.7 96.2 99.5 91.1 93.7 96.2 99.5
Old : 91.2 93.7 96.2 99.5 91.1 93.7 96.2 99.5
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, February 06, 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 : 80,947: 28,760 28,738 52,174 0 0 80,934 80,912: 13 35
Old : 80,947: 28,760 28,738 52,174 0 0 80,934 80,912: 13 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2024 :
: 4,078: 4,078 4,078 0 0 0 4,078 4,078: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 35.5 64.5 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 35.5 35.5 64.5 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 : 25: 16 9 4 0 0 18 11:
Old : 25: 16 9 4 0 0 18 11:
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 99.2 88.6 99.8 21.0 35.2 32.6 35.5
Old : 69.8 99.2 88.6 99.8 21.0 35.2 32.6 35.5
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, February 06, 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 : 33,529: 22,714 11,844 10,802 0 10,804 33,516 33,450: 13 79
Old : 33,529: 22,714 11,844 10,802 0 10,804 33,516 33,450: 13 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2024 :
: -424: -426 -555 0 0 116 -426 -439: 2 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 35.3 32.2 0.0 32.2 100.0 99.8: 0.0 0.2
Old : 100.0: 67.7 35.3 32.2 0.0 32.2 100.0 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 : 28: 12 15 3 0 1 13 18:
Old : 28: 12 15 3 0 1 13 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 : 64.8 79.8 91.0 92.5 45.5 55.0 62.3 63.6
Old : 64.8 79.8 91.0 92.5 45.5 55.0 62.3 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 06, 2024