WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 414,999: 123,773 160,366 114,918 145,586 105,460 384,277 380,745: 30,722 34,254
Old : 223,094: 117,021 106,219 36,262 51,505 61,942 204,789 204,424: 18,305 18,670
Other: 191,905: 54,865 102,261 30,542 94,081 43,518 179,488 176,321: 12,417 15,584
: : :
: : Changes in Commitments from: February 20, 2024 :
: -40,297: 5,216 -4,236 -30,403 -12,247 -1,775 -37,433 -36,414: -2,864 -3,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 38.6 27.7 35.1 25.4 92.6 91.7: 7.4 8.3
Old : 100.0: 52.5 47.6 16.3 23.1 27.8 91.8 91.6: 8.2 8.4
Other: 100.0: 28.6 53.3 15.9 49.0 22.7 93.5 91.9: 6.5 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 99 130 131 92 92 272 276:
Old : 305: 107 96 68 66 79 196 220:
Other: 253: 69 86 74 76 69 192 183:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.0 11.8 22.4 19.6 12.5 9.9 20.4 16.6
Old : 15.7 15.6 26.4 26.8 15.2 15.6 25.0 25.4
Other: 20.8 19.9 32.1 29.9 20.5 19.2 31.8 28.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 261,559: 68,123 99,255 66,043 107,853 75,415 242,020 240,714: 19,539 20,845
Old : 129,843: 62,963 67,986 16,147 40,759 34,375 119,870 118,508: 9,973 11,335
Other: 131,716: 31,671 57,779 23,385 67,094 41,041 122,150 122,205: 9,566 9,511
: : :
: : Changes in Commitments from: February 20, 2024 :
: -7,794: 3,037 1,666 -3,219 -5,502 -2,776 -5,684 -4,329: -2,110 -3,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 37.9 25.2 41.2 28.8 92.5 92.0: 7.5 8.0
Old : 100.0: 48.5 52.4 12.4 31.4 26.5 92.3 91.3: 7.7 8.7
Other: 100.0: 24.0 43.9 17.8 50.9 31.2 92.7 92.8: 7.3 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 61 69 64 77 77 174 175:
Old : 197: 59 57 32 50 54 125 127:
Other: 183: 44 48 38 71 66 136 134:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 15.7 25.9 26.2 12.7 13.2 19.9 21.8
Old : 20.5 25.0 34.0 40.3 18.6 25.0 30.0 39.8
Other: 21.1 17.7 35.0 30.9 16.1 16.1 25.3 28.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 1,896,360: 278,443 526,559 650,153 772,285 502,347 1,700,881 1,679,058: 195,479 217,301
Old : 1,436,558: 316,710 569,562 363,253 600,122 368,691 1,280,085 1,301,505: 156,474 135,053
Other: 459,801: 135,051 130,315 113,582 172,162 133,656 420,796 377,553: 39,005 82,248
: : :
: : Changes in Commitments from: February 20, 2024 :
: -157,526: 7,210 -19,413 -72,101 -84,230 -47,395 -149,121 -138,908: -8,405 -18,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 27.8 34.3 40.7 26.5 89.7 88.5: 10.3 11.5
Old : 100.0: 22.0 39.6 25.3 41.8 25.7 89.1 90.6: 10.9 9.4
Other: 100.0: 29.4 28.3 24.7 37.4 29.1 91.5 82.1: 8.5 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 732: 134 175 197 351 341 598 612:
Old : 705: 128 171 173 336 303 566 549:
Other: 485: 77 89 78 172 260 289 388:
:----------------------------------------------------------------------------------------------------
: 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 : 9.4 10.5 16.4 18.0 7.6 8.3 12.1 12.7
Old : 11.3 12.8 18.6 21.2 10.2 11.7 15.9 17.8
Other: 19.3 17.0 29.4 26.4 18.5 15.3 24.7 20.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 3,081: 580 753 138 1,049 1,385 1,767 2,275: 1,313 805
Old : 2,725: 622 736 60 949 1,171 1,632 1,967: 1,093 758
Other: 356: 0 59 36 100 214 136 308: 220 48
: : :
: : Changes in Commitments from: February 20, 2024 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 24.4 4.5 34.1 45.0 57.4 73.9: 42.6 26.1
Old : 100.0: 22.8 27.0 2.2 34.8 43.0 59.9 72.2: 40.1 27.8
Other: 100.0: 0.0 16.5 10.0 28.1 60.1 38.1 86.6: 61.9 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 6 4 7 7 13 14:
Old : 20: 3 6 2 6 6 11 12:
Other: 10: 0 4 2 5 3 7 7:
:----------------------------------------------------------------------------------------------------
: 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 : 36.7 46.7 51.9 62.9 28.2 36.0 37.2 48.6
Old : 41.4 50.2 55.4 64.4 34.7 38.2 45.6 52.3
Other: 37.1 78.9 38.1 86.6 27.5 72.7 27.5 76.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 922,159: 90,390 272,758 294,586 478,015 282,463 862,991 849,807: 59,168 72,352
Old : 708,709: 95,972 231,632 207,234 359,245 220,923 662,450 659,789: 46,258 48,919
Other: 213,450: 31,357 78,065 50,413 118,770 61,540 200,540 190,018: 12,910 23,433
: : :
: : Changes in Commitments from: February 20, 2024 :
: -115,419: -4,788 24,112 -58,523 -51,285 -80,220 -114,595 -114,631: -823 -788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 29.6 31.9 51.8 30.6 93.6 92.2: 6.4 7.8
Old : 100.0: 13.5 32.7 29.2 50.7 31.2 93.5 93.1: 6.5 6.9
Other: 100.0: 14.7 36.6 23.6 55.6 28.8 94.0 89.0: 6.0 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 511: 109 172 183 191 186 418 434:
Old : 496: 115 155 160 177 161 390 389:
Other: 314: 55 94 74 106 132 213 250:
:----------------------------------------------------------------------------------------------------
: 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 11.2 18.6 18.4 8.2 8.9 15.0 13.8
Old : 11.4 13.4 20.6 21.5 9.7 11.6 16.9 17.5
Other: 15.0 19.2 25.7 30.8 13.0 18.5 21.8 26.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 558,317: 104,865 146,951 160,099 263,677 224,024 528,641 531,074: 29,676 27,243
Old : 452,706: 131,503 148,084 96,491 199,886 183,603 427,881 428,178: 24,825 24,528
Other: 105,611: 20,397 45,901 16,573 63,791 40,421 100,761 102,896: 4,851 2,715
: : :
: : Changes in Commitments from: February 20, 2024 :
: -46,054: 1,592 3,635 -23,117 -24,802 -26,797 -46,328 -46,279: 273 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 26.3 28.7 47.2 40.1 94.7 95.1: 5.3 4.9
Old : 100.0: 29.0 32.7 21.3 44.2 40.6 94.5 94.6: 5.5 5.4
Other: 100.0: 19.3 43.5 15.7 60.4 38.3 95.4 97.4: 4.6 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 87 86 106 111 104 257 248:
Old : 313: 91 84 90 107 103 246 234:
Other: 155: 33 47 29 52 39 101 101:
:----------------------------------------------------------------------------------------------------
: 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 16.5 18.9 27.2 8.6 15.0 15.3 22.7
Old : 10.4 17.9 19.0 29.8 9.5 17.0 16.6 25.6
Other: 23.2 30.9 37.4 47.8 20.4 30.6 32.6 46.1
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 1,663,991: 232,092 246,689 161,831 1,053,208 1,089,746 1,447,131 1,498,266: 216,860 165,725
Old : 1,663,991: 232,092 246,689 161,831 1,053,208 1,089,746 1,447,131 1,498,266: 216,860 165,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: 57,802: 47,009 -25,239 45,162 -22,283 46,168 69,888 66,091: -12,086 -8,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 14.8 9.7 63.3 65.5 87.0 90.0: 13.0 10.0
Old : 100.0: 13.9 14.8 9.7 63.3 65.5 87.0 90.0: 13.0 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 : 210: 31 31 44 117 118 172 169:
Old : 210: 31 31 44 117 118 172 169:
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 18.8 30.3 30.8 16.9 13.8 28.7 24.4
Old : 18.1 18.8 30.3 30.8 16.9 13.8 28.7 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 1,663,258: 147,364 466,644 47,489 1,287,850 1,000,175 1,482,703 1,514,307: 180,555 148,950
Old : 1,663,258: 147,364 466,644 47,489 1,287,850 1,000,175 1,482,703 1,514,307: 180,555 148,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: -30,040: -10,474 -14,321 16,821 -45,381 -30,473 -39,034 -27,973: 8,994 -2,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 28.1 2.9 77.4 60.1 89.1 91.0: 10.9 9.0
Old : 100.0: 8.9 28.1 2.9 77.4 60.1 89.1 91.0: 10.9 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 : 171: 14 22 20 107 96 134 125:
Old : 171: 14 22 20 107 96 134 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 32.3 35.6 49.8 20.1 30.3 32.7 42.9
Old : 21.0 32.3 35.6 49.8 20.1 30.3 32.7 42.9
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, February 27, 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 : 540,992: 79,345 142,494 145,350 265,753 215,990 490,449 503,834: 50,543 37,158
Old : 461,735: 89,285 136,533 109,485 220,962 184,312 419,732 430,330: 42,003 31,405
Other: 79,257: 11,778 27,678 14,148 44,791 31,678 70,717 73,504: 8,540 5,753
: : :
: : Changes in Commitments from: February 20, 2024 :
: -57,624: -4,115 15,068 -40,898 -10,021 -34,211 -55,035 -60,041: -2,589 2,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 26.3 26.9 49.1 39.9 90.7 93.1: 9.3 6.9
Old : 100.0: 19.3 29.6 23.7 47.9 39.9 90.9 93.2: 9.1 6.8
Other: 100.0: 14.9 34.9 17.9 56.5 40.0 89.2 92.7: 10.8 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 72 90 100 137 113 275 250:
Old : 323: 84 82 89 136 106 267 235:
Other: 167: 30 44 32 80 44 132 99:
:----------------------------------------------------------------------------------------------------
: 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 : 9.4 18.2 16.9 27.5 6.8 14.6 11.6 22.3
Old : 10.1 18.2 17.5 27.7 7.8 15.7 13.2 23.5
Other: 20.3 26.6 31.0 44.6 19.3 25.5 29.4 38.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 12,674: 6,703 1,126 559 2,680 9,977 9,942 11,662: 2,732 1,012
Old : 10,505: 6,537 1,177 317 1,287 8,166 8,141 9,660: 2,364 845
Other: 2,169: 228 10 181 1,392 1,811 1,801 2,002: 369 167
: : :
: : Changes in Commitments from: February 20, 2024 :
: -102: 425 -179 -116 -29 317 279 23: -381 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 8.9 4.4 21.1 78.7 78.4 92.0: 21.6 8.0
Old : 100.0: 62.2 11.2 3.0 12.3 77.7 77.5 92.0: 22.5 8.0
Other: 100.0: 10.5 0.5 8.3 64.2 83.5 83.0 92.3: 17.0 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 33 7 7 16 20 52 31:
Old : 68: 32 8 6 15 20 50 31:
Other: 22: 5 1 2 7 11 13 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 : 25.6 51.4 41.1 66.5 25.0 51.0 39.4 66.0
Old : 29.5 47.4 43.7 65.2 29.5 47.3 43.7 65.1
Other: 64.0 79.5 78.7 89.7 62.7 76.4 73.0 82.5
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 3,827,809: 383,882 1,333,563 125,585 3,048,702 2,233,603 3,558,168 3,692,750: 269,641 135,059
Old : 3,827,809: 383,882 1,333,563 125,585 3,048,702 2,233,603 3,558,168 3,692,750: 269,641 135,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: -296,621: 9,974 -155,265 -70,078 -236,359 -64,560 -296,463 -289,902: -158 -6,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 34.8 3.3 79.6 58.4 93.0 96.5: 7.0 3.5
Old : 100.0: 10.0 34.8 3.3 79.6 58.4 93.0 96.5: 7.0 3.5
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 : 441: 88 60 55 228 187 349 270:
Old : 441: 88 60 55 228 187 349 270:
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 : 20.4 26.7 29.3 41.8 18.8 26.4 26.6 41.0
Old : 20.4 26.7 29.3 41.8 18.8 26.4 26.6 41.0
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, February 27, 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 : 5,216,932: 490,811 1,103,538 553,997 3,714,821 3,154,588 4,759,628 4,812,123: 457,304 404,810
Old : 5,216,932: 490,811 1,103,538 553,997 3,714,821 3,154,588 4,759,628 4,812,123: 457,304 404,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: -663,872: 13,159 -57,664 -253,256 -421,812 -368,395 -661,909 -679,315: -1,964 15,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 21.2 10.6 71.2 60.5 91.2 92.2: 8.8 7.8
Old : 100.0: 9.4 21.2 10.6 71.2 60.5 91.2 92.2: 8.8 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 66 76 75 228 200 337 308:
Old : 407: 66 76 75 228 200 337 308:
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 29.3 26.2 17.2 15.8 25.3 23.8
Old : 19.4 16.8 29.3 26.2 17.2 15.8 25.3 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, February 27, 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 : 2,249,380: 281,629 471,555 59,301 1,696,590 1,434,726 2,037,520 1,965,582: 211,860 283,798
Old : 2,249,380: 281,629 471,555 59,301 1,696,590 1,434,726 2,037,520 1,965,582: 211,860 283,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: 34,510: 13,827 11,603 -16,611 23,614 45,509 20,830 40,501: 13,680 -5,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 21.0 2.6 75.4 63.8 90.6 87.4: 9.4 12.6
Old : 100.0: 12.5 21.0 2.6 75.4 63.8 90.6 87.4: 9.4 12.6
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 : 199: 23 27 27 105 113 143 152:
Old : 199: 23 27 27 105 113 143 152:
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 : 35.1 24.0 48.7 34.7 33.0 22.1 42.7 29.7
Old : 35.1 24.0 48.7 34.7 33.0 22.1 42.7 29.7
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 27, 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 : 8,323: 1,930 829 5,286 172 336 7,388 6,451: 935 1,872
Old : 8,323: 1,930 829 5,286 172 336 7,388 6,451: 935 1,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 10.0 63.5 2.1 4.0 88.8 77.5: 11.2 22.5
Old : 100.0: 23.2 10.0 63.5 2.1 4.0 88.8 77.5: 11.2 22.5
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 : 20: 4 12 2 1 2 6 16:
Old : 20: 4 12 2 1 2 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 : 86.6 69.1 88.8 73.4 25.0 7.9 25.3 11.3
Old : 86.6 69.1 88.8 73.4 25.0 7.9 25.3 11.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 6,315,887: 373,367 1,598,513 318,779 5,187,926 4,094,653 5,880,072 6,011,945: 435,815 303,942
Old : 6,315,887: 373,367 1,598,513 318,779 5,187,926 4,094,653 5,880,072 6,011,945: 435,815 303,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: -45,717: -20,185 -74,602 -59,755 1,445 101,782 -78,494 -32,575: 32,777 -13,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 25.3 5.0 82.1 64.8 93.1 95.2: 6.9 4.8
Old : 100.0: 5.9 25.3 5.0 82.1 64.8 93.1 95.2: 6.9 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 414: 67 57 60 234 205 335 289:
Old : 414: 67 57 60 234 205 335 289:
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 : 20.4 25.9 29.4 37.2 18.8 22.8 25.8 33.5
Old : 20.4 25.9 29.4 37.2 18.8 22.8 25.8 33.5
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 27, 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 : 2,031,511: 264,244 485,648 305,370 1,427,609 1,204,534 1,997,223 1,995,552: 34,288 35,959
Old : 2,031,511: 264,244 485,648 305,370 1,427,609 1,204,534 1,997,223 1,995,552: 34,288 35,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: 68,790: -7,424 51,450 38,171 38,802 -16,471 69,549 73,150: -759 -4,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 23.9 15.0 70.3 59.3 98.3 98.2: 1.7 1.8
Old : 100.0: 13.0 23.9 15.0 70.3 59.3 98.3 98.2: 1.7 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 26 40 42 80 82 131 142:
Old : 164: 26 40 42 80 82 131 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 20.4 44.6 33.7 20.6 13.2 28.5 19.9
Old : 29.1 20.4 44.6 33.7 20.6 13.2 28.5 19.9
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 27, 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 : 106,592: 33,554 14,233 2,949 53,510 76,092 90,012 93,273: 16,579 13,319
Old : 106,592: 33,554 14,233 2,949 53,510 76,092 90,012 93,273: 16,579 13,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: 1,821: 542 -836 244 -188 3,008 598 2,416: 1,223 -595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 13.4 2.8 50.2 71.4 84.4 87.5: 15.6 12.5
Old : 100.0: 31.5 13.4 2.8 50.2 71.4 84.4 87.5: 15.6 12.5
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 : 124: 45 27 13 38 32 88 67:
Old : 124: 45 27 13 38 32 88 67:
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 : 34.1 48.2 46.0 60.0 32.9 48.0 44.3 59.4
Old : 34.1 48.2 46.0 60.0 32.9 48.0 44.3 59.4
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 27, 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 : 104,080: 32,779 14,591 2,004 53,409 75,357 88,192 91,952: 15,888 12,128
Old : 104,080: 32,779 14,591 2,004 53,409 75,357 88,192 91,952: 15,888 12,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: 1,677: 486 -971 255 -183 2,874 558 2,158: 1,120 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 14.0 1.9 51.3 72.4 84.7 88.3: 15.3 11.7
Old : 100.0: 31.5 14.0 1.9 51.3 72.4 84.7 88.3: 15.3 11.7
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 : 104: 34 20 10 36 30 75 55:
Old : 104: 34 20 10 36 30 75 55:
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 : 35.0 49.4 47.1 61.5 33.7 49.1 45.4 60.8
Old : 35.0 49.4 47.1 61.5 33.7 49.1 45.4 60.8
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, February 27, 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 : 53,603: 0 3,801 0 50,881 48,805 50,881 52,606: 2,722 997
Old : 53,603: 0 3,801 0 50,881 48,805 50,881 52,606: 2,722 997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: -293: 0 190 0 -353 -348 -353 -158: 60 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.1 0.0 94.9 91.0 94.9 98.1: 5.1 1.9
Old : 100.0: 0.0 7.1 0.0 94.9 91.0 94.9 98.1: 5.1 1.9
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 : 39: 0 4 0 25 13 25 17:
Old : 39: 0 4 0 25 13 25 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 : 47.6 73.0 69.7 89.6 46.0 73.0 67.7 89.6
Old : 47.6 73.0 69.7 89.6 46.0 73.0 67.7 89.6
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, February 27, 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 : 25,116: 17,034 5,700 161 1,006 7,350 18,201 13,211: 6,915 11,905
Old : 25,116: 17,034 5,700 161 1,006 7,350 18,201 13,211: 6,915 11,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: 1,433: 644 1,437 -198 -45 1,344 401 2,583: 1,032 -1,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 22.7 0.6 4.0 29.3 72.5 52.6: 27.5 47.4
Old : 100.0: 67.8 22.7 0.6 4.0 29.3 72.5 52.6: 27.5 47.4
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 : 25: 12 10 3 2 2 14 15:
Old : 25: 12 10 3 2 2 14 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 : 55.5 41.1 64.8 49.3 55.3 41.1 64.1 49.3
Old : 55.5 41.1 64.8 49.3 55.3 41.1 64.1 49.3
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, February 27, 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 : 96,296: 11,625 19,706 0 84,367 76,557 95,992 96,263: 304 33
Old : 96,296: 11,625 19,706 0 84,367 76,557 95,992 96,263: 304 33
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: 76: 78 125 0 -2 -29 76 96: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 20.5 0.0 87.6 79.5 99.7 100.0: 0.3 0.0
Old : 100.0: 12.1 20.5 0.0 87.6 79.5 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 : 40: 19 14 0 6 1 25 15:
Old : 40: 19 14 0 6 1 25 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 : 89.4 93.3 94.7 98.6 89.4 93.3 94.7 98.6
Old : 89.4 93.3 94.7 98.6 89.4 93.3 94.7 98.6
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, February 27, 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 : 79,909: 27,722 27,720 52,174 0 0 79,896 79,894: 13 15
Old : 79,909: 27,722 27,720 52,174 0 0 79,896 79,894: 13 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: -50: -50 -20 0 0 0 -50 -20: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 34.7 65.3 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 34.7 34.7 65.3 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 : 70.8 99.0 88.5 99.8 20.0 34.3 31.7 34.6
Old : 70.8 99.0 88.5 99.8 20.0 34.3 31.7 34.6
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 27, 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 : 37,548: 26,717 15,844 10,820 0 10,804 37,537 37,468: 11 80
Old : 37,548: 26,717 15,844 10,820 0 10,804 37,537 37,468: 11 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: 891: 881 881 10 0 0 891 891: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 42.2 28.8 0.0 28.8 100.0 99.8: 0.0 0.2
Old : 100.0: 71.2 42.2 28.8 0.0 28.8 100.0 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 : 29: 13 15 4 0 1 15 18:
Old : 29: 13 15 4 0 1 15 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 : 61.8 82.5 86.7 93.0 43.3 60.8 63.0 67.1
Old : 61.8 82.5 86.7 93.0 43.3 60.8 63.0 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 27, 2024