WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 15, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 374,839: 110,356 142,231 91,667 137,515 103,602 339,538 337,500: 35,301 37,339
Old : 339,100: 107,899 138,757 75,649 123,055 92,381 306,603 306,787: 32,497 32,313
Other: 35,739: 13,099 14,116 5,376 14,460 11,221 32,935 30,713: 2,804 5,026
: : :
: : Changes in Commitments from: August 8, 2023 :
: 30,857: 4,453 13,534 13,643 10,408 2,073 28,504 29,250: 2,353 1,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 37.9 24.5 36.7 27.6 90.6 90.0: 9.4 10.0
Old : 100.0: 31.8 40.9 22.3 36.3 27.2 90.4 90.5: 9.6 9.5
Other: 100.0: 36.7 39.5 15.0 40.5 31.4 92.2 85.9: 7.8 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 98 113 99 101 99 270 254:
Old : 350: 103 112 91 97 94 261 244:
Other: 140: 22 32 23 36 62 75 102:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 13.0 21.6 23.1 11.4 10.8 18.7 16.5
Old : 12.6 13.8 22.6 24.4 11.9 11.8 19.3 18.6
Other: 29.8 28.3 44.6 45.2 29.8 26.6 42.0 39.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, August 15, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 185,974: 49,815 51,716 40,887 76,494 70,306 167,196 162,909: 18,778 23,065
Old : 176,995: 50,761 52,136 36,072 72,553 67,583 159,386 155,791: 17,609 21,204
Other: 8,979: 3,303 3,829 566 3,941 2,723 7,810 7,118: 1,169 1,861
: : :
: : Changes in Commitments from: August 8, 2023 :
: 2,932: -1,078 3,318 647 3,034 -3,103 2,603 862: 329 2,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 27.8 22.0 41.1 37.8 89.9 87.6: 10.1 12.4
Old : 100.0: 28.7 29.5 20.4 41.0 38.2 90.1 88.0: 9.9 12.0
Other: 100.0: 36.8 42.6 6.3 43.9 30.3 87.0 79.3: 13.0 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 57 47 63 73 76 166 158:
Old : 210: 55 51 61 72 74 162 156:
Other: 85: 17 14 6 21 38 41 56:
:----------------------------------------------------------------------------------------------------
: 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 19.8 29.9 30.1 13.7 16.7 21.6 24.5
Old : 19.7 20.8 30.8 31.6 15.5 17.6 23.8 25.9
Other: 33.4 43.5 52.2 57.1 33.3 43.5 48.0 53.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 15, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,287,019: 277,537 304,503 241,794 637,897 564,723 1,157,228 1,111,020: 129,791 175,999
Old : 229,833: 81,661 94,016 2,057 117,797 116,221 201,515 212,294: 28,318 17,539
Other: 1,057,186: 276,749 291,360 158,864 520,100 448,502 955,713 898,726: 101,473 158,460
: : :
: : Changes in Commitments from: August 8, 2023 :
: 2,586: -12,877 39,816 -9,327 18,006 -28,374 -4,198 2,115: 6,784 471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 23.7 18.8 49.6 43.9 89.9 86.3: 10.1 13.7
Old : 100.0: 35.5 40.9 0.9 51.3 50.6 87.7 92.4: 12.3 7.6
Other: 100.0: 26.2 27.6 15.0 49.2 42.4 90.4 85.0: 9.6 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 705: 120 141 163 341 323 568 547:
Old : 478: 87 70 12 206 169 300 244:
Other: 678: 122 140 138 281 305 488 509:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.7 11.6 17.2 18.7 10.4 10.8 16.9 15.6
Old : 15.1 20.3 25.1 30.8 15.1 20.3 25.1 30.3
Other: 12.1 12.0 20.0 18.5 12.1 10.9 19.9 15.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 15, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,191: 851 215 188 1,011 2,561 2,050 2,964: 2,141 1,227
Old : 4,126: 914 215 125 1,011 2,561 2,050 2,901: 2,076 1,225
Other: 65: 0 63 0 0 0 0 63: 65 2
: : :
: : Changes in Commitments from: August 8, 2023 :
: -201: -29 71 -24 -105 -210 -158 -163: -43 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 5.1 4.5 24.1 61.1 48.9 70.7: 51.1 29.3
Old : 100.0: 22.2 5.2 3.0 24.5 62.1 49.7 70.3: 50.3 29.7
Other: 100.0: 0.0 96.9 0.0 0.0 0.0 0.0 96.9: 100.0 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 2 2 6 9 15 13:
Old : 22: 8 2 2 6 9 15 13:
Other: 1: 0 1 0 0 0 0 1:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 50.7 38.7 61.9 17.0 46.2 27.9 54.0
Old : 26.4 51.5 39.3 62.5 17.3 46.9 29.0 54.8
Other: 0.0 96.9 0.0 96.9 0.0 96.9 0.0 96.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 15, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 638,785: 138,099 72,766 109,149 348,481 392,130 595,729 574,045: 43,056 64,740
Old : 614,221: 137,777 75,841 96,741 338,780 380,432 573,298 553,014: 40,923 61,207
Other: 24,564: 11,099 7,702 1,631 9,701 11,698 22,431 21,031: 2,133 3,533
: : :
: : Changes in Commitments from: August 8, 2023 :
: 10,603: -12,016 6,114 6,617 15,871 -4,132 10,472 8,599: 131 2,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 11.4 17.1 54.6 61.4 93.3 89.9: 6.7 10.1
Old : 100.0: 22.4 12.3 15.8 55.2 61.9 93.3 90.0: 6.7 10.0
Other: 100.0: 45.2 31.4 6.6 39.5 47.6 91.3 85.6: 8.7 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 505: 123 109 136 161 218 370 396:
Old : 503: 123 111 133 160 214 367 390:
Other: 186: 24 33 9 30 107 59 144:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 16.2 21.4 26.6 12.1 14.8 18.7 21.4
Old : 13.4 16.7 21.6 27.2 12.9 15.3 19.7 22.0
Other: 42.8 32.4 62.8 49.0 42.8 30.8 61.6 45.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 15, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 21,320: 13,254 541 434 2 9,061 13,690 10,036: 7,630 11,284
Old : 19,497: 12,427 541 433 2 7,589 12,862 8,563: 6,635 10,934
Other: 1,823: 827 0 1 0 1,472 828 1,473: 995 350
: : :
: : Changes in Commitments from: August 8, 2023 :
: 84: 592 166 -101 0 -132 491 -67: -407 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 2.5 2.0 0.0 42.5 64.2 47.1: 35.8 52.9
Old : 100.0: 63.7 2.8 2.2 0.0 38.9 66.0 43.9: 34.0 56.1
Other: 100.0: 45.4 0.0 0.1 0.0 80.7 45.4 80.8: 54.6 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 2 6 1 14 9 20:
Old : 22: 6 2 6 1 14 9 20:
Other: 14: 2 0 1 0 12 2 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 : 60.4 29.7 64.2 37.3 59.5 29.6 62.2 36.8
Old : 61.8 25.3 66.0 33.4 60.8 25.2 63.7 32.9
Other: 45.4 78.9 45.4 80.2 45.4 78.9 45.4 80.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 15, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 481,410: 97,149 46,997 99,028 251,109 311,895 447,286 457,920: 34,124 23,490
Old : 68,378: 20,695 14,885 283 43,939 49,399 64,917 64,567: 3,461 3,811
Other: 413,032: 95,362 51,020 79,837 207,170 262,496 382,369 393,353: 30,663 19,679
: : :
: : Changes in Commitments from: August 8, 2023 :
: 2,696: 108 -208 3,830 -2,015 -230 1,923 3,392: 773 -696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 9.8 20.6 52.2 64.8 92.9 95.1: 7.1 4.9
Old : 100.0: 30.3 21.8 0.4 64.3 72.2 94.9 94.4: 5.1 5.6
Other: 100.0: 23.1 12.4 19.3 50.2 63.6 92.6 95.2: 7.4 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 93 55 90 94 102 241 212:
Old : 168: 38 34 3 43 59 83 94:
Other: 287: 93 54 82 85 96 225 200:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 21.1 24.9 33.4 8.9 15.8 14.5 24.1
Old : 45.2 26.5 61.1 39.1 45.2 26.1 61.1 38.5
Other: 13.4 23.2 23.3 35.0 10.6 17.2 17.2 26.5
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 15, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,370,326: 94,337 271,071 39,706 1,040,666 902,963 1,174,709 1,213,740: 195,617 156,586
Old : 1,370,326: 94,337 271,071 39,706 1,040,666 902,963 1,174,709 1,213,740: 195,617 156,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2023 :
: 37,259: 17,205 -5,616 4,276 15,848 33,261 37,329 31,921: -70 5,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 19.8 2.9 75.9 65.9 85.7 88.6: 14.3 11.4
Old : 100.0: 6.9 19.8 2.9 75.9 65.9 85.7 88.6: 14.3 11.4
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 : 194: 32 25 26 103 104 145 145:
Old : 194: 32 25 26 103 104 145 145:
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 : 24.0 26.3 37.9 36.0 22.7 21.7 35.0 29.9
Old : 24.0 26.3 37.9 36.0 22.7 21.7 35.0 29.9
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 - Futures Only, August 15, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,622,461: 89,227 534,724 59,218 1,296,276 895,033 1,444,721 1,488,975: 177,740 133,486
Old : 1,622,461: 89,227 534,724 59,218 1,296,276 895,033 1,444,721 1,488,975: 177,740 133,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2023 :
: 62,012: 962 1,371 50,221 5,136 6,179 56,319 57,771: 5,693 4,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 33.0 3.6 79.9 55.2 89.0 91.8: 11.0 8.2
Old : 100.0: 5.5 33.0 3.6 79.9 55.2 89.0 91.8: 11.0 8.2
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 : 175: 17 26 17 110 85 139 116:
Old : 175: 17 26 17 110 85 139 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 37.8 36.9 53.2 20.3 34.8 32.2 45.8
Old : 21.5 37.8 36.9 53.2 20.3 34.8 32.2 45.8
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 - Futures Only, August 15, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 491,395: 114,387 24,627 134,334 197,156 305,278 445,877 464,239: 45,518 27,156
Old : 68,077: 41,929 4,044 45 19,300 59,048 61,274 63,137: 6,803 4,940
Other: 423,318: 107,426 55,551 99,321 177,856 246,230 384,603 401,102: 38,715 22,216
: : :
: : Changes in Commitments from: August 8, 2023 :
: 4,734: -11,993 5,211 1,743 18,316 -1,875 8,066 5,079: -3,332 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 5.0 27.3 40.1 62.1 90.7 94.5: 9.3 5.5
Old : 100.0: 61.6 5.9 0.1 28.4 86.7 90.0 92.7: 10.0 7.3
Other: 100.0: 25.4 13.1 23.5 42.0 58.2 90.9 94.8: 9.1 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 92 39 93 115 106 254 215:
Old : 179: 56 15 2 59 59 115 76:
Other: 285: 83 58 86 105 99 239 203:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 28.7 20.4 39.3 10.2 26.5 17.1 34.5
Old : 32.6 46.1 46.0 60.6 32.6 45.7 44.8 60.0
Other: 12.3 26.3 22.0 37.7 11.8 23.9 19.6 32.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 15, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,938: 4,925 457 241 2,639 8,397 7,805 9,095: 2,133 843
Old : 9,936: 4,925 457 241 2,638 8,397 7,804 9,095: 2,132 841
Other: 2: 0 0 0 1 0 1 0: 1 2
: : :
: : Changes in Commitments from: August 8, 2023 :
: -110: 3 -56 -14 104 -25 93 -95: -203 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 4.6 2.4 26.6 84.5 78.5 91.5: 21.5 8.5
Old : 100.0: 49.6 4.6 2.4 26.5 84.5 78.5 91.5: 21.5 8.5
Other: 100.0: 0.0 0.0 0.0 50.0 0.0 50.0 0.0: 50.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 25 4 6 14 15 41 24:
Old : 53: 25 4 6 14 15 41 24:
Other: 1: 0 0 0 1 0 1 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 : 30.7 65.7 46.4 78.3 30.7 65.6 46.4 78.2
Old : 30.6 65.7 46.4 78.3 30.6 65.6 46.4 78.2
Other: 50.0 0.0 50.0 0.0 50.0 0.0 50.0 0.0
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 15, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,820,729: 380,265 1,497,657 53,002 3,105,026 2,113,085 3,538,293 3,663,744: 282,436 156,985
Old : 3,820,729: 380,265 1,497,657 53,002 3,105,026 2,113,085 3,538,293 3,663,744: 282,436 156,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2023 :
: 73,980: 9,949 18,215 -11,858 44,728 62,123 42,819 68,480: 31,161 5,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 39.2 1.4 81.3 55.3 92.6 95.9: 7.4 4.1
Old : 100.0: 10.0 39.2 1.4 81.3 55.3 92.6 95.9: 7.4 4.1
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 : 431: 92 50 36 228 175 340 241:
Old : 431: 92 50 36 228 175 340 241:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 38.3 35.9 55.5 25.6 37.9 33.4 55.1
Old : 26.9 38.3 35.9 55.5 25.6 37.9 33.4 55.1
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 - Futures Only, August 15, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,857,422: 495,210 1,242,138 108,589 3,822,746 3,104,442 4,426,545 4,455,169: 430,877 402,253
Old : 4,857,422: 495,210 1,242,138 108,589 3,822,746 3,104,442 4,426,545 4,455,169: 430,877 402,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2023 :
: -15,011: -29,484 25,718 -12,913 12,303 -32,448 -30,094 -19,643: 15,083 4,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 25.6 2.2 78.7 63.9 91.1 91.7: 8.9 8.3
Old : 100.0: 10.2 25.6 2.2 78.7 63.9 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 : 422: 73 68 54 218 188 318 283:
Old : 422: 73 68 54 218 188 318 283:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 20.9 40.3 31.6 25.6 19.7 35.5 29.1
Old : 27.4 20.9 40.3 31.6 25.6 19.7 35.5 29.1
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 - Futures Only, August 15, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,847,110: 230,163 367,552 31,868 1,416,246 1,181,091 1,678,277 1,580,511: 168,833 266,599
Old : 1,847,110: 230,163 367,552 31,868 1,416,246 1,181,091 1,678,277 1,580,511: 168,833 266,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2023 :
: 41,204: 26,205 13,643 103 13,731 30,945 40,039 44,691: 1,165 -3,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 19.9 1.7 76.7 63.9 90.9 85.6: 9.1 14.4
Old : 100.0: 12.5 19.9 1.7 76.7 63.9 90.9 85.6: 9.1 14.4
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 : 186: 20 27 19 97 108 127 144:
Old : 186: 20 27 19 97 108 127 144:
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 : 35.9 29.9 48.3 40.9 35.5 26.7 45.2 36.5
Old : 35.9 29.9 48.3 40.9 35.5 26.7 45.2 36.5
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 - Futures Only, August 15, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,431: 4,380 2,278 1,217 0 262 5,597 3,757: 834 2,674
Old : 6,431: 4,380 2,278 1,217 0 262 5,597 3,757: 834 2,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2023 :
: 1,280: 211 -59 1,115 0 -718 1,326 338: -46 942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 35.4 18.9 0.0 4.1 87.0 58.4: 13.0 41.6
Old : 100.0: 68.1 35.4 18.9 0.0 4.1 87.0 58.4: 13.0 41.6
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 : 28: 7 19 1 0 2 7 22:
Old : 28: 7 19 1 0 2 7 22:
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 : 85.4 42.6 87.0 48.6 66.5 25.6 68.1 30.6
Old : 85.4 42.6 87.0 48.6 66.5 25.6 68.1 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 - Futures Only, August 15, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,768,718: 453,025 1,644,320 99,739 4,804,142 3,693,947 5,356,906 5,438,006: 411,812 330,712
Old : 5,768,718: 453,025 1,644,320 99,739 4,804,142 3,693,947 5,356,906 5,438,006: 411,812 330,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2023 :
: 56,861: 10,991 -28,021 29,345 -12,251 63,430 28,085 64,754: 28,776 -7,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 28.5 1.7 83.3 64.0 92.9 94.3: 7.1 5.7
Old : 100.0: 7.9 28.5 1.7 83.3 64.0 92.9 94.3: 7.1 5.7
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 : 406: 69 58 39 214 192 307 265:
Old : 406: 69 58 39 214 192 307 265:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 22.9 38.5 34.8 26.7 22.5 34.0 34.0
Old : 28.5 22.9 38.5 34.8 26.7 22.5 34.0 34.0
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 - Futures Only, August 15, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,532,025: 35,930 280,148 264,588 1,200,176 942,797 1,500,694 1,487,533: 31,331 44,492
Old : 1,532,025: 35,930 280,148 264,588 1,200,176 942,797 1,500,694 1,487,533: 31,331 44,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2023 :
: 35,614: -17,253 33,624 -16,439 72,508 15,548 38,816 32,733: -3,202 2,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 18.3 17.3 78.3 61.5 98.0 97.1: 2.0 2.9
Old : 100.0: 2.3 18.3 17.3 78.3 61.5 98.0 97.1: 2.0 2.9
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 : 147: 15 38 41 81 84 125 136:
Old : 147: 15 38 41 81 84 125 136:
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 : 28.6 27.7 44.6 37.1 14.8 13.7 22.8 19.1
Old : 28.6 27.7 44.6 37.1 14.8 13.7 22.8 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, August 15, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 104,216: 32,257 35,478 3,631 53,909 51,030 89,797 90,139: 14,419 14,077
Old : 104,216: 32,257 35,478 3,631 53,909 51,030 89,797 90,139: 14,419 14,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2023 :
: -2,350: -770 6,482 -879 -784 -6,130 -2,433 -527: 83 -1,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 34.0 3.5 51.7 49.0 86.2 86.5: 13.8 13.5
Old : 100.0: 31.0 34.0 3.5 51.7 49.0 86.2 86.5: 13.8 13.5
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 : 94: 28 20 13 30 25 64 52:
Old : 94: 28 20 13 30 25 64 52:
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 : 35.5 41.9 46.6 60.2 35.5 41.7 46.6 58.8
Old : 35.5 41.9 46.6 60.2 35.5 41.7 46.6 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, August 15, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 104,216: 32,257 35,478 3,631 53,909 51,030 89,797 90,139: 14,419 14,077
Old : 104,216: 32,257 35,478 3,631 53,909 51,030 89,797 90,139: 14,419 14,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2023 :
: -2,350: -770 6,482 -879 -784 -6,130 -2,433 -527: 83 -1,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 34.0 3.5 51.7 49.0 86.2 86.5: 13.8 13.5
Old : 100.0: 31.0 34.0 3.5 51.7 49.0 86.2 86.5: 13.8 13.5
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 : 94: 28 20 13 30 25 64 52:
Old : 94: 28 20 13 30 25 64 52:
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 : 35.5 41.9 46.6 60.2 35.5 41.7 46.6 58.8
Old : 35.5 41.9 46.6 60.2 35.5 41.7 46.6 58.8
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 - Futures Only, August 15, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 41,539: 405 3,117 0 39,438 37,376 39,843 40,493: 1,696 1,046
Old : 41,539: 405 3,117 0 39,438 37,376 39,843 40,493: 1,696 1,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2023 :
: 1,160: 20 -20 0 1,031 1,150 1,051 1,130: 109 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 7.5 0.0 94.9 90.0 95.9 97.5: 4.1 2.5
Old : 100.0: 1.0 7.5 0.0 94.9 90.0 95.9 97.5: 4.1 2.5
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 : 40: 1 4 0 28 10 29 14:
Old : 40: 1 4 0 28 10 29 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 : 39.6 76.4 61.2 89.7 36.9 76.4 58.0 88.7
Old : 39.6 76.4 61.2 89.7 36.9 76.4 58.0 88.7
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 - Futures Only, August 15, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 61,076: 10,988 17,653 844 48,943 42,491 60,775 60,988: 301 88
Old : 61,076: 10,988 17,653 844 48,943 42,491 60,775 60,988: 301 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2023 :
: 1,015: 752 705 303 -11 0 1,044 1,008: -29 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 28.9 1.4 80.1 69.6 99.5 99.9: 0.5 0.1
Old : 100.0: 18.0 28.9 1.4 80.1 69.6 99.5 99.9: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 17 13 5 7 2 26 18:
Old : 38: 17 13 5 7 2 26 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 : 85.3 89.3 92.5 97.4 85.3 89.3 92.3 96.5
Old : 85.3 89.3 92.5 97.4 85.3 89.3 92.3 96.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-342603
Commitments of Traders - Futures Only, August 15, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,392: 18,559 13,600 3,823 0 4,968 22,382 22,391: 10 1
Old : 22,392: 18,559 13,600 3,823 0 4,968 22,382 22,391: 10 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2023 :
: 91: 91 56 0 0 35 91 91: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 60.7 17.1 0.0 22.2 100.0 100.0: 0.0 0.0
Old : 100.0: 82.9 60.7 17.1 0.0 22.2 100.0 100.0: 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 : 20: 6 13 3 0 1 6 17:
Old : 20: 6 13 3 0 1 6 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 : 96.8 62.2 100.0 90.5 79.9 62.2 82.9 81.1
Old : 96.8 62.2 100.0 90.5 79.9 62.2 82.9 81.1
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 - Futures Only, August 15, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 75,616: 22,834 20,587 52,779 0 2,226 75,613 75,592: 3 24
Old : 75,616: 22,834 20,587 52,779 0 2,226 75,613 75,592: 3 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2023 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 27.2 69.8 0.0 2.9 100.0 100.0: 0.0 0.0
Old : 100.0: 30.2 27.2 69.8 0.0 2.9 100.0 100.0: 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 : 20: 10 9 4 0 1 13 11:
Old : 20: 10 9 4 0 1 13 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 : 76.0 95.4 94.0 99.5 20.6 28.6 30.0 29.9
Old : 76.0 95.4 94.0 99.5 20.6 28.6 30.0 29.9
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 - Futures Only, August 15, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,079: 18,508 10,490 3,571 0 7,956 22,079 22,017: 0 62
Old : 22,079: 18,508 10,490 3,571 0 7,956 22,079 22,017: 0 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2023 :
: -606: -606 -568 0 0 -38 -606 -606: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 47.5 16.2 0.0 36.0 100.0 99.7: 0.0 0.3
Old : 100.0: 83.8 47.5 16.2 0.0 36.0 100.0 99.7: 0.0 0.3
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 : 25: 8 15 3 0 2 9 19:
Old : 25: 8 15 3 0 2 9 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.8 66.3 99.3 82.8 71.3 59.5 83.8 73.7
Old : 81.8 66.3 99.3 82.8 71.3 59.5 83.8 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 18, 2023