WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 446,632: 95,512 153,833 158,736 151,311 97,314 405,559 409,882: 41,074 36,750
Old : 404,531: 97,588 152,172 134,822 134,128 85,969 366,537 372,963: 37,994 31,569
Other: 42,101: 14,672 18,408 7,167 17,183 11,345 39,021 36,920: 3,080 5,181
: : :
: : Changes in Commitments from: August 29, 2023 :
: 22,973: 6,249 3,201 14,887 1,425 7,003 22,560 25,091: 412 -2,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 34.4 35.5 33.9 21.8 90.8 91.8: 9.2 8.2
Old : 100.0: 24.1 37.6 33.3 33.2 21.3 90.6 92.2: 9.4 7.8
Other: 100.0: 34.8 43.7 17.0 40.8 26.9 92.7 87.7: 7.3 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 401: 139 110 145 123 108 323 310:
Old : 397: 135 115 140 122 105 318 303:
Other: 157: 31 34 31 46 62 96 110:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.9 11.4 19.4 20.1 8.7 9.9 14.3 15.9
Old : 11.4 12.0 20.1 21.2 9.1 10.7 14.4 17.3
Other: 26.1 26.7 40.2 41.8 25.6 25.8 37.4 37.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 209,439: 50,616 62,622 58,913 79,864 66,055 189,393 187,590: 20,047 21,849
Old : 197,254: 53,656 63,995 50,062 74,831 63,302 178,548 177,359: 18,706 19,895
Other: 12,185: 4,525 6,192 1,286 5,033 2,753 10,844 10,231: 1,341 1,954
: : :
: : Changes in Commitments from: August 29, 2023 :
: 10,276: 2,169 4,203 5,755 1,557 1,501 9,481 11,459: 796 -1,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 29.9 28.1 38.1 31.5 90.4 89.6: 9.6 10.4
Old : 100.0: 27.2 32.4 25.4 37.9 32.1 90.5 89.9: 9.5 10.1
Other: 100.0: 37.1 50.8 10.6 41.3 22.6 89.0 84.0: 11.0 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 62 52 66 71 83 165 177:
Old : 220: 58 58 64 70 81 161 175:
Other: 93: 23 16 13 29 40 55 66:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 18.7 29.4 31.3 13.3 16.6 21.4 25.1
Old : 19.5 19.7 30.4 33.1 16.0 17.6 24.4 26.6
Other: 28.9 49.5 47.5 58.9 27.4 49.5 40.9 56.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 1,604,578: 260,007 320,234 470,126 703,608 605,064 1,433,741 1,395,424: 170,837 209,154
Old : 1,508,344: 267,466 329,114 416,009 662,417 572,038 1,345,892 1,317,161: 162,452 191,183
Other: 96,234: 35,728 34,307 10,930 41,191 33,026 87,848 78,263: 8,386 17,971
: : :
: : Changes in Commitments from: August 29, 2023 :
: 22,492: 4,194 18,466 19,304 -4,840 -5,923 18,658 31,847: 3,834 -9,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 20.0 29.3 43.9 37.7 89.4 87.0: 10.6 13.0
Old : 100.0: 17.7 21.8 27.6 43.9 37.9 89.2 87.3: 10.8 12.7
Other: 100.0: 37.1 35.6 11.4 42.8 34.3 91.3 81.3: 8.7 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 764: 153 156 212 367 360 638 625:
Old : 764: 152 166 206 366 357 631 622:
Other: 326: 52 45 25 82 181 146 240:
:----------------------------------------------------------------------------------------------------
: 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 : 8.5 9.8 15.3 16.5 7.9 6.9 13.5 10.6
Old : 8.9 10.0 16.0 16.7 8.3 7.2 14.2 11.0
Other: 23.3 32.1 37.2 41.4 23.3 30.9 36.5 38.6
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 11,804: 1,926 3,175 4,980 3,258 1,215 10,165 9,369: 1,640 2,435
Old : 11,804: 1,926 3,175 4,980 3,258 1,215 10,165 9,369: 1,640 2,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2023 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 26.9 42.2 27.6 10.3 86.1 79.4: 13.9 20.6
Old : 100.0: 16.3 26.9 42.2 27.6 10.3 86.1 79.4: 13.9 20.6
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 : 20: 2 6 6 8 7 14 15:
Old : 20: 2 6 6 8 7 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 59.1 72.4 73.1 29.1 25.2 39.8 33.7
Old : 56.3 59.1 72.4 73.1 29.1 25.2 39.8 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 4,363: 1,355 66 145 842 2,830 2,342 3,041: 2,021 1,322
Old : 4,277: 1,409 66 89 842 2,830 2,340 2,985: 1,937 1,292
Other: 86: 0 54 2 0 0 2 56: 84 30
: : :
: : Changes in Commitments from: August 29, 2023 :
: -262: -23 -25 -18 -156 42 -197 -2: -65 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 1.5 3.3 19.3 64.9 53.7 69.7: 46.3 30.3
Old : 100.0: 33.0 1.5 2.1 19.7 66.2 54.7 69.8: 45.3 30.2
Other: 100.0: 0.0 62.8 2.3 0.0 0.0 2.3 65.1: 97.7 34.9
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 11 1 2 7 8 18 11:
Old : 23: 11 1 2 7 8 18 11:
Other: 1: 0 1 1 0 0 1 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 : 21.1 56.5 33.5 65.5 17.2 47.9 28.4 55.8
Old : 21.5 57.7 34.1 66.8 17.5 48.9 29.6 56.9
Other: 2.3 65.1 2.3 65.1 0.0 62.8 0.0 62.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 875,032: 149,091 66,316 253,539 415,841 478,037 818,471 797,892: 56,561 77,139
Old : 839,606: 148,278 68,602 235,774 402,014 463,105 786,066 767,481: 53,539 72,125
Other: 35,426: 14,446 11,347 4,132 13,827 14,931 32,405 30,411: 3,021 5,015
: : :
: : Changes in Commitments from: August 29, 2023 :
: 18,974: -4,270 5,310 15,595 8,021 -2,417 19,346 18,488: -371 487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 7.6 29.0 47.5 54.6 93.5 91.2: 6.5 8.8
Old : 100.0: 17.7 8.2 28.1 47.9 55.2 93.6 91.4: 6.4 8.6
Other: 100.0: 40.8 32.0 11.7 39.0 42.1 91.5 85.8: 8.5 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 603: 166 129 203 205 251 472 500:
Old : 601: 167 133 200 203 250 467 498:
Other: 228: 29 50 22 44 126 83 189:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 13.7 19.4 22.8 9.7 9.9 14.2 14.8
Old : 11.2 14.2 19.4 23.3 10.1 10.1 14.8 15.0
Other: 43.8 21.5 59.3 37.0 42.9 21.5 55.2 35.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 22,586: 16,357 1,505 120 6 9,517 16,483 11,142: 6,103 11,444
Old : 20,090: 14,750 1,503 118 6 7,571 14,874 9,192: 5,216 10,898
Other: 2,496: 1,607 2 2 0 1,946 1,609 1,950: 887 546
: : :
: : Changes in Commitments from: August 29, 2023 :
: -427: 311 1 -114 2 -6 199 -119: -626 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 6.7 0.5 0.0 42.1 73.0 49.3: 27.0 50.7
Old : 100.0: 73.4 7.5 0.6 0.0 37.7 74.0 45.8: 26.0 54.2
Other: 100.0: 64.4 0.1 0.1 0.0 78.0 64.5 78.1: 35.5 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 7 3 3 3 16 10 22:
Old : 25: 6 3 1 3 16 9 20:
Other: 18: 3 1 2 0 14 3 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 29.2 73.0 37.2 66.3 29.2 72.4 37.2
Old : 68.9 23.7 74.0 32.5 68.9 23.7 73.4 32.5
Other: 64.5 74.9 64.5 76.8 64.4 74.9 64.4 76.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 512,253: 103,745 48,569 121,261 251,751 317,232 476,757 487,062: 35,496 25,191
Old : 498,165: 109,099 48,683 111,891 242,786 312,954 463,776 473,528: 34,389 24,637
Other: 14,088: 1,654 6,894 2,362 8,965 4,278 12,981 13,534: 1,107 554
: : :
: : Changes in Commitments from: August 29, 2023 :
: -13,195: -770 -563 -1,486 -11,362 -13,084 -13,618 -15,134: 423 1,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 9.5 23.7 49.1 61.9 93.1 95.1: 6.9 4.9
Old : 100.0: 21.9 9.8 22.5 48.7 62.8 93.1 95.1: 6.9 4.9
Other: 100.0: 11.7 48.9 16.8 63.6 30.4 92.1 96.1: 7.9 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 96 54 88 100 108 245 216:
Old : 294: 95 56 87 99 108 243 215:
Other: 52: 10 7 10 21 15 36 30:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 19.7 21.3 30.5 8.4 15.4 13.8 22.6
Old : 13.0 20.1 21.3 30.6 8.2 15.8 14.2 23.3
Other: 40.2 54.5 63.8 71.0 33.8 54.1 54.2 67.4
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 1,488,312: 79,537 272,984 92,146 1,111,763 967,550 1,283,445 1,332,680: 204,867 155,632
Old : 1,488,312: 79,537 272,984 92,146 1,111,763 967,550 1,283,445 1,332,680: 204,867 155,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2023 :
: 9,623: -1,922 2,743 -18,286 27,885 34,935 7,677 19,392: 1,946 -9,769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 18.3 6.2 74.7 65.0 86.2 89.5: 13.8 10.5
Old : 100.0: 5.3 18.3 6.2 74.7 65.0 86.2 89.5: 13.8 10.5
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 : 212: 29 33 36 124 119 172 169:
Old : 212: 29 33 36 124 119 172 169:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 21.6 37.3 32.3 23.1 18.7 34.7 26.5
Old : 24.6 21.6 37.3 32.3 23.1 18.7 34.7 26.5
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, September 05, 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 : 1,551,017: 84,965 464,493 12,434 1,279,191 922,399 1,376,590 1,399,326: 174,427 151,691
Old : 1,551,017: 84,965 464,493 12,434 1,279,191 922,399 1,376,590 1,399,326: 174,427 151,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2023 :
: -982: 1,755 -200 -12,262 14,835 7,490 4,328 -4,972: -5,310 3,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 29.9 0.8 82.5 59.5 88.8 90.2: 11.2 9.8
Old : 100.0: 5.5 29.9 0.8 82.5 59.5 88.8 90.2: 11.2 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 16 24 15 109 85 134 115:
Old : 172: 16 24 15 109 85 134 115:
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 : 22.5 33.4 39.3 48.2 21.4 32.8 34.9 43.7
Old : 22.5 33.4 39.3 48.2 21.4 32.8 34.9 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 494,519: 106,663 17,569 148,178 189,936 301,373 444,777 467,120: 49,742 27,399
Old : 488,286: 107,720 17,802 145,251 186,358 298,535 439,329 461,588: 48,958 26,699
Other: 6,232: 871 1,695 999 3,578 2,838 5,448 5,532: 784 700
: : :
: : Changes in Commitments from: August 29, 2023 :
: -8,102: -6,286 1,885 2,850 -4,398 -9,747 -7,834 -5,012: -269 -3,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 3.6 30.0 38.4 60.9 89.9 94.5: 10.1 5.5
Old : 100.0: 22.1 3.6 29.7 38.2 61.1 90.0 94.5: 10.0 5.5
Other: 100.0: 14.0 27.2 16.0 57.4 45.5 87.4 88.8: 12.6 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 93 38 86 112 114 244 212:
Old : 282: 97 38 86 112 114 244 212:
Other: 55: 16 9 14 23 13 47 29:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 28.6 20.4 40.7 9.1 26.4 15.7 34.8
Old : 11.7 28.8 20.5 40.7 9.1 26.9 15.7 35.3
Other: 34.4 44.2 55.0 66.0 33.0 35.4 48.1 52.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 12,687: 5,368 664 490 4,183 10,831 10,041 11,985: 2,646 702
Old : 12,409: 5,368 664 490 3,909 10,578 9,767 11,732: 2,642 677
Other: 278: 0 0 0 274 253 274 253: 4 25
: : :
: : Changes in Commitments from: August 29, 2023 :
: 1,628: 859 -23 72 412 1,493 1,343 1,542: 285 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 5.2 3.9 33.0 85.4 79.1 94.5: 20.9 5.5
Old : 100.0: 43.3 5.3 3.9 31.5 85.2 78.7 94.5: 21.3 5.5
Other: 100.0: 0.0 0.0 0.0 98.6 91.0 98.6 91.0: 1.4 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 28 5 6 17 21 48 30:
Old : 65: 28 5 6 17 21 48 30:
Other: 2: 0 0 0 1 1 1 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 : 29.0 60.3 40.9 74.0 27.8 57.2 39.3 69.3
Old : 27.4 59.6 39.6 73.7 26.2 56.4 38.0 68.8
Other: 98.6 91.0 98.6 91.0 98.6 91.0 98.6 91.0
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 3,698,767: 344,693 1,553,665 77,158 3,019,607 1,913,187 3,441,459 3,544,010: 257,308 154,756
Old : 3,698,767: 344,693 1,553,665 77,158 3,019,607 1,913,187 3,441,459 3,544,010: 257,308 154,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2023 :
: -84,666: -27,430 17,834 -48,254 1,234 -50,658 -74,450 -81,078: -10,216 -3,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 42.0 2.1 81.6 51.7 93.0 95.8: 7.0 4.2
Old : 100.0: 9.3 42.0 2.1 81.6 51.7 93.0 95.8: 7.0 4.2
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 : 431: 91 46 41 236 169 345 238:
Old : 431: 91 46 41 236 169 345 238:
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 : 28.9 35.3 37.2 53.6 27.0 35.2 34.3 53.5
Old : 28.9 35.3 37.2 53.6 27.0 35.2 34.3 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 5,267,297: 443,703 1,233,662 411,621 3,974,566 3,208,522 4,829,890 4,853,804: 437,407 413,493
Old : 5,267,297: 443,703 1,233,662 411,621 3,974,566 3,208,522 4,829,890 4,853,804: 437,407 413,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2023 :
: -86,772: 25,991 20,302 8,904 -92,887 -105,628 -57,992 -76,422: -28,780 -10,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 23.4 7.8 75.5 60.9 91.7 92.1: 8.3 7.9
Old : 100.0: 8.4 23.4 7.8 75.5 60.9 91.7 92.1: 8.3 7.9
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 : 423: 69 74 82 239 205 354 315:
Old : 423: 69 74 82 239 205 354 315:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 17.7 36.8 28.8 23.2 16.2 31.8 25.6
Old : 25.2 17.7 36.8 28.8 23.2 16.2 31.8 25.6
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, September 05, 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 : 1,772,317: 206,129 383,250 26,105 1,360,518 1,091,641 1,592,752 1,500,996: 179,565 271,321
Old : 1,772,317: 206,129 383,250 26,105 1,360,518 1,091,641 1,592,752 1,500,996: 179,565 271,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2023 :
: -80,462: 20,943 13,545 -38,485 -62,827 -51,922 -80,369 -76,862: -93 -3,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 21.6 1.5 76.8 61.6 89.9 84.7: 10.1 15.3
Old : 100.0: 11.6 21.6 1.5 76.8 61.6 89.9 84.7: 10.1 15.3
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 : 177: 19 25 13 95 102 120 134:
Old : 177: 19 25 13 95 102 120 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 29.1 47.1 39.7 33.6 25.2 43.6 34.6
Old : 34.1 29.1 47.1 39.7 33.6 25.2 43.6 34.6
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, September 05, 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 : 7,177: 2,338 1,700 3,864 59 0 6,261 5,564: 916 1,613
Old : 7,177: 2,338 1,700 3,864 59 0 6,261 5,564: 916 1,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2023 :
: 855: -403 49 1,368 -131 -525 834 892: 21 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 23.7 53.8 0.8 0.0 87.2 77.5: 12.8 22.5
Old : 100.0: 32.6 23.7 53.8 0.8 0.0 87.2 77.5: 12.8 22.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 6 17 2 1 0 8 19:
Old : 25: 6 17 2 1 0 8 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 : 84.5 68.8 87.2 72.3 31.6 16.9 33.4 19.8
Old : 84.5 68.8 87.2 72.3 31.6 16.9 33.4 19.8
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, September 05, 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 : 5,705,544: 371,279 1,480,924 229,531 4,680,181 3,656,941 5,280,991 5,367,396: 424,553 338,149
Old : 5,705,544: 371,279 1,480,924 229,531 4,680,181 3,656,941 5,280,991 5,367,396: 424,553 338,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2023 :
: 25,831: -8,058 90,517 -10,348 80,561 -50,133 62,154 30,036: -36,323 -4,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 26.0 4.0 82.0 64.1 92.6 94.1: 7.4 5.9
Old : 100.0: 6.5 26.0 4.0 82.0 64.1 92.6 94.1: 7.4 5.9
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 : 403: 64 61 54 216 197 309 283:
Old : 403: 64 61 54 216 197 309 283:
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 : 25.1 22.7 34.3 34.1 23.2 22.4 29.7 32.6
Old : 25.1 22.7 34.3 34.1 23.2 22.4 29.7 32.6
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, September 05, 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 : 1,352,672: 96,359 243,249 246,634 980,022 819,922 1,323,015 1,309,805: 29,657 42,867
Old : 1,352,672: 96,359 243,249 246,634 980,022 819,922 1,323,015 1,309,805: 29,657 42,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2023 :
: -336,253: 24,822 -77,597 -103,734 -250,738 -151,574 -329,650 -332,905: -6,603 -3,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 18.0 18.2 72.5 60.6 97.8 96.8: 2.2 3.2
Old : 100.0: 7.1 18.0 18.2 72.5 60.6 97.8 96.8: 2.2 3.2
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 : 137: 23 25 41 74 77 118 127:
Old : 137: 23 25 41 74 77 118 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 24.6 40.7 36.7 15.6 18.7 24.6 28.6
Old : 23.9 24.6 40.7 36.7 15.6 18.7 24.6 28.6
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, September 05, 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 : 93,954: 22,244 33,969 3,234 53,873 43,643 79,351 80,845: 14,603 13,109
Old : 93,954: 22,244 33,969 3,234 53,873 43,643 79,351 80,845: 14,603 13,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2023 :
: -3,033: -2,980 -1,256 742 -1,074 -3,118 -3,312 -3,632: 279 599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 36.2 3.4 57.3 46.5 84.5 86.0: 15.5 14.0
Old : 100.0: 23.7 36.2 3.4 57.3 46.5 84.5 86.0: 15.5 14.0
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 : 89: 26 17 11 30 27 60 51:
Old : 89: 26 17 11 30 27 60 51:
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 : 39.3 42.5 50.4 59.9 39.3 42.3 50.4 59.2
Old : 39.3 42.5 50.4 59.9 39.3 42.3 50.4 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 93,954: 22,244 33,969 3,234 53,873 43,643 79,351 80,845: 14,603 13,109
Old : 93,954: 22,244 33,969 3,234 53,873 43,643 79,351 80,845: 14,603 13,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2023 :
: -3,033: -2,980 -1,256 742 -1,074 -3,118 -3,312 -3,632: 279 599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 36.2 3.4 57.3 46.5 84.5 86.0: 15.5 14.0
Old : 100.0: 23.7 36.2 3.4 57.3 46.5 84.5 86.0: 15.5 14.0
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 : 89: 26 17 11 30 27 60 51:
Old : 89: 26 17 11 30 27 60 51:
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 : 39.3 42.5 50.4 59.9 39.3 42.3 50.4 59.2
Old : 39.3 42.5 50.4 59.9 39.3 42.3 50.4 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 42,486: 380 3,470 0 39,751 37,937 40,131 41,407: 2,355 1,079
Old : 42,486: 380 3,470 0 39,751 37,937 40,131 41,407: 2,355 1,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2023 :
: 558: 30 734 0 71 -206 101 528: 457 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 8.2 0.0 93.6 89.3 94.5 97.5: 5.5 2.5
Old : 100.0: 0.9 8.2 0.0 93.6 89.3 94.5 97.5: 5.5 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 5 0 27 11 28 16:
Old : 40: 1 5 0 27 11 28 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 72.0 63.0 89.2 37.1 72.0 59.9 88.0
Old : 39.6 72.0 63.0 89.2 37.1 72.0 59.9 88.0
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, September 05, 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 : 62,372: 12,140 18,731 932 49,022 42,599 62,094 62,262: 278 110
Old : 62,372: 12,140 18,731 932 49,022 42,599 62,094 62,262: 278 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2023 :
: 995: 983 934 -43 65 108 1,005 999: -10 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 30.0 1.5 78.6 68.3 99.6 99.8: 0.4 0.2
Old : 100.0: 19.5 30.0 1.5 78.6 68.3 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 21 11 6 7 2 31 16:
Old : 40: 21 11 6 7 2 31 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.9 87.9 90.9 98.1 83.8 87.9 90.4 97.2
Old : 83.9 87.9 90.9 98.1 83.8 87.9 90.4 97.2
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, September 05, 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 : 74,367: 21,585 19,338 52,779 0 2,226 74,364 74,343: 3 24
Old : 74,367: 21,585 19,338 52,779 0 2,226 74,364 74,343: 3 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2023 :
: -252: -252 -252 0 0 0 -252 -252: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 26.0 71.0 0.0 3.0 100.0 100.0: 0.0 0.0
Old : 100.0: 29.0 26.0 71.0 0.0 3.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 10 10 4 0 1 13 12:
Old : 21: 10 10 4 0 1 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.3 95.2 94.2 99.4 19.5 27.2 28.8 28.6
Old : 77.3 95.2 94.2 99.4 19.5 27.2 28.8 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 21,734: 18,153 11,254 3,581 0 6,837 21,734 21,672: 0 62
Old : 21,734: 18,153 11,254 3,581 0 6,837 21,734 21,672: 0 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2023 :
: -458: -501 -5 43 0 -496 -458 -458: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 51.8 16.5 0.0 31.5 100.0 99.7: 0.0 0.3
Old : 100.0: 83.5 51.8 16.5 0.0 31.5 100.0 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 : 79.8 62.8 99.3 81.3 69.2 56.8 83.5 72.2
Old : 79.8 62.8 99.3 81.3 69.2 56.8 83.5 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 8, 2023