WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 486,763: 104,856 178,463 176,281 160,885 94,646 442,022 449,390: 44,741 37,374
Old : 439,815: 110,150 176,944 146,620 141,552 84,804 398,323 408,368: 41,493 31,447
Other: 46,948: 17,121 23,934 7,245 19,333 9,842 43,699 41,022: 3,249 5,926
: : :
: : Changes in Commitments from: September 19, 2023 :
: 4,314: 1,809 3,396 -845 5,262 1,753 6,226 4,303: -1,912 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 36.7 36.2 33.1 19.4 90.8 92.3: 9.2 7.7
Old : 100.0: 25.0 40.2 33.3 32.2 19.3 90.6 92.8: 9.4 7.2
Other: 100.0: 36.5 51.0 15.4 41.2 21.0 93.1 87.4: 6.9 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 145 120 139 127 104 337 304:
Old : 412: 149 115 131 126 101 328 298:
Other: 160: 33 34 30 49 62 97 114:
:----------------------------------------------------------------------------------------------------
: 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 20.5 7.4 10.5 12.5 17.8
Old : 11.2 11.5 19.4 21.7 7.9 11.2 12.8 19.3
Other: 24.5 29.8 38.4 43.4 24.5 29.3 35.9 39.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 218,729: 51,557 68,842 63,289 83,833 64,234 198,679 196,365: 20,050 22,363
Old : 202,981: 56,107 71,392 51,284 77,429 60,112 184,820 182,788: 18,161 20,194
Other: 15,747: 5,755 7,755 1,700 6,404 4,122 13,859 13,578: 1,888 2,170
: : :
: : Changes in Commitments from: September 19, 2023 :
: 1,615: -1,274 3,531 3,208 -393 -5,830 1,541 909: 74 706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 31.5 28.9 38.3 29.4 90.8 89.8: 9.2 10.2
Old : 100.0: 27.6 35.2 25.3 38.1 29.6 91.1 90.1: 8.9 9.9
Other: 100.0: 36.5 49.2 10.8 40.7 26.2 88.0 86.2: 12.0 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 59 58 67 76 88 175 181:
Old : 229: 58 62 63 74 85 168 178:
Other: 103: 30 9 16 38 42 72 64:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 17.1 29.4 29.7 13.9 15.2 22.9 23.6
Old : 19.6 18.3 31.2 31.8 16.8 16.4 26.6 25.7
Other: 27.9 53.0 43.6 62.8 26.8 53.0 39.2 60.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 1,691,972: 249,399 395,631 486,080 779,325 598,941 1,514,803 1,480,652: 177,169 211,320
Old : 1,580,353: 256,772 400,041 426,444 730,148 563,653 1,413,364 1,390,138: 166,990 190,216
Other: 111,619: 39,430 42,393 12,833 49,177 35,289 101,440 90,514: 10,179 21,105
: : :
: : Changes in Commitments from: September 19, 2023 :
: 15,886: 2,007 25,090 -17,130 28,497 9,885 13,374 17,844: 2,512 -1,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 23.4 28.7 46.1 35.4 89.5 87.5: 10.5 12.5
Old : 100.0: 16.2 25.3 27.0 46.2 35.7 89.4 88.0: 10.6 12.0
Other: 100.0: 35.3 38.0 11.5 44.1 31.6 90.9 81.1: 9.1 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 778: 139 184 216 383 349 659 631:
Old : 778: 134 198 208 382 342 652 622:
Other: 333: 61 43 32 85 183 156 249:
:----------------------------------------------------------------------------------------------------
: 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 8.8 14.1 15.3 7.1 6.6 12.5 10.3
Old : 8.1 8.8 15.0 15.1 7.5 6.6 13.3 10.5
Other: 21.4 33.4 33.9 42.3 21.4 32.6 33.0 40.0
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 12,334: 2,462 3,477 4,949 3,349 1,264 10,760 9,690: 1,575 2,645
Old : 12,334: 2,462 3,477 4,949 3,349 1,264 10,760 9,690: 1,575 2,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2023 :
: 102: 73 23 -12 84 25 145 36: -43 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 28.2 40.1 27.2 10.2 87.2 78.6: 12.8 21.4
Old : 100.0: 20.0 28.2 40.1 27.2 10.2 87.2 78.6: 12.8 21.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 57.9 56.1 73.6 70.3 32.4 24.1 43.2 33.1
Old : 57.9 56.1 73.6 70.3 32.4 24.1 43.2 33.1
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 26, 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 : 4,356: 965 112 226 1,278 2,884 2,470 3,223: 1,886 1,133
Old : 4,264: 1,017 112 169 1,278 2,884 2,465 3,166: 1,799 1,098
Other: 92: 0 52 5 0 0 5 57: 87 35
: : :
: : Changes in Commitments from: September 19, 2023 :
: -205: -396 0 47 95 -203 -254 -157: 49 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 2.6 5.2 29.3 66.2 56.7 74.0: 43.3 26.0
Old : 100.0: 23.8 2.6 4.0 30.0 67.6 57.8 74.2: 42.2 25.8
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 : 20: 7 2 2 9 7 17 10:
Old : 20: 7 2 2 9 7 17 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 53.8 37.6 69.2 16.6 48.9 29.9 54.5
Old : 23.7 55.0 38.3 70.7 17.0 49.9 31.1 55.7
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 26, 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 : 946,573: 109,667 80,024 322,750 454,389 466,116 886,806 868,891: 59,767 77,682
Old : 899,136: 111,845 79,493 299,328 431,103 448,639 842,276 827,459: 56,859 71,677
Other: 47,437: 16,129 18,839 5,115 23,285 17,477 44,530 41,432: 2,908 6,006
: : :
: : Changes in Commitments from: September 19, 2023 :
: -8,873: -14,669 6,670 -2,739 3,988 -12,282 -13,419 -8,351: 4,546 -522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 8.5 34.1 48.0 49.2 93.7 91.8: 6.3 8.2
Old : 100.0: 12.4 8.8 33.3 47.9 49.9 93.7 92.0: 6.3 8.0
Other: 100.0: 34.0 39.7 10.8 49.1 36.8 93.9 87.3: 6.1 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 586: 142 144 218 227 244 487 506:
Old : 582: 141 150 212 223 243 481 499:
Other: 245: 39 53 22 60 124 107 191:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.6 12.5 21.1 21.8 8.5 8.2 12.6 12.3
Old : 12.0 12.7 21.5 22.4 8.8 8.4 12.8 12.7
Other: 36.7 20.0 51.0 31.9 36.0 19.1 48.5 30.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 19,585: 15,619 1,009 138 19 7,962 15,776 9,109: 3,809 10,476
Old : 17,030: 14,409 1,008 135 19 5,992 14,563 7,135: 2,467 9,895
Other: 2,555: 1,211 2 2 0 1,970 1,213 1,974: 1,342 581
: : :
: : Changes in Commitments from: September 19, 2023 :
: -2,060: -397 -401 -6 11 -1,251 -392 -1,658: -1,668 -402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 5.2 0.7 0.1 40.7 80.6 46.5: 19.4 53.5
Old : 100.0: 84.6 5.9 0.8 0.1 35.2 85.5 41.9: 14.5 58.1
Other: 100.0: 47.4 0.1 0.1 0.0 77.1 47.5 77.3: 52.5 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 2 4 3 13 10 18:
Old : 21: 6 2 2 3 13 9 17:
Other: 15: 3 1 1 0 11 3 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 30.9 80.5 38.6 75.4 30.9 79.7 38.5
Old : 79.7 24.6 85.5 33.1 79.6 24.6 84.6 33.0
Other: 47.5 74.9 47.5 76.6 47.4 74.9 47.4 76.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 483,878: 90,986 49,547 130,871 231,798 279,022 453,655 459,440: 30,223 24,437
Old : 464,618: 99,648 52,511 114,532 221,709 274,096 435,888 441,139: 28,730 23,479
Other: 19,260: 5,063 10,760 2,615 10,089 4,926 17,767 18,301: 1,493 959
: : :
: : Changes in Commitments from: September 19, 2023 :
: -25,340: -5,091 4,753 -10,554 -6,865 -21,144 -22,510 -26,945: -2,830 1,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 10.2 27.0 47.9 57.7 93.8 94.9: 6.2 5.1
Old : 100.0: 21.4 11.3 24.7 47.7 59.0 93.8 94.9: 6.2 5.1
Other: 100.0: 26.3 55.9 13.6 52.4 25.6 92.2 95.0: 7.8 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 95 59 96 99 104 243 220:
Old : 292: 95 60 94 98 104 241 218:
Other: 70: 16 15 11 28 18 51 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.9 19.9 21.3 30.5 8.8 15.8 15.1 23.4
Old : 12.0 20.5 21.1 30.4 8.8 16.3 15.6 24.3
Other: 39.7 54.3 61.2 68.8 35.0 51.6 54.4 63.6
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 1,602,726: 73,664 297,443 119,493 1,189,486 1,033,825 1,382,643 1,450,761: 220,083 151,965
Old : 1,602,726: 73,664 297,443 119,493 1,189,486 1,033,825 1,382,643 1,450,761: 220,083 151,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2023 :
: 84,562: 119 28,589 29,533 32,949 25,411 62,601 83,533: 21,961 1,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 18.6 7.5 74.2 64.5 86.3 90.5: 13.7 9.5
Old : 100.0: 4.6 18.6 7.5 74.2 64.5 86.3 90.5: 13.7 9.5
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 : 220: 31 34 35 127 124 175 176:
Old : 220: 31 34 35 127 124 175 176:
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 19.7 37.1 30.4 23.6 16.9 34.4 24.9
Old : 25.2 19.7 37.1 30.4 23.6 16.9 34.4 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 1,544,853: 86,846 461,391 12,665 1,256,355 921,876 1,355,866 1,395,932: 188,987 148,921
Old : 1,544,853: 86,846 461,391 12,665 1,256,355 921,876 1,355,866 1,395,932: 188,987 148,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2023 :
: -5,497: 10,899 -9,330 1,883 -24,508 -6,578 -11,726 -14,025: 6,229 8,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 29.9 0.8 81.3 59.7 87.8 90.4: 12.2 9.6
Old : 100.0: 5.6 29.9 0.8 81.3 59.7 87.8 90.4: 12.2 9.6
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 : 168: 17 25 12 101 83 123 115:
Old : 168: 17 25 12 101 83 123 115:
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 : 23.6 34.1 40.5 48.0 22.4 34.0 35.7 44.6
Old : 23.6 34.1 40.5 48.0 22.4 34.0 35.7 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 26, 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 : 508,091: 105,230 23,030 141,201 214,649 316,117 461,080 480,348: 47,011 27,743
Old : 500,090: 106,351 22,929 137,472 210,280 312,852 454,104 473,254: 45,986 26,837
Other: 8,001: 1,297 2,519 1,310 4,369 3,265 6,976 7,094: 1,025 907
: : :
: : Changes in Commitments from: September 19, 2023 :
: 1,696: 5,178 6,226 -3,087 -71 -525 2,019 2,613: -324 -918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 4.5 27.8 42.2 62.2 90.7 94.5: 9.3 5.5
Old : 100.0: 21.3 4.6 27.5 42.0 62.6 90.8 94.6: 9.2 5.4
Other: 100.0: 16.2 31.5 16.4 54.6 40.8 87.2 88.7: 12.8 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 91 43 93 121 109 254 216:
Old : 283: 96 41 92 121 108 253 215:
Other: 69: 13 16 15 29 18 56 36:
:----------------------------------------------------------------------------------------------------
: 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 30.9 20.0 42.9 9.1 27.9 16.0 36.2
Old : 11.2 31.2 20.0 43.0 9.1 28.6 16.2 36.9
Other: 34.9 38.6 53.1 58.6 29.3 29.8 42.7 47.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 11,479: 3,657 578 578 4,973 9,478 9,208 10,634: 2,271 845
Old : 11,165: 3,656 578 578 4,669 9,197 8,903 10,353: 2,262 812
Other: 314: 1 0 0 304 281 305 281: 9 33
: : :
: : Changes in Commitments from: September 19, 2023 :
: -272: -178 -44 -294 122 26 -350 -311: 78 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 5.0 5.0 43.3 82.6 80.2 92.6: 19.8 7.4
Old : 100.0: 32.7 5.2 5.2 41.8 82.4 79.7 92.7: 20.3 7.3
Other: 100.0: 0.3 0.0 0.0 96.8 89.5 97.1 89.5: 2.9 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 24 3 8 19 15 44 25:
Old : 57: 24 3 8 19 15 44 25:
Other: 5: 1 0 0 2 2 3 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 : 30.8 63.3 43.5 76.9 29.8 59.0 40.9 72.6
Old : 29.0 62.5 42.0 76.6 27.9 58.1 39.3 72.1
Other: 97.1 89.5 97.1 89.5 97.1 89.5 97.1 89.5
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 3,972,952: 428,612 1,642,565 124,169 3,148,434 2,064,337 3,701,214 3,831,072: 271,738 141,880
Old : 3,972,952: 428,612 1,642,565 124,169 3,148,434 2,064,337 3,701,214 3,831,072: 271,738 141,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2023 :
: 166,213: 90,837 68,846 21,069 43,237 81,296 155,143 171,211: 11,070 -4,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 41.3 3.1 79.2 52.0 93.2 96.4: 6.8 3.6
Old : 100.0: 10.8 41.3 3.1 79.2 52.0 93.2 96.4: 6.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 450: 93 55 39 245 170 362 240:
Old : 450: 93 55 39 245 170 362 240:
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 : 25.5 35.6 33.5 53.6 23.8 35.4 31.0 53.3
Old : 25.5 35.6 33.5 53.6 23.8 35.4 31.0 53.3
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 26, 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 : 5,410,222: 512,645 1,220,109 463,119 3,977,575 3,327,548 4,953,339 5,010,776: 456,883 399,446
Old : 5,410,222: 512,645 1,220,109 463,119 3,977,575 3,327,548 4,953,339 5,010,776: 456,883 399,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2023 :
: 60,325: 36,728 28,043 9,494 -5,992 15,902 40,231 53,439: 20,094 6,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 22.6 8.6 73.5 61.5 91.6 92.6: 8.4 7.4
Old : 100.0: 9.5 22.6 8.6 73.5 61.5 91.6 92.6: 8.4 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 437: 78 68 77 247 211 364 317:
Old : 437: 78 68 77 247 211 364 317:
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 : 24.8 18.7 34.9 29.6 22.6 17.2 29.9 26.8
Old : 24.8 18.7 34.9 29.6 22.6 17.2 29.9 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 1,860,639: 179,408 377,523 40,991 1,441,650 1,158,996 1,662,049 1,577,510: 198,590 283,129
Old : 1,860,639: 179,408 377,523 40,991 1,441,650 1,158,996 1,662,049 1,577,510: 198,590 283,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2023 :
: 34,517: -29,382 31,996 5,049 52,677 10,750 28,344 47,795: 6,173 -13,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 20.3 2.2 77.5 62.3 89.3 84.8: 10.7 15.2
Old : 100.0: 9.6 20.3 2.2 77.5 62.3 89.3 84.8: 10.7 15.2
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 : 174: 16 27 13 94 101 118 133:
Old : 174: 16 27 13 94 101 118 133:
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 : 34.9 27.9 48.3 39.5 34.6 24.4 44.8 33.3
Old : 34.9 27.9 48.3 39.5 34.6 24.4 44.8 33.3
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 26, 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 : 4,304: 3,153 1,711 153 77 0 3,383 1,864: 921 2,440
Old : 4,304: 3,153 1,711 153 77 0 3,383 1,864: 921 2,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2023 :
: -4,850: -881 -530 -3,836 -138 -552 -4,855 -4,918: 5 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 39.8 3.6 1.8 0.0 78.6 43.3: 21.4 56.7
Old : 100.0: 73.3 39.8 3.6 1.8 0.0 78.6 43.3: 21.4 56.7
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 : 32: 8 23 1 1 0 9 24:
Old : 32: 8 23 1 1 0 9 24:
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 : 73.9 18.2 78.0 28.3 70.3 17.7 74.4 26.6
Old : 73.9 18.2 78.0 28.3 70.3 17.7 74.4 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 5,903,397: 432,219 1,530,467 260,536 4,795,645 3,759,942 5,488,399 5,550,945: 414,998 352,452
Old : 5,903,397: 432,219 1,530,467 260,536 4,795,645 3,759,942 5,488,399 5,550,945: 414,998 352,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2023 :
: 39,374: 10,276 9,174 -39,627 61,720 56,558 32,369 26,105: 7,004 13,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 25.9 4.4 81.2 63.7 93.0 94.0: 7.0 6.0
Old : 100.0: 7.3 25.9 4.4 81.2 63.7 93.0 94.0: 7.0 6.0
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 : 403: 68 60 55 217 194 315 279:
Old : 403: 68 60 55 217 194 315 279:
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 : 23.6 22.5 32.8 34.3 21.4 22.4 28.1 32.8
Old : 23.6 22.5 32.8 34.3 21.4 22.4 28.1 32.8
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 26, 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 : 1,630,236: 116,359 311,437 247,139 1,236,201 1,019,149 1,599,699 1,577,725: 30,537 52,511
Old : 1,630,236: 116,359 311,437 247,139 1,236,201 1,019,149 1,599,699 1,577,725: 30,537 52,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2023 :
: 164,814: 21,532 6,078 43,948 97,804 117,163 163,284 167,189: 1,530 -2,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 19.1 15.2 75.8 62.5 98.1 96.8: 1.9 3.2
Old : 100.0: 7.1 19.1 15.2 75.8 62.5 98.1 96.8: 1.9 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 : 143: 22 32 43 75 85 120 138:
Old : 143: 22 32 43 75 85 120 138:
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 22.2 42.2 34.9 16.2 17.1 25.8 26.8
Old : 24.6 22.2 42.2 34.9 16.2 17.1 25.8 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 92,573: 18,237 39,855 2,063 57,688 38,210 77,988 80,128: 14,584 12,444
Old : 92,573: 18,237 39,855 2,063 57,688 38,210 77,988 80,128: 14,584 12,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2023 :
: 5,566: -780 3,070 -905 5,577 3,386 3,892 5,551: 1,674 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 43.1 2.2 62.3 41.3 84.2 86.6: 15.8 13.4
Old : 100.0: 19.7 43.1 2.2 62.3 41.3 84.2 86.6: 15.8 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 21 23 10 35 24 62 51:
Old : 94: 21 23 10 35 24 62 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 : 36.5 40.6 47.4 58.2 36.5 40.4 47.3 57.6
Old : 36.5 40.6 47.4 58.2 36.5 40.4 47.3 57.6
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 26, 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 : 92,573: 18,237 39,855 2,063 57,688 38,210 77,988 80,128: 14,584 12,444
Old : 92,573: 18,237 39,855 2,063 57,688 38,210 77,988 80,128: 14,584 12,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2023 :
: 5,566: -780 3,070 -905 5,577 3,386 3,892 5,551: 1,674 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 43.1 2.2 62.3 41.3 84.2 86.6: 15.8 13.4
Old : 100.0: 19.7 43.1 2.2 62.3 41.3 84.2 86.6: 15.8 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 21 23 10 35 24 62 51:
Old : 94: 21 23 10 35 24 62 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 : 36.5 40.6 47.4 58.2 36.5 40.4 47.3 57.6
Old : 36.5 40.6 47.4 58.2 36.5 40.4 47.3 57.6
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 26, 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 : 45,064: 270 2,303 0 42,441 41,614 42,711 43,917: 2,353 1,147
Old : 45,064: 270 2,303 0 42,441 41,614 42,711 43,917: 2,353 1,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2023 :
: 519: -661 313 0 1,211 81 550 394: -31 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 5.1 0.0 94.2 92.3 94.8 97.5: 5.2 2.5
Old : 100.0: 0.6 5.1 0.0 94.2 92.3 94.8 97.5: 5.2 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 : 43: 1 4 0 27 15 28 19:
Old : 43: 1 4 0 27 15 28 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 : 40.5 63.9 63.8 84.9 38.2 63.9 60.7 84.1
Old : 40.5 63.9 63.8 84.9 38.2 63.9 60.7 84.1
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 26, 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 : 62,030: 11,130 16,267 307 50,337 45,397 61,774 61,971: 256 59
Old : 62,030: 11,130 16,267 307 50,337 45,397 61,774 61,971: 256 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2023 :
: -4,624: -1,296 -2,576 -360 -2,924 -1,647 -4,580 -4,583: -44 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 26.2 0.5 81.1 73.2 99.6 99.9: 0.4 0.1
Old : 100.0: 17.9 26.2 0.5 81.1 73.2 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 20 12 2 6 2 27 15:
Old : 39: 20 12 2 6 2 27 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.9 92.5 94.9 98.5 88.9 92.5 94.6 98.0
Old : 88.9 92.5 94.9 98.5 88.9 92.5 94.6 98.0
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 26, 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 : 68,757: 17,996 16,932 50,758 0 1,067 68,754 68,757: 3 0
Old : 68,757: 17,996 16,932 50,758 0 1,067 68,754 68,757: 3 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2023 :
: -3,084: -970 1,703 -2,114 0 -1,159 -3,084 -1,570: 0 -1,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 24.6 73.8 0.0 1.6 100.0 100.0: 0.0 0.0
Old : 100.0: 26.2 24.6 73.8 0.0 1.6 100.0 100.0: 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 : 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 : 80.1 96.2 95.7 99.1 19.4 24.7 26.0 25.7
Old : 80.1 96.2 95.7 99.1 19.4 24.7 26.0 25.7
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 26, 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 : 21,735: 18,024 11,495 3,711 0 6,471 21,735 21,677: 0 58
Old : 21,735: 18,024 11,495 3,711 0 6,471 21,735 21,677: 0 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2023 :
: 91: 531 819 -440 0 -288 91 91: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 52.9 17.1 0.0 29.8 100.0 99.7: 0.0 0.3
Old : 100.0: 82.9 52.9 17.1 0.0 29.8 100.0 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 : 79.7 58.3 99.3 78.3 69.1 53.3 82.9 69.3
Old : 79.7 58.3 99.3 78.3 69.1 53.3 82.9 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 29, 2023