WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 451,756: 129,950 176,901 133,636 155,065 106,414 418,651 416,951: 33,105 34,805
Old : 238,306: 130,554 116,490 40,051 48,888 63,090 219,492 219,631: 18,813 18,675
Other: 213,450: 57,606 118,619 35,376 106,177 43,325 199,158 197,320: 14,292 16,130
: : :
: : Changes in Commitments from: February 27, 2024 :
: 36,757: 6,177 16,535 18,718 9,479 954 34,374 36,206: 2,384 551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 39.2 29.6 34.3 23.6 92.7 92.3: 7.3 7.7
Old : 100.0: 54.8 48.9 16.8 20.5 26.5 92.1 92.2: 7.9 7.8
Other: 100.0: 27.0 55.6 16.6 49.7 20.3 93.3 92.4: 6.7 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 105 142 137 102 93 293 296:
Old : 333: 111 115 65 69 76 208 228:
Other: 266: 65 98 76 84 67 200 192:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.6 10.8 20.4 18.8 10.8 8.7 17.9 15.7
Old : 14.0 15.8 24.2 27.8 13.5 15.7 22.7 26.4
Other: 19.7 18.3 30.7 28.0 19.4 17.3 30.3 26.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 276,170: 71,426 100,723 75,324 110,049 78,421 256,798 254,469: 19,372 21,701
Old : 128,280: 63,532 65,569 17,049 39,252 33,558 119,833 116,176: 8,447 12,104
Other: 147,890: 36,964 64,224 29,205 70,797 44,864 136,965 138,293: 10,925 9,597
: : :
: : Changes in Commitments from: February 27, 2024 :
: 14,611: 3,302 1,469 9,281 2,195 3,006 14,778 13,755: -167 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 36.5 27.3 39.8 28.4 93.0 92.1: 7.0 7.9
Old : 100.0: 49.5 51.1 13.3 30.6 26.2 93.4 90.6: 6.6 9.4
Other: 100.0: 25.0 43.4 19.7 47.9 30.3 92.6 93.5: 7.4 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 62 81 74 76 79 185 188:
Old : 207: 62 64 33 48 54 128 133:
Other: 195: 50 55 45 70 69 142 148:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 14.7 24.6 24.8 12.1 12.4 19.3 20.3
Old : 19.2 24.9 32.3 39.8 18.2 24.8 29.0 38.9
Other: 19.5 14.9 31.1 27.1 14.6 14.0 23.0 24.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 1,914,649: 276,480 528,918 682,533 754,434 493,465 1,713,447 1,704,916: 201,202 209,733
Old : 1,427,597: 315,604 574,109 373,969 579,675 352,372 1,269,247 1,300,449: 158,350 127,148
Other: 487,052: 139,235 133,169 130,205 174,759 141,092 444,200 404,466: 42,852 82,586
: : :
: : Changes in Commitments from: February 27, 2024 :
: 18,290: -1,964 2,359 32,381 -17,851 -8,883 12,566 25,857: 5,724 -7,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 27.6 35.6 39.4 25.8 89.5 89.0: 10.5 11.0
Old : 100.0: 22.1 40.2 26.2 40.6 24.7 88.9 91.1: 11.1 8.9
Other: 100.0: 28.6 27.3 26.7 35.9 29.0 91.2 83.0: 8.8 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 740: 136 179 198 353 342 602 616:
Old : 712: 133 171 176 334 300 565 553:
Other: 488: 84 86 78 173 261 293 390:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 10.5 16.8 18.0 7.6 8.1 12.1 12.4
Old : 11.2 13.1 18.6 20.9 10.0 12.0 16.0 18.3
Other: 20.0 17.3 30.1 27.0 18.7 15.4 25.1 20.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 927,931: 94,833 289,598 290,554 484,548 279,053 869,934 859,206: 57,997 68,726
Old : 703,062: 99,787 245,432 201,443 358,047 211,502 659,277 658,377: 43,785 44,686
Other: 224,869: 31,546 80,667 52,610 126,500 67,552 210,657 200,829: 14,212 24,040
: : :
: : Changes in Commitments from: February 27, 2024 :
: 5,773: 4,443 16,840 -4,032 6,533 -3,410 6,944 9,399: -1,171 -3,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 31.2 31.3 52.2 30.1 93.7 92.6: 6.3 7.4
Old : 100.0: 14.2 34.9 28.7 50.9 30.1 93.8 93.6: 6.2 6.4
Other: 100.0: 14.0 35.9 23.4 56.3 30.0 93.7 89.3: 6.3 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 520: 109 181 193 188 189 429 440:
Old : 504: 118 163 163 172 161 392 392:
Other: 321: 58 97 77 109 135 217 259:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.6 11.8 20.0 18.6 9.9 9.3 16.4 14.7
Old : 12.9 14.1 22.0 21.8 11.8 12.3 18.8 18.3
Other: 15.3 18.7 25.8 30.0 13.3 17.6 21.7 24.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 582,934: 105,846 159,002 170,801 277,056 224,356 553,704 554,159: 29,230 28,775
Old : 468,266: 133,350 160,167 101,615 209,760 180,884 444,725 442,667: 23,541 25,599
Other: 114,668: 22,251 48,590 19,431 67,296 43,472 108,978 111,492: 5,689 3,175
: : :
: : Changes in Commitments from: February 27, 2024 :
: 24,617: 981 12,052 10,702 13,380 332 25,062 23,085: -446 1,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 27.3 29.3 47.5 38.5 95.0 95.1: 5.0 4.9
Old : 100.0: 28.5 34.2 21.7 44.8 38.6 95.0 94.5: 5.0 5.5
Other: 100.0: 19.4 42.4 16.9 58.7 37.9 95.0 97.2: 5.0 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 89 93 109 106 100 258 248:
Old : 317: 92 92 87 103 97 242 232:
Other: 163: 38 47 31 54 41 108 105:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 16.5 18.9 26.8 8.8 15.3 15.5 22.7
Old : 10.7 18.2 19.3 29.5 9.9 17.2 17.1 25.7
Other: 21.7 29.6 34.9 45.5 19.1 29.3 30.8 44.1
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 1,639,005: 230,741 277,274 144,016 1,046,715 1,058,580 1,421,473 1,479,870: 217,532 159,135
Old : 1,639,005: 230,741 277,274 144,016 1,046,715 1,058,580 1,421,473 1,479,870: 217,532 159,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2024 :
: -24,986: -1,351 30,585 -17,814 -6,494 -31,166 -25,659 -18,396: 672 -6,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 16.9 8.8 63.9 64.6 86.7 90.3: 13.3 9.7
Old : 100.0: 14.1 16.9 8.8 63.9 64.6 86.7 90.3: 13.3 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 27 37 41 117 115 168 169:
Old : 212: 27 37 41 117 115 168 169:
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 : 19.1 18.8 31.4 29.9 17.6 14.6 29.7 24.2
Old : 19.1 18.8 31.4 29.9 17.6 14.6 29.7 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 1,604,889: 141,985 463,239 13,095 1,275,390 966,243 1,430,470 1,442,577: 174,419 162,311
Old : 1,604,889: 141,985 463,239 13,095 1,275,390 966,243 1,430,470 1,442,577: 174,419 162,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2024 :
: -58,369: -5,380 -3,405 -34,394 -12,460 -33,931 -52,234 -71,730: -6,136 13,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 28.9 0.8 79.5 60.2 89.1 89.9: 10.9 10.1
Old : 100.0: 8.8 28.9 0.8 79.5 60.2 89.1 89.9: 10.9 10.1
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 : 168: 12 22 13 104 92 124 119:
Old : 168: 12 22 13 104 92 124 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 31.6 37.5 49.1 21.0 30.6 34.1 43.0
Old : 21.9 31.6 37.5 49.1 21.0 30.6 34.1 43.0
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, March 05, 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 : 540,921: 83,320 143,689 148,218 259,715 215,712 491,253 507,619: 49,669 33,303
Old : 458,138: 91,111 138,962 111,111 215,539 180,115 417,761 430,189: 40,377 27,949
Other: 82,783: 14,435 26,952 14,881 44,176 35,597 73,492 77,430: 9,292 5,353
: : :
: : Changes in Commitments from: February 27, 2024 :
: -71: 3,975 1,195 2,868 -6,038 -278 804 3,784: -875 -3,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 26.6 27.4 48.0 39.9 90.8 93.8: 9.2 6.2
Old : 100.0: 19.9 30.3 24.3 47.0 39.3 91.2 93.9: 8.8 6.1
Other: 100.0: 17.4 32.6 18.0 53.4 43.0 88.8 93.5: 11.2 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 349: 83 91 106 145 117 294 261:
Old : 343: 89 86 96 143 106 284 243:
Other: 179: 32 46 37 85 48 143 106:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.9 17.2 16.6 26.5 6.8 15.7 11.8 24.0
Old : 10.0 17.0 17.0 26.8 7.9 16.0 13.3 24.9
Other: 17.4 28.6 27.6 44.9 16.2 27.3 26.0 39.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 12,633: 6,373 1,064 584 2,664 9,910 9,621 11,558: 3,012 1,075
Old : 10,316: 6,186 1,112 338 1,260 7,966 7,784 9,417: 2,531 899
Other: 2,317: 237 2 196 1,404 1,944 1,837 2,141: 480 175
: : :
: : Changes in Commitments from: February 27, 2024 :
: -42: -330 -62 25 -16 -67 -321 -104: 279 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 8.4 4.6 21.1 78.4 76.2 91.5: 23.8 8.5
Old : 100.0: 60.0 10.8 3.3 12.2 77.2 75.5 91.3: 24.5 8.7
Other: 100.0: 10.2 0.1 8.5 60.6 83.9 79.3 92.4: 20.7 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 30 6 7 14 17 48 27:
Old : 62: 29 8 6 11 17 44 27:
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 : 25.9 53.5 41.2 68.2 25.3 53.1 39.7 67.8
Old : 28.1 50.1 43.0 67.3 28.1 50.0 43.0 67.2
Other: 65.0 78.4 76.1 89.5 61.4 75.6 68.4 82.6
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 3,664,001: 378,185 1,384,628 88,979 2,950,915 2,058,066 3,418,079 3,531,673: 245,922 132,328
Old : 3,664,001: 378,185 1,384,628 88,979 2,950,915 2,058,066 3,418,079 3,531,673: 245,922 132,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2024 :
: -163,808: -5,697 51,066 -36,606 -97,787 -175,537 -140,089 -161,077: -23,719 -2,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 37.8 2.4 80.5 56.2 93.3 96.4: 6.7 3.6
Old : 100.0: 10.3 37.8 2.4 80.5 56.2 93.3 96.4: 6.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 446: 94 55 42 236 185 348 264:
Old : 446: 94 55 42 236 185 348 264:
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 : 19.7 27.6 28.6 42.2 18.2 27.0 26.0 41.5
Old : 19.7 27.6 28.6 42.2 18.2 27.0 26.0 41.5
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, March 05, 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 : 4,973,909: 412,559 1,051,869 526,334 3,590,411 2,984,503 4,529,304 4,562,706: 444,605 411,203
Old : 4,973,909: 412,559 1,051,869 526,334 3,590,411 2,984,503 4,529,304 4,562,706: 444,605 411,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2024 :
: -243,024: -78,252 -51,669 -27,663 -124,410 -170,085 -230,325 -249,417: -12,699 6,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 21.1 10.6 72.2 60.0 91.1 91.7: 8.9 8.3
Old : 100.0: 8.3 21.1 10.6 72.2 60.0 91.1 91.7: 8.9 8.3
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 : 405: 53 82 71 224 204 322 312:
Old : 405: 53 82 71 224 204 322 312:
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 : 19.5 16.8 29.4 26.1 16.8 16.1 24.7 23.4
Old : 19.5 16.8 29.4 26.1 16.8 16.1 24.7 23.4
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, March 05, 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 : 2,088,293: 275,823 461,264 41,761 1,564,000 1,305,964 1,881,584 1,808,988: 206,709 279,305
Old : 2,088,293: 275,823 461,264 41,761 1,564,000 1,305,964 1,881,584 1,808,988: 206,709 279,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2024 :
: -161,087: -5,806 -10,291 -17,540 -132,590 -128,762 -155,936 -156,593: -5,151 -4,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 22.1 2.0 74.9 62.5 90.1 86.6: 9.9 13.4
Old : 100.0: 13.2 22.1 2.0 74.9 62.5 90.1 86.6: 9.9 13.4
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 : 201: 26 28 21 101 114 138 152:
Old : 201: 26 28 21 101 114 138 152:
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 : 32.7 24.6 47.1 35.9 30.8 22.3 40.7 30.6
Old : 32.7 24.6 47.1 35.9 30.8 22.3 40.7 30.6
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, March 05, 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 : 6,134,781: 343,089 1,657,453 256,558 5,120,584 3,915,387 5,720,232 5,829,398: 414,549 305,383
Old : 6,134,781: 343,089 1,657,453 256,558 5,120,584 3,915,387 5,720,232 5,829,398: 414,549 305,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2024 :
: -181,107: -30,278 58,940 -62,221 -67,342 -179,266 -159,840 -182,547: -21,266 1,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 27.0 4.2 83.5 63.8 93.2 95.0: 6.8 5.0
Old : 100.0: 5.6 27.0 4.2 83.5 63.8 93.2 95.0: 6.8 5.0
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 : 414: 59 63 51 228 202 319 284:
Old : 414: 59 63 51 228 202 319 284:
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 : 22.9 25.1 31.6 36.7 21.2 24.9 27.7 36.4
Old : 22.9 25.1 31.6 36.7 21.2 24.9 27.7 36.4
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, March 05, 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 : 1,625,095: 115,531 301,101 244,148 1,226,144 1,042,568 1,585,823 1,587,817: 39,272 37,278
Old : 1,625,095: 115,531 301,101 244,148 1,226,144 1,042,568 1,585,823 1,587,817: 39,272 37,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2024 :
: -406,416: -148,713 -184,547 -61,222 -201,465 -161,966 -411,400 -407,735: 4,984 1,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 18.5 15.0 75.5 64.2 97.6 97.7: 2.4 2.3
Old : 100.0: 7.1 18.5 15.0 75.5 64.2 97.6 97.7: 2.4 2.3
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 : 150: 24 38 43 75 71 127 127:
Old : 150: 24 38 43 75 71 127 127:
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 : 26.8 23.1 41.5 35.7 12.4 10.5 18.5 17.8
Old : 26.8 23.1 41.5 35.7 12.4 10.5 18.5 17.8
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, March 05, 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 : 101,369: 30,685 15,241 1,648 53,477 71,428 85,811 88,318: 15,559 13,052
Old : 101,369: 30,685 15,241 1,648 53,477 71,428 85,811 88,318: 15,559 13,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2024 :
: -5,223: -2,869 1,008 -1,300 -33 -4,664 -4,202 -4,956: -1,021 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 15.0 1.6 52.8 70.5 84.7 87.1: 15.3 12.9
Old : 100.0: 30.3 15.0 1.6 52.8 70.5 84.7 87.1: 15.3 12.9
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 : 119: 40 28 12 37 32 84 65:
Old : 119: 40 28 12 37 32 84 65:
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 : 32.5 47.0 44.6 58.4 32.2 47.0 44.3 58.2
Old : 32.5 47.0 44.6 58.4 32.2 47.0 44.3 58.2
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, March 05, 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 : 99,191: 29,443 14,856 1,589 53,389 70,711 84,421 87,157: 14,770 12,035
Old : 99,191: 29,443 14,856 1,589 53,389 70,711 84,421 87,157: 14,770 12,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2024 :
: -4,889: -3,336 265 -415 -20 -4,646 -3,771 -4,795: -1,118 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 15.0 1.6 53.8 71.3 85.1 87.9: 14.9 12.1
Old : 100.0: 29.7 15.0 1.6 53.8 71.3 85.1 87.9: 14.9 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 : 103: 33 21 11 35 30 73 57:
Old : 103: 33 21 11 35 30 73 57:
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 48.1 45.5 59.7 32.9 48.0 45.2 59.4
Old : 33.2 48.1 45.5 59.7 32.9 48.0 45.2 59.4
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, March 05, 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 : 53,966: 0 6,042 0 51,434 46,996 51,434 53,038: 2,532 928
Old : 53,966: 0 6,042 0 51,434 46,996 51,434 53,038: 2,532 928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2024 :
: 363: 0 2,241 0 553 -1,809 553 432: -190 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.2 0.0 95.3 87.1 95.3 98.3: 4.7 1.7
Old : 100.0: 0.0 11.2 0.0 95.3 87.1 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 : 40: 0 5 0 25 13 25 18:
Old : 40: 0 5 0 25 13 25 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 : 46.8 70.6 69.1 86.7 45.1 70.6 67.2 86.7
Old : 46.8 70.6 69.1 86.7 45.1 70.6 67.2 86.7
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, March 05, 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 : 21,779: 12,990 4,418 23 882 7,168 13,895 11,609: 7,884 10,170
Old : 21,779: 12,990 4,418 23 882 7,168 13,895 11,609: 7,884 10,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2024 :
: -3,337: -4,044 -1,282 -138 -124 -182 -4,306 -1,602: 969 -1,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 20.3 0.1 4.0 32.9 63.8 53.3: 36.2 46.7
Old : 100.0: 59.6 20.3 0.1 4.0 32.9 63.8 53.3: 36.2 46.7
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: 13 8 1 2 2 16 10:
Old : 24: 13 8 1 2 2 16 10:
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 : 40.8 45.5 52.8 52.3 40.8 45.5 52.6 52.2
Old : 40.8 45.5 52.8 52.3 40.8 45.5 52.6 52.2
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, March 05, 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 : 95,908: 11,328 19,269 41 84,198 76,557 95,567 95,867: 341 41
Old : 95,908: 11,328 19,269 41 84,198 76,557 95,567 95,867: 341 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2024 :
: -388: -297 -437 41 -169 0 -425 -396: 37 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 20.1 0.0 87.8 79.8 99.6 100.0: 0.4 0.0
Old : 100.0: 11.8 20.1 0.0 87.8 79.8 99.6 100.0: 0.4 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 : 41: 20 14 1 6 1 27 15:
Old : 41: 20 14 1 6 1 27 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 : 89.7 93.4 94.7 98.7 89.7 93.4 94.7 98.7
Old : 89.7 93.4 94.7 98.7 89.7 93.4 94.7 98.7
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, March 05, 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 : 80,359: 28,172 28,170 52,174 0 0 80,346 80,344: 13 15
Old : 80,359: 28,172 28,170 52,174 0 0 80,346 80,344: 13 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2024 :
: 450: 450 450 0 0 0 450 450: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 35.1 64.9 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 35.1 35.1 64.9 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 : 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 : 70.4 99.0 88.5 99.8 20.5 34.6 32.1 35.0
Old : 70.4 99.0 88.5 99.8 20.5 34.6 32.1 35.0
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, March 05, 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 : 40,723: 29,892 19,022 10,820 0 10,804 40,712 40,646: 11 77
Old : 40,723: 29,892 19,022 10,820 0 10,804 40,712 40,646: 11 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2024 :
: 3,175: 3,175 3,178 0 0 0 3,175 3,178: 0 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 46.7 26.6 0.0 26.5 100.0 99.8: 0.0 0.2
Old : 100.0: 73.4 46.7 26.6 0.0 26.5 100.0 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 : 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 : 66.7 82.2 87.8 93.5 49.6 62.6 65.9 69.7
Old : 66.7 82.2 87.8 93.5 49.6 62.6 65.9 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 05, 2024