WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 465,240: 87,215 135,508 175,808 162,644 114,161 425,667 425,477: 39,573 39,763
Old : 427,771: 87,019 134,421 156,247 147,785 102,548 391,051 393,216: 36,720 34,556
Other: 37,468: 13,111 14,003 6,646 14,858 11,613 34,615 32,262: 2,853 5,207
: : :
: : Changes in Commitments from: August 8, 2023 :
: 33,946: 1,539 11,663 19,758 9,878 633 31,176 32,054: 2,771 1,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 29.1 37.8 35.0 24.5 91.5 91.5: 8.5 8.5
Old : 100.0: 20.3 31.4 36.5 34.5 24.0 91.4 91.9: 8.6 8.1
Other: 100.0: 35.0 37.4 17.7 39.7 31.0 92.4 86.1: 7.6 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 127 116 138 115 109 316 297:
Old : 384: 129 115 134 114 107 311 293:
Other: 141: 25 30 30 36 64 79 108:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 11.8 21.4 21.2 9.4 8.7 14.7 13.0
Old : 12.6 12.3 22.3 21.8 9.7 9.3 14.3 14.1
Other: 28.4 27.0 42.9 43.2 28.4 25.4 40.2 37.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 205,223: 46,224 51,440 56,950 81,612 72,485 184,787 180,875: 20,436 24,348
Old : 195,819: 47,044 51,890 51,977 77,627 69,621 176,648 173,488: 19,171 22,331
Other: 9,403: 3,400 3,770 753 3,986 2,864 8,139 7,387: 1,265 2,017
: : :
: : Changes in Commitments from: August 8, 2023 :
: 4,534: -2,171 3,331 2,096 4,380 -3,125 4,305 2,302: 229 2,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 25.1 27.8 39.8 35.3 90.0 88.1: 10.0 11.9
Old : 100.0: 24.0 26.5 26.5 39.6 35.6 90.2 88.6: 9.8 11.4
Other: 100.0: 36.2 40.1 8.0 42.4 30.5 86.6 78.6: 13.4 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 59 49 72 78 83 175 173:
Old : 216: 55 54 70 77 81 171 171:
Other: 86: 19 13 11 22 39 45 60:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 18.1 28.2 28.3 12.4 15.1 19.6 22.2
Old : 17.8 18.9 28.7 29.6 14.1 15.8 21.6 23.3
Other: 31.9 41.5 51.2 54.5 31.8 41.5 47.0 51.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,801,252: 254,229 292,229 595,452 779,011 675,802 1,628,692 1,563,483: 172,559 237,769
Old : 375,792: 55,589 79,745 130,830 155,721 143,316 342,141 353,891: 33,651 21,901
Other: 1,425,460: 268,423 282,267 394,839 623,290 532,486 1,286,551 1,209,591: 138,908 215,868
: : :
: : Changes in Commitments from: August 8, 2023 :
: 34,557: -13,945 36,868 12,371 27,529 -21,023 25,956 28,217: 8,602 6,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 16.2 33.1 43.2 37.5 90.4 86.8: 9.6 13.2
Old : 100.0: 14.8 21.2 34.8 41.4 38.1 91.0 94.2: 9.0 5.8
Other: 100.0: 18.8 19.8 27.7 43.7 37.4 90.3 84.9: 9.7 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 767: 135 176 217 386 369 658 638:
Old : 525: 101 84 80 248 207 384 336:
Other: 742: 136 164 191 345 354 597 600:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 9.7 17.6 17.1 8.1 6.0 12.7 9.5
Old : 12.4 14.2 21.1 24.3 8.1 9.4 12.9 15.1
Other: 10.4 9.8 17.9 16.9 9.6 7.2 15.5 10.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 4,367: 820 215 258 1,126 2,647 2,204 3,120: 2,163 1,247
Old : 4,302: 883 215 195 1,126 2,647 2,204 3,057: 2,098 1,245
Other: 65: 0 63 0 0 0 0 63: 65 2
: : :
: : Changes in Commitments from: August 8, 2023 :
: -187: -30 71 -20 -95 -200 -145 -150: -42 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 4.9 5.9 25.8 60.6 50.5 71.5: 49.5 28.5
Old : 100.0: 20.5 5.0 4.5 26.2 61.5 51.2 71.1: 48.8 28.9
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 3 7 9 16 14:
Old : 22: 8 2 3 7 9 16 14:
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 : 27.3 50.6 39.5 61.4 18.7 46.1 29.2 53.6
Old : 27.7 51.3 40.1 61.9 19.0 46.8 30.2 54.4
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 with Delta-adjusted Options and Futures Combined, 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 : 817,683: 127,178 68,487 240,563 400,797 433,065 768,537 742,115: 49,146 75,569
Old : 790,421: 125,413 70,831 227,706 390,493 420,489 743,612 719,026: 46,809 71,395
Other: 27,263: 11,185 7,076 3,436 10,304 12,577 24,926 23,089: 2,337 4,174
: : :
: : Changes in Commitments from: August 8, 2023 :
: 15,453: -11,831 5,870 9,620 18,007 -2,301 15,797 13,189: -344 2,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 8.4 29.4 49.0 53.0 94.0 90.8: 6.0 9.2
Old : 100.0: 15.9 9.0 28.8 49.4 53.2 94.1 91.0: 5.9 9.0
Other: 100.0: 41.0 26.0 12.6 37.8 46.1 91.4 84.7: 8.6 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 552: 144 127 179 194 235 438 453:
Old : 552: 140 134 178 193 235 436 453:
Other: 187: 29 28 15 39 110 74 147:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 13.5 20.3 22.8 9.7 9.7 14.9 14.9
Old : 12.2 13.7 20.8 23.1 10.3 9.9 15.6 15.1
Other: 39.6 30.0 59.0 45.5 38.5 27.7 55.4 42.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 560,046: 95,331 46,154 149,623 279,621 338,644 524,575 534,421: 35,472 25,625
Old : 98,013: 20,340 13,029 22,391 51,396 57,945 94,127 93,365: 3,885 4,648
Other: 462,034: 92,039 50,173 110,184 228,224 280,699 430,447 441,056: 31,586 20,978
: : :
: : Changes in Commitments from: August 8, 2023 :
: 7,488: 598 -880 7,880 -1,547 1,205 6,930 8,204: 558 -716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 8.2 26.7 49.9 60.5 93.7 95.4: 6.3 4.6
Old : 100.0: 20.8 13.3 22.8 52.4 59.1 96.0 95.3: 4.0 4.7
Other: 100.0: 19.9 10.9 23.8 49.4 60.8 93.2 95.5: 6.8 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 98 56 97 100 109 251 226:
Old : 173: 44 30 27 59 67 113 114:
Other: 291: 92 59 90 91 104 234 216:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 19.4 23.6 30.4 7.9 13.7 12.5 20.6
Old : 32.4 22.4 48.5 34.6 30.4 18.8 41.6 27.5
Other: 13.2 21.7 22.9 32.5 9.7 15.5 15.4 22.8
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,568,310: 84,314 273,672 146,389 1,121,231 974,493 1,351,933 1,394,554: 216,376 173,756
Old : 1,568,310: 84,314 273,672 146,389 1,121,231 974,493 1,351,933 1,394,554: 216,376 173,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2023 :
: 57,880: 12,948 -3,731 13,710 27,918 39,995 54,577 49,974: 3,303 7,906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 17.5 9.3 71.5 62.1 86.2 88.9: 13.8 11.1
Old : 100.0: 5.4 17.5 9.3 71.5 62.1 86.2 88.9: 13.8 11.1
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 : 198: 30 29 40 116 109 166 158:
Old : 198: 30 29 40 116 109 166 158:
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 : 22.2 23.1 34.5 31.8 20.5 19.0 31.5 26.2
Old : 22.2 23.1 34.5 31.8 20.5 19.0 31.5 26.2
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, 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 : 1,625,530: 87,460 534,724 61,151 1,296,340 895,118 1,444,951 1,490,993: 180,579 134,537
Old : 1,625,530: 87,460 534,724 61,151 1,296,340 895,118 1,444,951 1,490,993: 180,579 134,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2023 :
: 62,983: 789 1,371 50,389 5,162 6,208 56,341 57,969: 6,642 5,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 32.9 3.8 79.7 55.1 88.9 91.7: 11.1 8.3
Old : 100.0: 5.4 32.9 3.8 79.7 55.1 88.9 91.7: 11.1 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 : 175: 17 26 18 110 85 139 117:
Old : 175: 17 26 18 110 85 139 117:
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 53.1 20.2 34.8 32.1 45.8
Old : 21.5 37.8 36.9 53.1 20.2 34.8 32.1 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 with Delta-adjusted Options and Futures Combined, 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 : 536,935: 106,189 24,348 169,666 210,856 313,478 486,711 507,492: 50,224 29,443
Old : 82,555: 39,934 3,432 12,862 22,075 60,552 74,871 76,846: 7,684 5,709
Other: 454,380: 101,257 55,917 121,803 188,781 252,926 411,841 430,646: 42,540 23,734
: : :
: : Changes in Commitments from: August 8, 2023 :
: -1,243: -11,990 5,454 -2,519 17,102 -3,744 2,593 -809: -3,835 -434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 4.5 31.6 39.3 58.4 90.6 94.5: 9.4 5.5
Old : 100.0: 48.4 4.2 15.6 26.7 73.3 90.7 93.1: 9.3 6.9
Other: 100.0: 22.3 12.3 26.8 41.5 55.7 90.6 94.8: 9.4 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 97 43 101 118 115 264 229:
Old : 189: 53 22 28 68 72 133 110:
Other: 288: 84 61 92 108 109 247 216:
:----------------------------------------------------------------------------------------------------
: 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 26.6 19.0 36.5 9.4 24.3 15.6 31.6
Old : 26.9 38.4 39.3 51.8 26.9 37.4 37.3 48.9
Other: 11.5 24.9 20.7 35.6 11.1 22.3 18.2 30.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 10,896: 4,486 510 1,014 3,190 8,503 8,690 10,027: 2,206 869
Old : 10,894: 4,486 510 1,014 3,189 8,503 8,689 10,027: 2,205 867
Other: 2: 0 0 0 1 0 1 0: 1 2
: : :
: : Changes in Commitments from: August 8, 2023 :
: -200: 38 -22 -106 86 -80 19 -208: -219 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 4.7 9.3 29.3 78.0 79.8 92.0: 20.2 8.0
Old : 100.0: 41.2 4.7 9.3 29.3 78.0 79.8 92.0: 20.2 8.0
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 : 57: 23 8 8 17 18 45 30:
Old : 57: 23 8 8 17 18 45 30:
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 : 30.6 60.1 46.3 72.6 29.9 59.4 42.4 71.0
Old : 30.6 60.1 46.3 72.6 29.9 59.4 42.4 71.0
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 with Delta-adjusted Options and Futures Combined, 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 : 3,869,753: 373,889 1,490,455 88,665 3,120,393 2,132,026 3,582,947 3,711,147: 286,806 158,606
Old : 3,869,753: 373,889 1,490,455 88,665 3,120,393 2,132,026 3,582,947 3,711,147: 286,806 158,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2023 :
: 69,298: 4,156 19,124 -11,301 44,079 55,621 36,934 63,444: 32,364 5,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 38.5 2.3 80.6 55.1 92.6 95.9: 7.4 4.1
Old : 100.0: 9.7 38.5 2.3 80.6 55.1 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 : 433: 92 51 45 232 178 346 252:
Old : 433: 92 51 45 232 178 346 252:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 37.8 35.5 54.8 25.3 37.4 33.0 54.4
Old : 26.6 37.8 35.5 54.8 25.3 37.4 33.0 54.4
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, 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 : 5,652,946: 463,982 1,263,668 526,869 4,200,195 3,432,242 5,191,045 5,222,780: 461,900 430,166
Old : 5,652,946: 463,982 1,263,668 526,869 4,200,195 3,432,242 5,191,045 5,222,780: 461,900 430,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2023 :
: 38,909: -18,670 45,482 -13,499 50,419 -3,511 18,250 28,473: 20,658 10,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 22.4 9.3 74.3 60.7 91.8 92.4: 8.2 7.6
Old : 100.0: 8.2 22.4 9.3 74.3 60.7 91.8 92.4: 8.2 7.6
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 : 432: 71 77 81 246 209 364 320:
Old : 432: 71 77 81 246 209 364 320:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 18.4 35.4 27.6 22.2 16.8 31.0 24.8
Old : 23.8 18.4 35.4 27.6 22.2 16.8 31.0 24.8
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, 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 : 1,847,759: 230,163 367,501 32,052 1,416,249 1,181,091 1,678,464 1,580,644: 169,294 267,115
Old : 1,847,759: 230,163 367,501 32,052 1,416,249 1,181,091 1,678,464 1,580,644: 169,294 267,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2023 :
: 41,545: 26,205 13,604 199 13,711 30,942 40,116 44,746: 1,430 -3,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 19.9 1.7 76.6 63.9 90.8 85.5: 9.2 14.5
Old : 100.0: 12.5 19.9 1.7 76.6 63.9 90.8 85.5: 9.2 14.5
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 : 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 6,114,630: 372,836 1,643,854 338,005 4,981,522 3,793,430 5,692,363 5,775,289: 422,267 339,340
Old : 6,114,630: 372,836 1,643,854 338,005 4,981,522 3,793,430 5,692,363 5,775,289: 422,267 339,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2023 :
: 39,712: 4,304 -20,009 23,675 -16,881 43,134 11,098 46,800: 28,613 -7,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 26.9 5.5 81.5 62.0 93.1 94.5: 6.9 5.5
Old : 100.0: 6.1 26.9 5.5 81.5 62.0 93.1 94.5: 6.9 5.5
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 : 411: 70 60 58 230 206 330 294:
Old : 411: 70 60 58 230 206 330 294:
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 : 27.7 21.6 37.1 32.9 25.9 21.2 32.8 32.1
Old : 27.7 21.6 37.1 32.9 25.9 21.2 32.8 32.1
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, 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 with Delta-adjusted Options and Futures Combined, 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 : 104,237: 32,257 35,478 3,631 53,918 51,034 89,806 90,143: 14,431 14,094
Old : 104,237: 32,257 35,478 3,631 53,918 51,034 89,806 90,143: 14,431 14,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2023 :
: -2,349: -770 6,482 -879 -785 -6,129 -2,434 -526: 85 -1,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 34.0 3.5 51.7 49.0 86.2 86.5: 13.8 13.5
Old : 100.0: 30.9 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 46.5 60.1 35.5 41.7 46.5 58.8
Old : 35.5 41.9 46.5 60.1 35.5 41.7 46.5 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 with Delta-adjusted Options and Futures Combined, 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 : 104,237: 32,257 35,478 3,631 53,918 51,034 89,806 90,143: 14,431 14,094
Old : 104,237: 32,257 35,478 3,631 53,918 51,034 89,806 90,143: 14,431 14,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2023 :
: -2,349: -770 6,482 -879 -785 -6,129 -2,434 -526: 85 -1,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 34.0 3.5 51.7 49.0 86.2 86.5: 13.8 13.5
Old : 100.0: 30.9 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 46.5 60.1 35.5 41.7 46.5 58.8
Old : 35.5 41.9 46.5 60.1 35.5 41.7 46.5 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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