WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 482,449: 103,048 175,067 177,126 155,623 92,894 435,796 445,087: 46,653 37,363
Old : 437,667: 104,626 171,574 152,449 137,303 81,997 394,377 406,019: 43,290 31,648
Other: 44,782: 16,191 21,262 6,909 18,320 10,897 41,419 39,067: 3,363 5,715
: : :
: : Changes in Commitments from: September 12, 2023 :
: 13,246: 6,287 13,780 4,647 -788 -4,424 10,146 14,003: 3,100 -756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 36.3 36.7 32.3 19.3 90.3 92.3: 9.7 7.7
Old : 100.0: 23.9 39.2 34.8 31.4 18.7 90.1 92.8: 9.9 7.2
Other: 100.0: 36.2 47.5 15.4 40.9 24.3 92.5 87.2: 7.5 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 413: 146 118 136 127 103 336 301:
Old : 409: 143 120 129 126 100 329 294:
Other: 157: 28 38 29 46 62 93 113:
:----------------------------------------------------------------------------------------------------
: 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 10.8 18.6 20.3 7.4 10.3 12.8 17.3
Old : 11.2 11.3 19.3 21.6 7.8 10.9 12.9 18.7
Other: 25.5 28.9 38.8 41.8 25.2 28.9 36.4 39.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 217,113: 52,831 65,311 60,081 84,226 70,064 197,138 195,456: 19,975 21,657
Old : 202,560: 56,939 67,634 48,831 78,536 66,438 184,307 182,903: 18,253 19,656
Other: 14,554: 5,469 7,254 1,672 5,690 3,626 12,831 12,552: 1,722 2,001
: : :
: : Changes in Commitments from: September 12, 2023 :
: 2,998: 1,908 906 -487 898 3,048 2,319 3,467: 679 -469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 30.1 27.7 38.8 32.3 90.8 90.0: 9.2 10.0
Old : 100.0: 28.1 33.4 24.1 38.8 32.8 91.0 90.3: 9.0 9.7
Other: 100.0: 37.6 49.8 11.5 39.1 24.9 88.2 86.2: 11.8 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 63 58 65 75 91 172 185:
Old : 232: 61 61 61 72 87 164 181:
Other: 102: 22 17 14 34 45 62 71:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 17.1 30.3 29.3 14.7 15.3 23.3 23.9
Old : 20.5 18.2 32.1 31.3 17.7 16.4 27.1 26.0
Other: 29.8 51.1 47.4 61.4 27.8 51.1 41.2 58.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 1,676,086: 247,392 370,541 503,210 750,828 589,057 1,501,430 1,462,807: 174,656 213,279
Old : 1,569,017: 255,501 377,602 443,875 704,938 554,289 1,404,313 1,375,766: 164,704 193,252
Other: 107,069: 38,804 39,852 12,422 45,890 34,767 97,116 87,042: 9,952 20,027
: : :
: : Changes in Commitments from: September 12, 2023 :
: 10,167: 2,315 19,688 -2,434 12,981 -6,139 12,862 11,116: -2,695 -949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 22.1 30.0 44.8 35.1 89.6 87.3: 10.4 12.7
Old : 100.0: 16.3 24.1 28.3 44.9 35.3 89.5 87.7: 10.5 12.3
Other: 100.0: 36.2 37.2 11.6 42.9 32.5 90.7 81.3: 9.3 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 778: 150 175 215 384 351 661 630:
Old : 778: 145 188 206 383 344 654 620:
Other: 335: 61 44 26 83 184 153 247:
:----------------------------------------------------------------------------------------------------
: 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 : 7.7 9.5 14.2 16.1 6.9 6.8 12.3 10.6
Old : 8.0 9.6 14.8 15.8 7.3 6.8 13.0 10.9
Other: 21.8 33.7 35.1 42.4 21.8 32.3 34.2 39.8
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 12,233: 2,389 3,454 4,961 3,265 1,239 10,615 9,654: 1,618 2,579
Old : 12,233: 2,389 3,454 4,961 3,265 1,239 10,615 9,654: 1,618 2,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2023 :
: 452: 349 287 65 39 24 453 376: -1 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 28.2 40.6 26.7 10.1 86.8 78.9: 13.2 21.1
Old : 100.0: 19.5 28.2 40.6 26.7 10.1 86.8 78.9: 13.2 21.1
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 : 21: 2 7 6 8 7 14 16:
Old : 21: 2 7 6 8 7 14 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 : 57.7 56.4 73.3 70.7 31.8 24.5 42.3 33.6
Old : 57.7 56.4 73.3 70.7 31.8 24.5 42.3 33.6
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 19, 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 : 4,561: 1,361 112 180 1,183 3,088 2,724 3,379: 1,837 1,182
Old : 4,469: 1,413 112 123 1,183 3,088 2,719 3,322: 1,750 1,147
Other: 92: 0 52 5 0 0 5 57: 87 35
: : :
: : Changes in Commitments from: September 12, 2023 :
: -203: -90 112 28 108 -177 46 -37: -250 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 2.5 3.9 25.9 67.7 59.7 74.1: 40.3 25.9
Old : 100.0: 31.6 2.5 2.7 26.5 69.1 60.8 74.3: 39.2 25.7
Other: 100.0: 0.0 56.5 5.4 0.0 0.0 5.4 62.0: 94.6 38.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 11 1 2 9 7 20 10:
Old : 23: 11 1 2 9 7 20 10:
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 : 23.3 55.6 36.3 70.1 18.3 49.5 30.0 57.6
Old : 23.7 56.7 36.9 71.6 18.6 50.6 31.1 58.8
Other: 5.4 62.0 5.4 62.0 0.0 56.5 0.0 56.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 955,446: 124,336 73,354 325,489 450,401 478,398 900,225 877,242: 55,221 78,204
Old : 913,701: 128,263 76,510 302,462 430,833 462,107 861,558 841,080: 52,142 72,621
Other: 41,746: 14,147 14,918 4,953 19,568 16,291 38,667 36,162: 3,078 5,584
: : :
: : Changes in Commitments from: September 12, 2023 :
: 49,591: -23,042 2,558 45,689 29,155 -432 51,801 47,814: -2,210 1,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 7.7 34.1 47.1 50.1 94.2 91.8: 5.8 8.2
Old : 100.0: 14.0 8.4 33.1 47.2 50.6 94.3 92.1: 5.7 7.9
Other: 100.0: 33.9 35.7 11.9 46.9 39.0 92.6 86.6: 7.4 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 601: 157 143 219 226 248 495 512:
Old : 599: 148 156 213 224 247 490 507:
Other: 237: 40 48 25 55 123 103 189:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 12.8 20.5 21.5 8.1 8.3 12.5 12.1
Old : 11.8 13.0 20.6 22.0 8.3 8.5 12.8 12.3
Other: 40.1 20.0 54.4 32.0 39.4 19.1 49.8 30.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 21,645: 16,016 1,410 144 8 9,213 16,168 10,767: 5,477 10,878
Old : 19,103: 14,856 1,408 143 8 7,234 15,007 8,785: 4,096 10,318
Other: 2,542: 1,160 2 1 0 1,979 1,161 1,982: 1,381 560
: : :
: : Changes in Commitments from: September 12, 2023 :
: -900: -515 -136 -72 0 -304 -587 -512: -313 -388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 6.5 0.7 0.0 42.6 74.7 49.7: 25.3 50.3
Old : 100.0: 77.8 7.4 0.7 0.0 37.9 78.6 46.0: 21.4 54.0
Other: 100.0: 45.6 0.1 0.0 0.0 77.9 45.7 78.0: 54.3 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 3 2 3 15 9 20:
Old : 24: 6 3 1 3 15 9 19:
Other: 16: 2 1 1 0 13 2 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 30.1 74.7 38.5 70.0 30.0 74.0 38.5
Old : 73.2 24.3 78.5 33.6 73.2 24.3 77.8 33.6
Other: 45.7 75.1 45.7 76.8 45.6 75.1 45.6 76.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 509,218: 96,078 44,795 141,425 238,663 300,166 476,165 486,386: 33,053 22,832
Old : 492,136: 103,517 47,466 127,006 229,811 295,721 460,334 470,194: 31,802 21,943
Other: 17,082: 4,471 9,239 2,508 8,852 4,445 15,831 16,192: 1,251 890
: : :
: : Changes in Commitments from: September 12, 2023 :
: -13,066: 1,767 -4,291 5,913 -20,242 -14,309 -12,562 -12,687: -505 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 8.8 27.8 46.9 58.9 93.5 95.5: 6.5 4.5
Old : 100.0: 21.0 9.6 25.8 46.7 60.1 93.5 95.5: 6.5 4.5
Other: 100.0: 26.2 54.1 14.7 51.8 26.0 92.7 94.8: 7.3 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 98 50 93 101 108 243 221:
Old : 292: 97 52 92 100 108 241 220:
Other: 61: 14 12 10 23 17 42 35:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 19.8 20.2 31.0 8.5 16.0 14.6 23.5
Old : 11.5 20.3 20.3 30.7 8.4 16.5 14.8 24.3
Other: 38.5 57.9 62.9 73.3 33.3 53.2 53.2 65.6
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 1,518,163: 73,545 268,854 89,960 1,156,537 1,008,413 1,320,041 1,367,228: 198,122 150,936
Old : 1,518,163: 73,545 268,854 89,960 1,156,537 1,008,413 1,320,041 1,367,228: 198,122 150,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2023 :
: 34,187: -4,917 -667 2,104 41,695 43,205 38,882 44,642: -4,695 -10,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 17.7 5.9 76.2 66.4 86.9 90.1: 13.1 9.9
Old : 100.0: 4.8 17.7 5.9 76.2 66.4 86.9 90.1: 13.1 9.9
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 : 219: 28 36 39 128 124 178 177:
Old : 219: 28 36 39 128 124 178 177:
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 : 26.0 21.5 38.6 32.9 24.5 19.0 36.0 27.1
Old : 26.0 21.5 38.6 32.9 24.5 19.0 36.0 27.1
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 19, 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 : 1,550,350: 75,948 470,721 10,782 1,280,863 928,454 1,367,593 1,409,957: 182,757 140,393
Old : 1,550,350: 75,948 470,721 10,782 1,280,863 928,454 1,367,593 1,409,957: 182,757 140,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2023 :
: 1,369: -6,061 9,567 -1,441 1,098 -7,512 -6,405 613: 7,774 756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 30.4 0.7 82.6 59.9 88.2 90.9: 11.8 9.1
Old : 100.0: 4.9 30.4 0.7 82.6 59.9 88.2 90.9: 11.8 9.1
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 : 174: 15 28 14 107 83 129 118:
Old : 174: 15 28 14 107 83 129 118:
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 : 23.2 34.2 40.2 48.4 22.1 34.0 36.2 44.6
Old : 23.2 34.2 40.2 48.4 22.1 34.0 36.2 44.6
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 19, 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 : 506,396: 100,052 16,804 144,289 214,720 316,642 459,061 477,735: 47,335 28,661
Old : 498,563: 101,892 17,133 139,983 210,517 313,627 452,392 470,743: 46,170 27,819
Other: 7,833: 1,173 2,684 1,292 4,204 3,015 6,668 6,991: 1,165 841
: : :
: : Changes in Commitments from: September 12, 2023 :
: 5,453: -6,664 -4,063 1,415 12,500 6,164 7,251 3,516: -1,798 1,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 3.3 28.5 42.4 62.5 90.7 94.3: 9.3 5.7
Old : 100.0: 20.4 3.4 28.1 42.2 62.9 90.7 94.4: 9.3 5.6
Other: 100.0: 15.0 34.3 16.5 53.7 38.5 85.1 89.3: 14.9 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 96 37 92 121 114 256 217:
Old : 287: 99 39 92 121 114 256 217:
Other: 65: 13 15 15 28 15 54 33:
:----------------------------------------------------------------------------------------------------
: 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 31.9 19.5 43.9 8.9 28.2 15.9 36.1
Old : 10.9 32.3 19.6 44.0 8.9 28.9 16.0 36.9
Other: 38.0 43.1 55.9 62.4 36.0 35.1 48.6 50.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 11,752: 3,834 621 872 4,852 9,452 9,558 10,945: 2,193 806
Old : 11,449: 3,833 621 872 4,559 9,182 9,264 10,675: 2,184 773
Other: 303: 1 0 0 293 270 294 270: 9 33
: : :
: : Changes in Commitments from: September 12, 2023 :
: -700: -281 -95 -61 -348 -619 -689 -775: -10 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 5.3 7.4 41.3 80.4 81.3 93.1: 18.7 6.9
Old : 100.0: 33.5 5.4 7.6 39.8 80.2 80.9 93.2: 19.1 6.8
Other: 100.0: 0.3 0.0 0.0 96.7 89.1 97.0 89.1: 3.0 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 26 3 8 18 16 45 26:
Old : 58: 26 3 8 18 16 45 26:
Other: 4: 1 0 0 1 2 2 2:
:----------------------------------------------------------------------------------------------------
: 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 : 29.9 61.8 43.4 75.7 29.2 57.3 40.4 70.3
Old : 28.2 61.1 42.0 75.3 27.4 56.4 38.9 69.8
Other: 97.0 89.1 97.0 89.1 97.0 89.1 97.0 89.1
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 3,806,739: 337,774 1,573,719 103,100 3,105,197 1,983,041 3,546,071 3,659,860: 260,668 146,879
Old : 3,806,739: 337,774 1,573,719 103,100 3,105,197 1,983,041 3,546,071 3,659,860: 260,668 146,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2023 :
: 107,263: 20,449 19,369 24,150 63,692 68,463 108,291 111,981: -1,027 -4,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 41.3 2.7 81.6 52.1 93.2 96.1: 6.8 3.9
Old : 100.0: 8.9 41.3 2.7 81.6 52.1 93.2 96.1: 6.8 3.9
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 : 451: 88 57 43 248 169 360 245:
Old : 451: 88 57 43 248 169 360 245:
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 : 27.0 35.2 35.2 53.1 24.9 35.1 32.5 52.9
Old : 27.0 35.2 35.2 53.1 24.9 35.1 32.5 52.9
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 19, 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 : 5,349,897: 475,916 1,192,067 453,625 3,983,567 3,311,646 4,913,108 4,957,338: 436,789 392,559
Old : 5,349,897: 475,916 1,192,067 453,625 3,983,567 3,311,646 4,913,108 4,957,338: 436,789 392,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2023 :
: 52,958: 23,905 -11,098 15,814 3,414 54,909 43,134 59,626: 9,825 -6,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 22.3 8.5 74.5 61.9 91.8 92.7: 8.2 7.3
Old : 100.0: 8.9 22.3 8.5 74.5 61.9 91.8 92.7: 8.2 7.3
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 : 435: 76 71 77 247 215 363 323:
Old : 435: 76 71 77 247 215 363 323:
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 : 24.7 18.9 35.9 29.9 22.9 17.4 30.9 27.1
Old : 24.7 18.9 35.9 29.9 22.9 17.4 30.9 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 1,826,122: 208,790 345,527 35,942 1,388,973 1,148,246 1,633,705 1,529,715: 192,417 296,407
Old : 1,826,122: 208,790 345,527 35,942 1,388,973 1,148,246 1,633,705 1,529,715: 192,417 296,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2023 :
: 44,661: -7,461 -17,157 5,347 44,448 37,656 42,334 25,846: 2,327 18,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 18.9 2.0 76.1 62.9 89.5 83.8: 10.5 16.2
Old : 100.0: 11.4 18.9 2.0 76.1 62.9 89.5 83.8: 10.5 16.2
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 : 173: 22 19 11 89 104 115 130:
Old : 173: 22 19 11 89 104 115 130:
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 : 34.8 28.6 48.3 40.3 34.6 24.9 44.5 34.0
Old : 34.8 28.6 48.3 40.3 34.6 24.9 44.5 34.0
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 19, 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 : 9,154: 4,034 2,241 3,989 215 552 8,238 6,782: 916 2,372
Old : 9,154: 4,034 2,241 3,989 215 552 8,238 6,782: 916 2,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2023 :
: 786: 873 460 -250 215 -9 838 201: -52 585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 24.5 43.6 2.3 6.0 90.0 74.1: 10.0 25.9
Old : 100.0: 44.1 24.5 43.6 2.3 6.0 90.0 74.1: 10.0 25.9
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 : 36: 7 27 2 1 1 9 29:
Old : 36: 7 27 2 1 1 9 29:
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 : 88.0 57.2 89.9 63.0 44.6 15.8 46.4 20.5
Old : 88.0 57.2 89.9 63.0 44.6 15.8 46.4 20.5
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 19, 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 : 5,864,023: 421,942 1,521,292 300,163 4,733,924 3,703,384 5,456,029 5,524,839: 407,994 339,184
Old : 5,864,023: 421,942 1,521,292 300,163 4,733,924 3,703,384 5,456,029 5,524,839: 407,994 339,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2023 :
: 149,339: 16,703 20,217 45,363 96,886 84,404 158,953 149,984: -9,614 -646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 25.9 5.1 80.7 63.2 93.0 94.2: 7.0 5.8
Old : 100.0: 7.2 25.9 5.1 80.7 63.2 93.0 94.2: 7.0 5.8
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 : 406: 65 65 54 220 196 315 285:
Old : 406: 65 65 54 220 196 315 285:
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 : 24.7 23.1 33.7 34.6 22.7 22.9 29.0 33.3
Old : 24.7 23.1 33.7 34.6 22.7 22.9 29.0 33.3
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 19, 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 : 1,465,422: 94,827 305,359 203,191 1,138,397 901,986 1,436,415 1,410,536: 29,007 54,886
Old : 1,465,422: 94,827 305,359 203,191 1,138,397 901,986 1,436,415 1,410,536: 29,007 54,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2023 :
: 7,161: -9,745 15,833 -23,768 47,343 5,972 13,830 -1,963: -6,669 9,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 20.8 13.9 77.7 61.6 98.0 96.3: 2.0 3.7
Old : 100.0: 6.5 20.8 13.9 77.7 61.6 98.0 96.3: 2.0 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 21 29 41 77 84 122 133:
Old : 141: 21 29 41 77 84 122 133:
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 : 25.7 21.5 42.1 33.8 17.6 18.6 26.7 28.4
Old : 25.7 21.5 42.1 33.8 17.6 18.6 26.7 28.4
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 19, 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 : 87,007: 19,017 36,785 2,968 52,112 34,824 74,096 74,577: 12,910 12,430
Old : 87,007: 19,017 36,785 2,968 52,112 34,824 74,096 74,577: 12,910 12,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2023 :
: -15,932: -3,771 1,097 -1,946 -8,527 -13,370 -14,244 -14,219: -1,688 -1,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 42.3 3.4 59.9 40.0 85.2 85.7: 14.8 14.3
Old : 100.0: 21.9 42.3 3.4 59.9 40.0 85.2 85.7: 14.8 14.3
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 : 95: 24 23 13 32 25 62 55:
Old : 95: 24 23 13 32 25 62 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 41.3 48.7 57.6 36.9 41.0 48.7 57.3
Old : 37.0 41.3 48.7 57.6 36.9 41.0 48.7 57.3
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 19, 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 : 87,007: 19,017 36,785 2,968 52,112 34,824 74,096 74,577: 12,910 12,430
Old : 87,007: 19,017 36,785 2,968 52,112 34,824 74,096 74,577: 12,910 12,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2023 :
: -15,932: -3,771 1,097 -1,946 -8,527 -13,370 -14,244 -14,219: -1,688 -1,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 42.3 3.4 59.9 40.0 85.2 85.7: 14.8 14.3
Old : 100.0: 21.9 42.3 3.4 59.9 40.0 85.2 85.7: 14.8 14.3
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 : 95: 24 23 13 32 25 62 55:
Old : 95: 24 23 13 32 25 62 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 41.3 48.7 57.6 36.9 41.0 48.7 57.3
Old : 37.0 41.3 48.7 57.6 36.9 41.0 48.7 57.3
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 19, 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 : 44,545: 931 1,990 0 41,230 41,533 42,161 43,523: 2,384 1,022
Old : 44,545: 931 1,990 0 41,230 41,533 42,161 43,523: 2,384 1,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2023 :
: -16,831: 551 -916 -13 -17,237 -15,854 -16,699 -16,783: -132 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 4.5 0.0 92.6 93.2 94.6 97.7: 5.4 2.3
Old : 100.0: 2.1 4.5 0.0 92.6 93.2 94.6 97.7: 5.4 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 4 0 28 13 30 17:
Old : 43: 2 4 0 28 13 30 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 : 39.3 68.9 61.9 89.1 37.4 68.9 58.9 87.3
Old : 39.3 68.9 61.9 89.1 37.4 68.9 58.9 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 66,654: 12,426 18,843 667 53,261 47,044 66,354 66,554: 300 100
Old : 66,654: 12,426 18,843 667 53,261 47,044 66,354 66,554: 300 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2023 :
: 1,462: 45 5 -67 1,540 1,613 1,518 1,551: -56 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 28.3 1.0 79.9 70.6 99.5 99.8: 0.5 0.2
Old : 100.0: 18.6 28.3 1.0 79.9 70.6 99.5 99.8: 0.5 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 : 37: 19 11 4 7 3 29 15:
Old : 37: 19 11 4 7 3 29 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 : 83.9 86.4 91.5 97.1 79.3 82.1 85.7 91.1
Old : 83.9 86.4 91.5 97.1 79.3 82.1 85.7 91.1
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, September 19, 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 : 71,841: 18,966 15,229 52,872 0 2,226 71,838 70,327: 3 1,514
Old : 71,841: 18,966 15,229 52,872 0 2,226 71,838 70,327: 3 1,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2023 :
: -693: -473 -1,963 -220 0 0 -693 -2,183: 0 1,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 21.2 73.6 0.0 3.1 100.0 97.9: 0.0 2.1
Old : 100.0: 26.4 21.2 73.6 0.0 3.1 100.0 97.9: 0.0 2.1
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 : 23: 11 11 4 0 1 13 14:
Old : 23: 11 11 4 0 1 13 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 : 79.6 92.7 95.0 97.0 18.7 22.9 26.2 23.8
Old : 79.6 92.7 95.0 97.0 18.7 22.9 26.2 23.8
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 19, 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 : 21,644: 17,493 10,676 4,151 0 6,759 21,644 21,586: 0 58
Old : 21,644: 17,493 10,676 4,151 0 6,759 21,644 21,586: 0 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2023 :
: -793: -442 -360 -351 0 -78 -793 -789: 0 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 49.3 19.2 0.0 31.2 100.0 99.7: 0.0 0.3
Old : 100.0: 80.8 49.3 19.2 0.0 31.2 100.0 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 : 76.7 58.5 99.0 78.4 66.7 53.1 80.8 69.9
Old : 76.7 58.5 99.0 78.4 66.7 53.1 80.8 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 22, 2023