WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 514,218: 115,093 185,391 198,924 160,104 92,363 474,120 476,678: 40,097 37,540
Old : 428,907: 131,732 172,881 148,726 112,593 77,326 393,051 398,933: 35,855 29,974
Other: 85,311: 20,948 50,098 12,610 47,511 15,037 81,069 77,745: 4,242 7,566
: : :
: : Changes in Commitments from: November 7, 2023 :
: -11,754: -5,805 -4,807 -7,506 1,197 1,385 -12,114 -10,928: 360 -826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 36.1 38.7 31.1 18.0 92.2 92.7: 7.8 7.3
Old : 100.0: 30.7 40.3 34.7 26.3 18.0 91.6 93.0: 8.4 7.0
Other: 100.0: 24.6 58.7 14.8 55.7 17.6 95.0 91.1: 5.0 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 118 123 147 118 106 319 306:
Old : 379: 130 111 135 113 99 302 291:
Other: 191: 32 62 42 56 66 121 139:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 12.0 20.7 20.7 8.3 8.4 13.9 15.0
Old : 13.8 12.8 22.0 22.4 7.8 9.8 13.6 17.3
Other: 33.4 24.9 48.2 39.0 33.3 23.4 48.1 34.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 245,968: 52,356 82,728 75,788 96,548 66,398 224,692 224,915: 21,276 21,053
Old : 209,733: 59,694 83,224 56,554 75,370 52,279 191,618 192,058: 18,115 17,675
Other: 36,235: 9,331 16,172 2,565 21,178 14,119 33,074 32,857: 3,161 3,378
: : :
: : Changes in Commitments from: November 7, 2023 :
: 497: 1,031 1,324 -2,538 1,905 3,915 398 2,701: 99 -2,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 33.6 30.8 39.3 27.0 91.4 91.4: 8.6 8.6
Old : 100.0: 28.5 39.7 27.0 35.9 24.9 91.4 91.6: 8.6 8.4
Other: 100.0: 25.8 44.6 7.1 58.4 39.0 91.3 90.7: 8.7 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 60 64 67 68 77 162 178:
Old : 217: 64 61 61 68 72 157 170:
Other: 121: 25 32 22 40 44 80 83:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 18.9 28.1 29.8 11.8 14.0 19.5 22.2
Old : 16.7 21.7 28.4 33.9 14.3 15.8 23.5 25.4
Other: 38.8 34.5 52.4 49.3 38.3 33.6 51.6 45.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 1,837,197: 231,355 374,445 610,214 793,725 627,964 1,635,294 1,612,623: 201,904 224,575
Old : 1,651,855: 247,071 382,578 506,663 710,090 573,148 1,463,824 1,462,390: 188,031 189,465
Other: 185,342: 58,196 65,779 29,638 83,635 54,816 171,469 150,233: 13,873 35,109
: : :
: : Changes in Commitments from: November 7, 2023 :
: 6,809: 986 5,062 -3,820 1,826 2,357 -1,008 3,599: 7,817 3,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 20.4 33.2 43.2 34.2 89.0 87.8: 11.0 12.2
Old : 100.0: 15.0 23.2 30.7 43.0 34.7 88.6 88.5: 11.4 11.5
Other: 100.0: 31.4 35.5 16.0 45.1 29.6 92.5 81.1: 7.5 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 769: 132 179 217 377 365 649 643:
Old : 760: 133 180 207 375 358 639 625:
Other: 385: 54 60 39 100 221 174 301:
:----------------------------------------------------------------------------------------------------
: 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 : 7.3 8.7 14.2 15.2 6.4 5.8 11.1 8.9
Old : 8.0 8.6 14.7 15.0 7.0 6.5 12.3 9.8
Other: 18.0 24.2 32.9 33.1 17.4 23.3 30.7 29.9
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 14,234: 2,446 4,657 5,989 4,067 1,049 12,502 11,696: 1,731 2,538
Old : 14,234: 2,446 4,657 5,989 4,067 1,049 12,502 11,696: 1,731 2,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2023 :
: 227: 111 76 124 74 12 309 211: -82 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 32.7 42.1 28.6 7.4 87.8 82.2: 12.2 17.8
Old : 100.0: 17.2 32.7 42.1 28.6 7.4 87.8 82.2: 12.2 17.8
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 : 21: 3 7 6 8 5 15 14:
Old : 21: 3 7 6 8 5 15 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 : 55.3 60.8 72.6 74.5 29.8 25.9 41.0 35.6
Old : 55.3 60.8 72.6 74.5 29.8 25.9 41.0 35.6
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, November 14, 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 : 5,045: 485 579 146 2,503 2,822 3,135 3,548: 1,910 1,497
Old : 4,922: 527 579 96 2,479 2,787 3,103 3,463: 1,819 1,459
Other: 123: 0 42 8 24 35 32 85: 91 38
: : :
: : Changes in Commitments from: November 7, 2023 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 11.5 2.9 49.6 55.9 62.1 70.3: 37.9 29.7
Old : 100.0: 10.7 11.8 2.0 50.4 56.6 63.0 70.4: 37.0 29.6
Other: 100.0: 0.0 34.1 6.5 19.5 28.5 26.0 69.1: 74.0 30.9
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 5 3 10 9 15 16:
Old : 21: 4 5 3 10 9 15 16:
Other: 3: 0 1 1 2 2 3 3:
:----------------------------------------------------------------------------------------------------
: 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 : 36.0 48.0 50.0 59.4 15.0 29.5 25.2 38.0
Old : 36.2 48.5 50.6 60.2 15.6 29.7 26.4 38.4
Other: 26.0 69.1 26.0 69.1 11.4 54.5 11.4 54.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 878,980: 153,568 63,619 248,868 412,897 488,466 815,333 800,952: 63,647 78,027
Old : 797,637: 150,277 53,584 220,763 368,165 455,540 739,206 729,887: 58,431 67,750
Other: 81,343: 20,951 27,695 10,445 44,731 32,926 76,127 71,065: 5,216 10,278
: : :
: : Changes in Commitments from: November 7, 2023 :
: 33,429: 16,971 -4,186 13,204 569 20,228 30,744 29,246: 2,685 4,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 7.2 28.3 47.0 55.6 92.8 91.1: 7.2 8.9
Old : 100.0: 18.8 6.7 27.7 46.2 57.1 92.7 91.5: 7.3 8.5
Other: 100.0: 25.8 34.0 12.8 55.0 40.5 93.6 87.4: 6.4 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 582: 148 131 177 226 267 474 484:
Old : 576: 146 132 169 218 264 460 473:
Other: 290: 54 49 40 71 157 140 232:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.7 10.3 19.9 18.4 8.1 8.8 14.1 15.3
Old : 12.6 11.1 20.9 19.8 10.3 9.6 16.3 16.5
Other: 21.8 34.5 38.3 45.2 20.8 34.3 35.3 42.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 577,788: 98,357 88,885 172,080 271,048 288,613 541,485 549,579: 36,303 28,210
Old : 535,284: 115,069 92,768 140,384 245,664 275,274 501,117 508,425: 34,167 26,858
Other: 42,505: 7,234 20,064 7,750 25,384 13,339 40,368 41,153: 2,137 1,352
: : :
: : Changes in Commitments from: November 7, 2023 :
: 14,176: 5,853 -504 2,562 3,514 11,416 11,928 13,474: 2,248 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 15.4 29.8 46.9 50.0 93.7 95.1: 6.3 4.9
Old : 100.0: 21.5 17.3 26.2 45.9 51.4 93.6 95.0: 6.4 5.0
Other: 100.0: 17.0 47.2 18.2 59.7 31.4 95.0 96.8: 5.0 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 100 73 117 111 96 269 244:
Old : 317: 101 75 114 110 96 265 243:
Other: 95: 19 22 17 41 20 69 52:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 17.1 19.2 26.7 8.0 15.9 12.9 22.6
Old : 10.8 17.6 18.7 27.4 7.4 16.2 13.2 23.1
Other: 36.0 46.9 53.5 71.2 29.7 42.9 45.3 61.5
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 1,569,609: 105,057 216,757 146,679 1,095,614 1,042,796 1,347,349 1,406,232: 222,260 163,378
Old : 1,569,609: 105,057 216,757 146,679 1,095,614 1,042,796 1,347,349 1,406,232: 222,260 163,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2023 :
: 9,558: 855 335 5,786 -11,225 -3,056 -4,584 3,066: 14,142 6,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 13.8 9.3 69.8 66.4 85.8 89.6: 14.2 10.4
Old : 100.0: 6.7 13.8 9.3 69.8 66.4 85.8 89.6: 14.2 10.4
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 : 217: 31 36 45 124 118 179 175:
Old : 217: 31 36 45 124 118 179 175:
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 : 24.4 16.8 34.7 29.9 22.1 14.6 32.1 23.9
Old : 24.4 16.8 34.7 29.9 22.1 14.6 32.1 23.9
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, November 14, 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 : 1,590,206: 89,983 415,142 19,333 1,306,951 1,009,368 1,416,267 1,443,844: 173,939 146,362
Old : 1,590,206: 89,983 415,142 19,333 1,306,951 1,009,368 1,416,267 1,443,844: 173,939 146,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2023 :
: 12,578: -6,056 -6,038 7,939 10,675 6,618 12,558 8,519: 20 4,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 26.1 1.2 82.2 63.5 89.1 90.8: 10.9 9.2
Old : 100.0: 5.7 26.1 1.2 82.2 63.5 89.1 90.8: 10.9 9.2
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 : 177: 18 24 13 108 95 131 127:
Old : 177: 18 24 13 108 95 131 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 36.2 39.7 49.3 22.3 35.0 35.2 44.7
Old : 23.2 36.2 39.7 49.3 22.3 35.0 35.2 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 646,145: 164,171 23,406 206,502 215,503 378,395 586,176 608,303: 59,969 37,842
Old : 618,699: 163,521 25,891 192,302 205,501 365,415 561,324 583,608: 57,375 35,091
Other: 27,446: 9,544 6,408 5,306 10,003 12,980 24,853 24,695: 2,593 2,751
: : :
: : Changes in Commitments from: November 7, 2023 :
: 36,505: 13,139 -966 22,709 -531 13,240 35,317 34,983: 1,188 1,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 3.6 32.0 33.4 58.6 90.7 94.1: 9.3 5.9
Old : 100.0: 26.4 4.2 31.1 33.2 59.1 90.7 94.3: 9.3 5.7
Other: 100.0: 34.8 23.3 19.3 36.4 47.3 90.6 90.0: 9.4 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 115 48 102 128 130 287 246:
Old : 322: 113 52 102 128 130 286 246:
Other: 92: 24 18 18 31 30 64 57:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.9 28.5 17.5 40.5 7.1 25.5 12.9 33.2
Old : 10.1 29.7 17.9 41.4 7.3 27.4 13.4 34.4
Other: 37.5 39.6 56.6 54.5 37.3 37.8 49.9 50.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,796: 3,474 542 393 4,668 9,190 8,535 10,126: 2,262 671
Old : 10,155: 3,474 544 391 4,054 8,592 7,919 9,528: 2,237 628
Other: 641: 2 0 0 614 598 616 598: 25 43
: : :
: : Changes in Commitments from: November 7, 2023 :
: -552: 713 -598 -59 -1,519 465 -865 -191: 314 -360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 5.0 3.6 43.2 85.1 79.1 93.8: 20.9 6.2
Old : 100.0: 34.2 5.4 3.9 39.9 84.6 78.0 93.8: 22.0 6.2
Other: 100.0: 0.3 0.0 0.0 95.8 93.3 96.1 93.3: 3.9 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 23 4 7 19 20 46 30:
Old : 58: 23 4 7 19 20 46 30:
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 : 33.9 62.5 46.5 76.5 33.7 58.3 45.6 72.0
Old : 30.0 60.5 43.4 75.5 29.8 56.1 42.5 70.6
Other: 96.1 93.3 96.1 93.3 96.1 93.3 96.1 93.3
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 4,274,379: 427,897 1,827,558 121,573 3,456,965 2,188,950 4,006,435 4,138,081: 267,944 136,297
Old : 4,274,379: 427,897 1,827,558 121,573 3,456,965 2,188,950 4,006,435 4,138,081: 267,944 136,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2023 :
: 44,619: -5,240 -67,202 31,586 22,918 89,301 49,264 53,685: -4,646 -9,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 42.8 2.8 80.9 51.2 93.7 96.8: 6.3 3.2
Old : 100.0: 10.0 42.8 2.8 80.9 51.2 93.7 96.8: 6.3 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 : 466: 107 56 54 251 174 382 260:
Old : 466: 107 56 54 251 174 382 260:
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 35.7 33.6 53.5 23.4 35.2 31.4 52.8
Old : 24.8 35.7 33.6 53.5 23.4 35.2 31.4 52.8
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, November 14, 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 : 5,675,490: 471,400 1,113,117 670,645 4,066,598 3,492,479 5,208,643 5,276,241: 466,847 399,249
Old : 5,675,490: 471,400 1,113,117 670,645 4,066,598 3,492,479 5,208,643 5,276,241: 466,847 399,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2023 :
: 252,405: 694 68,578 111,548 149,106 58,432 261,348 238,557: -8,943 13,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 19.6 11.8 71.7 61.5 91.8 93.0: 8.2 7.0
Old : 100.0: 8.3 19.6 11.8 71.7 61.5 91.8 93.0: 8.2 7.0
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 : 455: 78 76 87 260 220 384 337:
Old : 455: 78 76 87 260 220 384 337:
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 : 20.1 18.5 29.8 26.9 17.6 15.3 23.8 22.4
Old : 20.1 18.5 29.8 26.9 17.6 15.3 23.8 22.4
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, November 14, 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 : 2,044,963: 194,530 461,020 37,941 1,598,288 1,283,355 1,830,760 1,782,317: 214,204 262,647
Old : 2,044,963: 194,530 461,020 37,941 1,598,288 1,283,355 1,830,760 1,782,317: 214,204 262,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2023 :
: 31,174: 10,075 11,891 -2,884 18,006 22,765 25,196 31,771: 5,977 -598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 22.5 1.9 78.2 62.8 89.5 87.2: 10.5 12.8
Old : 100.0: 9.5 22.5 1.9 78.2 62.8 89.5 87.2: 10.5 12.8
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 : 187: 17 28 22 99 106 129 143:
Old : 187: 17 28 22 99 106 129 143:
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 : 34.4 26.8 47.6 35.3 34.1 23.0 43.6 29.7
Old : 34.4 26.8 47.6 35.3 34.1 23.0 43.6 29.7
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, November 14, 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 : 5,891: 1,345 1,533 3,281 108 0 4,734 4,814: 1,157 1,077
Old : 5,891: 1,345 1,533 3,281 108 0 4,734 4,814: 1,157 1,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2023 :
: -128: 548 -232 257 -1,106 0 -301 25: 173 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 26.0 55.7 1.8 0.0 80.4 81.7: 19.6 18.3
Old : 100.0: 22.8 26.0 55.7 1.8 0.0 80.4 81.7: 19.6 18.3
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 : 21: 10 9 3 1 0 12 12:
Old : 21: 10 9 3 1 0 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 76.1 78.1 79.7 18.7 22.4 23.2 25.5
Old : 72.6 76.1 78.1 79.7 18.7 22.4 23.2 25.5
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, November 14, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 6,480,656: 408,118 1,867,995 363,162 5,253,788 3,923,871 6,025,068 6,155,027: 455,589 325,630
Old : 6,480,656: 408,118 1,867,995 363,162 5,253,788 3,923,871 6,025,068 6,155,027: 455,589 325,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2023 :
: 104,156: 19,308 12,750 39,714 20,582 65,642 79,603 118,105: 24,552 -13,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 28.8 5.6 81.1 60.5 93.0 95.0: 7.0 5.0
Old : 100.0: 6.3 28.8 5.6 81.1 60.5 93.0 95.0: 7.0 5.0
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 : 400: 59 60 57 230 201 322 285:
Old : 400: 59 60 57 230 201 322 285:
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 : 22.2 24.2 31.8 35.4 20.0 23.6 27.8 33.2
Old : 22.2 24.2 31.8 35.4 20.0 23.6 27.8 33.2
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, November 14, 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 : 1,766,824: 142,411 292,532 243,974 1,346,353 1,173,636 1,732,738 1,710,142: 34,086 56,682
Old : 1,766,824: 142,411 292,532 243,974 1,346,353 1,173,636 1,732,738 1,710,142: 34,086 56,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2023 :
: 36,617: -38,207 32,867 -34,525 107,327 36,915 34,595 35,257: 2,022 1,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 16.6 13.8 76.2 66.4 98.1 96.8: 1.9 3.2
Old : 100.0: 8.1 16.6 13.8 76.2 66.4 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 : 156: 25 35 48 76 87 130 145:
Old : 156: 25 35 48 76 87 130 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 24.6 43.9 36.0 19.7 18.6 29.4 24.7
Old : 26.9 24.6 43.9 36.0 19.7 18.6 29.4 24.7
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, November 14, 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 : 101,071: 20,914 57,427 1,940 67,393 25,594 90,247 84,961: 10,824 16,110
Old : 101,071: 20,914 57,427 1,940 67,393 25,594 90,247 84,961: 10,824 16,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2023 :
: -2,272: -1,816 -2,379 864 -1,353 -598 -2,305 -2,113: 33 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 56.8 1.9 66.7 25.3 89.3 84.1: 10.7 15.9
Old : 100.0: 20.7 56.8 1.9 66.7 25.3 89.3 84.1: 10.7 15.9
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 : 103: 20 34 12 31 28 59 66:
Old : 103: 20 34 12 31 28 59 66:
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 : 41.1 42.1 55.3 56.1 40.4 42.1 54.6 56.1
Old : 41.1 42.1 55.3 56.1 40.4 42.1 54.6 56.1
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, November 14, 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 : 101,071: 20,914 57,427 1,940 67,393 25,594 90,247 84,961: 10,824 16,110
Old : 101,071: 20,914 57,427 1,940 67,393 25,594 90,247 84,961: 10,824 16,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2023 :
: -2,272: -1,816 -2,379 864 -1,353 -598 -2,305 -2,113: 33 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 56.8 1.9 66.7 25.3 89.3 84.1: 10.7 15.9
Old : 100.0: 20.7 56.8 1.9 66.7 25.3 89.3 84.1: 10.7 15.9
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 : 103: 20 34 12 31 28 59 66:
Old : 103: 20 34 12 31 28 59 66:
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 : 41.1 42.1 55.3 56.1 40.4 42.1 54.6 56.1
Old : 41.1 42.1 55.3 56.1 40.4 42.1 54.6 56.1
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, November 14, 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 : 43,952: 416 3,505 0 39,358 39,165 39,774 42,670: 4,178 1,282
Old : 43,952: 416 3,505 0 39,358 39,165 39,774 42,670: 4,178 1,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2023 :
: 3,264: -45 718 0 1,263 2,493 1,218 3,211: 2,046 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 8.0 0.0 89.5 89.1 90.5 97.1: 9.5 2.9
Old : 100.0: 0.9 8.0 0.0 89.5 89.1 90.5 97.1: 9.5 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 4 0 25 17 26 21:
Old : 43: 1 4 0 25 17 26 21:
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 : 34.0 52.1 56.6 74.8 32.6 49.8 52.6 69.6
Old : 34.0 52.1 56.6 74.8 32.6 49.8 52.6 69.6
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, November 14, 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 : 64,335: 12,016 18,350 652 51,398 45,301 64,066 64,303: 269 32
Old : 64,335: 12,016 18,350 652 51,398 45,301 64,066 64,303: 269 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2023 :
: -41: -306 -134 92 170 0 -44 -42: 3 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 28.5 1.0 79.9 70.4 99.6 100.0: 0.4 0.0
Old : 100.0: 18.7 28.5 1.0 79.9 70.4 99.6 100.0: 0.4 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 : 39: 19 13 5 6 2 27 18:
Old : 39: 19 13 5 6 2 27 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.4 89.6 91.9 98.3 84.4 89.6 91.6 97.8
Old : 84.4 89.6 91.9 98.3 84.4 89.6 91.6 97.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-342603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 18,311: 17,000 12,177 1,311 0 4,800 18,311 18,288: 0 23
Old : 18,311: 17,000 12,177 1,311 0 4,800 18,311 18,288: 0 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2023 :
: 250: 344 344 -94 0 0 250 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.8 66.5 7.2 0.0 26.2 100.0 99.9: 0.0 0.1
Old : 100.0: 92.8 66.5 7.2 0.0 26.2 100.0 99.9: 0.0 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 : 20: 6 13 3 0 1 7 16:
Old : 20: 6 13 3 0 1 7 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 : 95.7 62.3 100.0 91.8 90.7 58.3 92.8 87.5
Old : 95.7 62.3 100.0 91.8 90.7 58.3 92.8 87.5
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, November 14, 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 : 68,148: 17,148 16,061 51,000 0 1,067 68,148 68,128: 0 20
Old : 68,148: 17,148 16,061 51,000 0 1,067 68,148 68,128: 0 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2023 :
: 230: 230 230 0 0 0 230 230: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 23.6 74.8 0.0 1.6 100.0 100.0: 0.0 0.0
Old : 100.0: 25.2 23.6 74.8 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 : 24: 12 11 4 0 1 14 14:
Old : 24: 12 11 4 0 1 14 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 : 78.6 96.7 93.3 99.4 15.4 24.0 23.7 24.9
Old : 78.6 96.7 93.3 99.4 15.4 24.0 23.7 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 31,047: 26,955 19,625 4,092 0 7,269 31,047 30,986: 0 61
Old : 31,047: 26,955 19,625 4,092 0 7,269 31,047 30,986: 0 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2023 :
: 1,973: 1,973 1,404 0 0 569 1,973 1,973: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 63.2 13.2 0.0 23.4 100.0 99.8: 0.0 0.2
Old : 100.0: 86.8 63.2 13.2 0.0 23.4 100.0 99.8: 0.0 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 : 25: 8 16 3 0 1 10 18:
Old : 25: 8 16 3 0 1 10 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 68.8 98.8 85.6 71.7 60.1 86.8 75.0
Old : 72.1 68.8 98.8 85.6 71.7 60.1 86.8 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 17, 2023